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

Performance

D5BI.DE vs. AXQT.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 USD Acc (AXQT.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 AXQT.DE's 39.53% return.


D5BI.DE

1D
-1.37%
1M
-1.99%
6M
12.22%
YTD
11.27%
1Y
32.11%
3Y*
8.59%
5Y*
13.52%
10Y*
6.75%

AXQT.DE

1D
0.00%
1M
-1.89%
6M
37.17%
YTD
39.53%
1Y
60.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between D5BI.DE and AXQT.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

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

0.44

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Return for Risk

D5BI.DE vs. AXQT.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: 6161
Overall Rank
D5BI.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
D5BI.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
D5BI.DE Omega Ratio Rank: 5353
Omega Ratio Rank
D5BI.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
D5BI.DE Martin Ratio Rank: 7070
Martin Ratio Rank

AXQT.DE
AXQT.DE Risk / Return Rank: 9292
Overall Rank
AXQT.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AXQT.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
AXQT.DE Omega Ratio Rank: 9292
Omega Ratio Rank
AXQT.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
AXQT.DE Martin Ratio Rank: 9292
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. AXQT.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 USD Acc (AXQT.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.DEAXQT.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.28

1.50

-0.23

Calmar ratioReturn relative to maximum drawdown

2.70

5.28

-2.58

Martin ratioReturn relative to average drawdown

10.42

17.84

-7.42

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

The current D5BI.DE Sharpe Ratio is 1.61, which is lower than the AXQT.DE Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of D5BI.DE and AXQT.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. AXQT.DE - Drawdown Comparison

The maximum D5BI.DE drawdown since its inception was -55.39%, which is greater than AXQT.DE's maximum drawdown of -12.88%. Use the drawdown chart below to compare losses from any high point for D5BI.DE and AXQT.DE.


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Drawdown Indicators


D5BI.DEAXQT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.39%

-12.88%

-42.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-11.49%

-0.35%

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%

-7.30%

+2.94%

Average Drawdown

Average peak-to-trough decline

-19.55%

-2.17%

-17.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.40%

-0.33%

Volatility

D5BI.DE vs. AXQT.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) is 6.63%, while AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.DE) has a volatility of 9.65%. This indicates that D5BI.DE experiences smaller price fluctuations and is considered to be less risky than AXQT.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.DEAXQT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

9.65%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

16.81%

18.59%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

19.87%

21.11%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.87%

21.60%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.94%

21.60%

+2.34%

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

D5BI.DE has a 0.65% expense ratio, which is higher than AXQT.DE's 0.27% expense ratio.


Dividends

D5BI.DE vs. AXQT.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


D5BI.DE and AXQT.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AXQT.DE is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AXQT.DE is cheaper with a 0.27% expense ratio, compared with 0.65% for D5BI.DE.

D5BI.DE tracks MSCI Mexico Index, while AXQT.DE tracks MSCI Emerging Markets ex China Climate Paris Aligned. They also come from different issuers: Xtrackers and AXA IM. Their fees differ too: 0.65% for D5BI.DE and 0.27% for AXQT.DE.

Portfolio Optimizer

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