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

Performance

D5BI.DE vs. EHDL.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 Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.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 higher than EHDL.DE's 9.26% return. Both investments have delivered pretty close results over the past 10 years, with D5BI.DE having a 6.75% annualized return and EHDL.DE not far behind at 6.47%.


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%

EHDL.DE

1D
1.22%
1M
-0.90%
6M
8.37%
YTD
9.26%
1Y
19.74%
3Y*
11.75%
5Y*
6.50%
10Y*
6.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
D5BI.DE
Xtrackers MSCI Mexico UCITS ETF (Acc)
11.27%38.94%-22.34%33.20%6.01%26.63%-10.02%16.19%-10.43%-1.01%
EHDL.DE
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF
9.26%12.82%8.32%6.17%-10.93%22.11%-15.54%19.11%-2.44%9.35%

Correlation

The correlation between D5BI.DE and EHDL.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since May 27, 2016

0.49

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Return for Risk

D5BI.DE vs. EHDL.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

EHDL.DE
EHDL.DE Risk / Return Rank: 6969
Overall Rank
EHDL.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EHDL.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
EHDL.DE Omega Ratio Rank: 6363
Omega Ratio Rank
EHDL.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
EHDL.DE Martin Ratio Rank: 6868
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. EHDL.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 Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.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.DEEHDL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratioReturn relative to maximum drawdown

2.70

3.73

-1.03

Martin ratioReturn relative to average drawdown

10.42

10.05

+0.37

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

The current D5BI.DE Sharpe Ratio is 1.61, which is comparable to the EHDL.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of D5BI.DE and EHDL.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. EHDL.DE - Drawdown Comparison

The maximum D5BI.DE drawdown since its inception was -55.39%, which is greater than EHDL.DE's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for D5BI.DE and EHDL.DE.


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Drawdown Indicators


D5BI.DEEHDL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.39%

-36.13%

-19.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-5.26%

-6.58%

Max Drawdown (3Y)

Largest decline over 3 years

-30.89%

-14.85%

-16.04%

Max Drawdown (5Y)

Largest decline over 5 years

-30.89%

-18.80%

-12.09%

Max Drawdown (10Y)

Largest decline over 10 years

-49.58%

-36.13%

-13.45%

Current Drawdown

Current decline from peak

-4.36%

-3.59%

-0.77%

Average Drawdown

Average peak-to-trough decline

-19.55%

-9.11%

-10.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

1.96%

+1.11%

Volatility

D5BI.DE vs. EHDL.DE - Volatility Comparison

Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) has a higher volatility of 6.63% compared to Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) at 3.89%. This indicates that D5BI.DE's price experiences larger fluctuations and is considered to be riskier than EHDL.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.DEEHDL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

3.89%

+2.74%

Volatility (6M)

Calculated over the trailing 6-month period

16.81%

8.13%

+8.68%

Volatility (1Y)

Calculated over the trailing 1-year period

19.87%

11.32%

+8.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.87%

13.61%

+7.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.94%

18.02%

+5.92%

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

D5BI.DE has a 0.65% expense ratio, which is higher than EHDL.DE's 0.49% expense ratio.


Dividends

D5BI.DE vs. EHDL.DE - Dividend Comparison

D5BI.DE has not paid dividends to shareholders, while EHDL.DE's dividend yield for the trailing twelve months is around 4.87%.


PositionTTM2025202420232022202120202019201820172016
D5BI.DE
Xtrackers MSCI Mexico UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EHDL.DE
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF
4.87%5.27%5.58%6.15%9.20%5.91%4.28%5.04%5.45%5.14%2.24%

Frequently Asked Questions


D5BI.DE and EHDL.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EHDL.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EHDL.DE is cheaper with a 0.49% expense ratio, compared with 0.65% for D5BI.DE.

D5BI.DE tracks MSCI Mexico Index, while EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.65% for D5BI.DE and 0.49% for EHDL.DE.

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