D5BH.DE vs. XSX6.DE
D5BH.DE (Xtrackers MSCI Canada Screened UCITS ETF (Acc)) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - D5BH.DE is a Canada Equities fund tracking the MSCI Canada Index, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, D5BH.DE returned 10.71%/yr vs 10.16%/yr for XSX6.DE. A 0.70 correlation means they provide meaningful diversification when combined. D5BH.DE charges 0.35%/yr vs 0.20%/yr for XSX6.DE.
Performance
D5BH.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BH.DE achieves a 9.03% return, which is significantly lower than XSX6.DE's 11.63% return. Over the past 10 years, D5BH.DE has outperformed XSX6.DE with an annualized return of 10.71%, while XSX6.DE has yielded a comparatively lower 10.16% annualized return.
D5BH.DE
- 1D
- 0.64%
- 1M
- 1.07%
- 6M
- 10.24%
- YTD
- 9.03%
- 1Y
- 27.64%
- 3Y*
- 18.86%
- 5Y*
- 12.30%
- 10Y*
- 10.71%
XSX6.DE
- 1D
- 0.00%
- 1M
- 4.56%
- 6M
- 10.88%
- YTD
- 11.63%
- 1Y
- 22.49%
- 3Y*
- 15.24%
- 5Y*
- 10.32%
- 10Y*
- 10.16%
D5BH.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BH.DE Xtrackers MSCI Canada Screened UCITS ETF (Acc) | 9.03% | 22.05% | 21.66% | 10.35% | -7.54% | 35.28% | -3.71% | 30.36% | -13.85% | 1.16% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 11.63% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between D5BH.DE and XSX6.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2010 | 0.70 |
The correlation between D5BH.DE and XSX6.DE shifts across timeframes, from 0.55 (1 year) to 0.73 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
D5BH.DE vs. XSX6.DE — Risk / Return Rank
D5BH.DE
XSX6.DE
D5BH.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Canada Screened UCITS ETF (Acc) (D5BH.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.
| D5BH.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.32 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.37 | +1.25 |
| Martin ratioReturn relative to average drawdown | 15.52 | 9.17 | +6.35 |
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Drawdowns
D5BH.DE vs. XSX6.DE - Drawdown Comparison
The maximum D5BH.DE drawdown since its inception was -45.61%, which is greater than XSX6.DE's maximum drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for D5BH.DE and XSX6.DE.
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Drawdown Indicators
| D5BH.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.61% | -36.06% | -9.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -9.46% | +1.86% |
Max Drawdown (3Y)Largest decline over 3 years | -17.32% | -16.37% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -19.57% | -20.84% | +1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -40.85% | -36.06% | -4.79% |
Current DrawdownCurrent decline from peak | -0.65% | 0.00% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -17.02% | -5.24% | -11.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.44% | -0.66% |
Volatility
D5BH.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI Canada Screened UCITS ETF (Acc) (D5BH.DE) has a higher volatility of 3.30% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 3.11%. This indicates that D5BH.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BH.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 3.11% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.99% | 10.96% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.57% | 13.02% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.27% | 14.46% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 15.23% | +1.70% |
D5BH.DE vs. XSX6.DE - Expense Ratio Comparison
D5BH.DE has a 0.35% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio.
Dividends
D5BH.DE vs. XSX6.DE - Dividend Comparison
Neither D5BH.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BH.DE and XSX6.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for D5BH.DE.
D5BH.DE is categorized as Canada Equities, while XSX6.DE is Europe Equities. D5BH.DE tracks MSCI Canada Index, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.35% for D5BH.DE and 0.20% for XSX6.DE.
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