D5BI.DE vs. H41E.DE
D5BI.DE (Xtrackers MSCI Mexico UCITS ETF (Acc)) and H41E.DE (HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc)) are both Emerging Markets Equities funds - D5BI.DE tracks the MSCI Mexico Index while H41E.DE tracks the MSCI Emerging Markets Value SRI ESG Target Select. Both are passively managed. Over the past 3 years, D5BI.DE returned 8.59%/yr vs 26.60%/yr for H41E.DE. At a 0.46 correlation, their price movements are largely independent. D5BI.DE charges 0.65%/yr vs 0.35%/yr for H41E.DE.
Performance
D5BI.DE vs. H41E.DE - Performance Comparison
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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 H41E.DE's 36.54% 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%
H41E.DE
- 1D
- 0.00%
- 1M
- -3.57%
- 6M
- 33.19%
- YTD
- 36.54%
- 1Y
- 60.16%
- 3Y*
- 26.60%
- 5Y*
- —
- 10Y*
- —
D5BI.DE vs. H41E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
D5BI.DE Xtrackers MSCI Mexico UCITS ETF (Acc) | 11.27% | 38.94% | -22.34% | 33.20% | -3.70% |
H41E.DE HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) | 36.54% | 22.02% | 17.74% | 11.43% | -2.13% |
Correlation
The correlation between D5BI.DE and H41E.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 (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2022 | 0.46 |
The correlation between D5BI.DE and H41E.DE has been stable across timeframes, ranging from 0.46 to 0.51 - a consistent structural relationship.
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Return for Risk
D5BI.DE vs. H41E.DE — Risk / Return Rank
D5BI.DE
H41E.DE
D5BI.DE vs. H41E.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 HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.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.DE | H41E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.54 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 6.17 | -3.47 |
| Martin ratioReturn relative to average drawdown | 10.42 | 19.26 | -8.83 |
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Drawdowns
D5BI.DE vs. H41E.DE - Drawdown Comparison
The maximum D5BI.DE drawdown since its inception was -55.39%, which is greater than H41E.DE's maximum drawdown of -20.92%. Use the drawdown chart below to compare losses from any high point for D5BI.DE and H41E.DE.
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Drawdown Indicators
| D5BI.DE | H41E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.39% | -20.92% | -34.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -9.80% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -30.89% | -20.92% | -9.97% |
Max Drawdown (5Y)Largest decline over 5 years | -30.89% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.58% | — | — |
Current DrawdownCurrent decline from peak | -4.36% | -8.20% | +3.84% |
Average DrawdownAverage peak-to-trough decline | -19.55% | -3.13% | -16.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.13% | -0.06% |
Volatility
D5BI.DE vs. H41E.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) is 6.63%, while HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) has a volatility of 9.36%. This indicates that D5BI.DE experiences smaller price fluctuations and is considered to be less risky than H41E.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.DE | H41E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 9.36% | -2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 16.87% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 19.74% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 16.62% | +4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.94% | 16.62% | +7.32% |
D5BI.DE vs. H41E.DE - Expense Ratio Comparison
D5BI.DE has a 0.65% expense ratio, which is higher than H41E.DE's 0.35% expense ratio.
Dividends
D5BI.DE vs. H41E.DE - Dividend Comparison
Neither D5BI.DE nor H41E.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BI.DE and H41E.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, H41E.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H41E.DE is cheaper with a 0.35% expense ratio, compared with 0.65% for D5BI.DE.
D5BI.DE tracks MSCI Mexico Index, while H41E.DE tracks MSCI Emerging Markets Value SRI ESG Target Select. They also come from different issuers: Xtrackers and HSBC. Their fees differ too: 0.65% for D5BI.DE and 0.35% for H41E.DE.
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