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D5BI.DE vs. AXQE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BI.DE vs. AXQE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) and AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, D5BI.DE achieves a 11.27% return, which is significantly lower than AXQE.DE's 27.54% return.


D5BI.DE

1D
-1.13%
1M
-4.36%
6M
4.91%
YTD
11.27%
1Y
33.67%
3Y*
9.48%
5Y*
13.36%
10Y*
6.30%

AXQE.DE

1D
0.00%
1M
-9.83%
6M
20.68%
YTD
27.54%
1Y
46.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BI.DE vs. AXQE.DE - Yearly Performance Comparison


Correlation

The correlation between D5BI.DE and AXQE.DE is 0.51, 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

0.51

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2025

0.49

The correlation between D5BI.DE and AXQE.DE has been stable across timeframes, ranging from 0.49 to 0.51 - a consistent structural relationship.

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Return for Risk

D5BI.DE vs. AXQE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

D5BI.DE
D5BI.DE Risk / Return Rank: 7070
Overall Rank
D5BI.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
D5BI.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
D5BI.DE Omega Ratio Rank: 6262
Omega Ratio Rank
D5BI.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
D5BI.DE Martin Ratio Rank: 7878
Martin Ratio Rank

AXQE.DE
AXQE.DE Risk / Return Rank: 5959
Overall Rank
AXQE.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
AXQE.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
AXQE.DE Omega Ratio Rank: 7070
Omega Ratio Rank
AXQE.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
AXQE.DE Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

D5BI.DE vs. AXQE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) and AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.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.


D5BI.DEAXQE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.28

1.32

-0.03

Calmar ratioReturn relative to maximum drawdown

2.83

2.34

+0.49

Martin ratioReturn relative to average drawdown

10.69

8.47

+2.21

D5BI.DE vs. AXQE.DE - Sharpe Ratio Comparison

The current D5BI.DE Sharpe Ratio is 1.67, which is comparable to the AXQE.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of D5BI.DE and AXQE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

D5BI.DE vs. AXQE.DE - Drawdown Comparison

The maximum D5BI.DE drawdown since its inception was -55.39%, which is greater than AXQE.DE's maximum drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for D5BI.DE and AXQE.DE.


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Drawdown Indicators


D5BI.DEAXQE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.39%

-19.63%

-35.76%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-19.63%

+7.79%

Max Drawdown (3Y)

Largest decline over 3 years

-30.89%

Max Drawdown (5Y)

Largest decline over 5 years

-30.89%

Max Drawdown (10Y)

Largest decline over 10 years

-49.58%

Current Drawdown

Current decline from peak

-4.36%

-11.90%

+7.54%

Average Drawdown

Average peak-to-trough decline

-19.51%

-2.89%

-16.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

5.44%

-2.30%

Volatility

D5BI.DE vs. AXQE.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) is 5.66%, while AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE) has a volatility of 9.82%. This indicates that D5BI.DE experiences smaller price fluctuations and is considered to be less risky than AXQE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D5BI.DEAXQE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

9.82%

-4.16%

Volatility (6M)

Calculated over the trailing 6-month period

17.01%

32.60%

-15.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.11%

34.58%

-14.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.90%

32.08%

-11.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

32.08%

-8.16%

D5BI.DE vs. AXQE.DE - Expense Ratio Comparison

D5BI.DE has a 0.65% expense ratio, which is higher than AXQE.DE's 0.30% expense ratio.


Dividends

D5BI.DE vs. AXQE.DE - Dividend Comparison

Neither D5BI.DE nor AXQE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


D5BI.DE and AXQE.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AXQE.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AXQE.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for D5BI.DE.

D5BI.DE tracks MSCI Mexico Index, while AXQE.DE tracks MSCI Emerging Markets ex China Climate Paris Aligned (EUR Hedged). They also come from different issuers: Xtrackers and AXA IM. Their fees differ too: 0.65% for D5BI.DE and 0.30% for AXQE.DE.

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