BESIY vs. D5BL.DE
Compare and contrast key facts about BE Semiconductor Industries NV ADR (BESIY) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE).
D5BL.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe Enhanced Value. It was launched on Mar 26, 2010.
Performance
BESIY vs. D5BL.DE - Performance Comparison
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BESIY vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BESIY BE Semiconductor Industries NV ADR | 39.10% | 17.03% | -7.84% | 167.54% | -26.36% | 46.32% | 57.24% | 92.31% | -46.43% | 164.12% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 3.45% | 53.29% | 4.06% | 17.74% | -9.88% | 16.83% | 0.36% | 20.30% | -18.02% | 25.30% |
Different Trading Currencies
BESIY is traded in USD, while D5BL.DE is traded in EUR. To make them comparable, the D5BL.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BESIY achieves a 39.10% return, which is significantly higher than D5BL.DE's 3.45% return. Over the past 10 years, BESIY has outperformed D5BL.DE with an annualized return of 35.59%, while D5BL.DE has yielded a comparatively lower 10.59% annualized return.
BESIY
- 1D
- 1.78%
- 1M
- -1.97%
- YTD
- 39.10%
- 6M
- 46.18%
- 1Y
- 112.79%
- 3Y*
- 39.27%
- 5Y*
- 24.65%
- 10Y*
- 35.59%
D5BL.DE
- 1D
- 2.88%
- 1M
- -3.24%
- YTD
- 3.45%
- 6M
- 13.81%
- 1Y
- 37.77%
- 3Y*
- 21.30%
- 5Y*
- 13.47%
- 10Y*
- 10.59%
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Return for Risk
BESIY vs. D5BL.DE — Risk / Return Rank
BESIY
D5BL.DE
BESIY vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BE Semiconductor Industries NV ADR (BESIY) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BESIY | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 2.00 | +0.05 |
Sortino ratioReturn per unit of downside risk | 2.58 | 2.56 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 4.91 | 3.19 | +1.72 |
Martin ratioReturn relative to average drawdown | 14.13 | 11.31 | +2.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BESIY | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 2.00 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.71 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.53 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.38 | +0.20 |
Correlation
The correlation between BESIY and D5BL.DE is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BESIY vs. D5BL.DE - Dividend Comparison
BESIY's dividend yield for the trailing twelve months is around 1.14%, while D5BL.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BESIY BE Semiconductor Industries NV ADR | 1.14% | 1.59% | 1.67% | 2.07% | 6.00% | 2.44% | 1.66% | 4.12% | 13.32% | 2.37% | 1.42% | 7.74% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BESIY vs. D5BL.DE - Drawdown Comparison
The maximum BESIY drawdown since its inception was -78.79%, which is greater than D5BL.DE's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for BESIY and D5BL.DE.
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Drawdown Indicators
| BESIY | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.79% | -40.40% | -38.39% |
Max Drawdown (1Y)Largest decline over 1 year | -23.40% | -13.82% | -9.58% |
Max Drawdown (5Y)Largest decline over 5 years | -56.12% | -19.58% | -36.54% |
Max Drawdown (10Y)Largest decline over 10 years | -64.02% | -40.40% | -23.62% |
Current DrawdownCurrent decline from peak | -7.21% | -4.63% | -2.58% |
Average DrawdownAverage peak-to-trough decline | -22.55% | -7.30% | -15.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.14% | 2.87% | +5.27% |
Volatility
BESIY vs. D5BL.DE - Volatility Comparison
BE Semiconductor Industries NV ADR (BESIY) has a higher volatility of 27.11% compared to Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) at 6.76%. This indicates that BESIY's price experiences larger fluctuations and is considered to be riskier than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BESIY | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.11% | 6.76% | +20.35% |
Volatility (6M)Calculated over the trailing 6-month period | 42.10% | 11.93% | +30.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.29% | 18.81% | +36.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.58% | 18.63% | +33.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.71% | 19.85% | +28.86% |