D5BE.DE vs. XESC.DE
D5BE.DE (Xtrackers II US Treasuries 1-3 UCITS ETF (Dist)) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - D5BE.DE is a Government Bonds fund tracking the iBoxx USD Treasuries 1-3 Index, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, D5BE.DE returned 1.45%/yr vs 11.67%/yr for XESC.DE. At a correlation of -0.16, they often move in opposite directions. D5BE.DE charges 0.06%/yr vs 0.09%/yr for XESC.DE.
Performance
D5BE.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BE.DE achieves a 3.59% return, which is significantly lower than XESC.DE's 11.96% return. Over the past 10 years, D5BE.DE has underperformed XESC.DE with an annualized return of 1.45%, while XESC.DE has yielded a comparatively higher 11.67% annualized return.
D5BE.DE
- 1D
- 0.08%
- 1M
- 1.73%
- 6M
- 3.42%
- YTD
- 3.59%
- 1Y
- 6.13%
- 3Y*
- 2.70%
- 5Y*
- 2.64%
- 10Y*
- 1.45%
XESC.DE
- 1D
- 0.00%
- 1M
- 5.24%
- 6M
- 10.86%
- YTD
- 11.96%
- 1Y
- 22.20%
- 3Y*
- 16.35%
- 5Y*
- 12.51%
- 10Y*
- 11.67%
D5BE.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BE.DE Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) | 3.59% | -6.60% | 10.00% | 0.62% | 2.33% | 7.69% | -6.19% | 6.04% | 6.14% | -11.86% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 11.96% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between D5BE.DE and XESC.DE is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2009 | -0.16 |
The correlation between D5BE.DE and XESC.DE shifts across timeframes, from -0.30 (5 years) to -0.15 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
D5BE.DE vs. XESC.DE — Risk / Return Rank
D5BE.DE
XESC.DE
D5BE.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| D5BE.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.04 | -0.30 |
| Martin ratioReturn relative to average drawdown | 4.31 | 7.10 | -2.78 |
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Drawdowns
D5BE.DE vs. XESC.DE - Drawdown Comparison
The maximum D5BE.DE drawdown since its inception was -20.28%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for D5BE.DE and XESC.DE.
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Drawdown Indicators
| D5BE.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.28% | -46.74% | +26.46% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -10.88% | +7.36% |
Max Drawdown (3Y)Largest decline over 3 years | -10.97% | -16.53% | +5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -12.50% | -23.33% | +10.83% |
Max Drawdown (10Y)Largest decline over 10 years | -20.28% | -38.51% | +18.23% |
Current DrawdownCurrent decline from peak | -5.38% | 0.00% | -5.38% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -9.05% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 3.13% | -1.71% |
Volatility
D5BE.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) is 1.45%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 3.86%. This indicates that D5BE.DE experiences smaller price fluctuations and is considered to be less risky than XESC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BE.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 3.86% | -2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 3.87% | 13.34% | -9.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.51% | 16.07% | -10.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.16% | 17.58% | -10.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.96% | 17.93% | -8.97% |
D5BE.DE vs. XESC.DE - Expense Ratio Comparison
D5BE.DE has a 0.06% expense ratio, which is lower than XESC.DE's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
D5BE.DE vs. XESC.DE - Dividend Comparison
D5BE.DE's dividend yield for the trailing twelve months is around 2.76%, while XESC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
D5BE.DE Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) | 2.76% | 2.89% | 2.24% | 1.84% | 1.00% | 2.74% | 2.66% | 1.16% | 0.93% | 0.78% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
D5BE.DE and XESC.DE have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BE.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BE.DE is cheaper with a 0.06% expense ratio, compared with 0.09% for XESC.DE.
D5BE.DE is categorized as Government Bonds, while XESC.DE is Europe Equities. D5BE.DE tracks iBoxx USD Treasuries 1-3 Index, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.06% for D5BE.DE and 0.09% for XESC.DE.
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