D5BI.DE vs. H4Z3.DE
D5BI.DE (Xtrackers MSCI Mexico UCITS ETF (Acc)) and H4Z3.DE (HSBC MSCI Emerging Markets UCITS ETF USD (Acc)) are both Emerging Markets Equities funds - D5BI.DE tracks the MSCI Mexico Index while H4Z3.DE tracks the MSCI Emerging Markets. Both are passively managed. Over the past 3 years, D5BI.DE returned 8.59%/yr vs 19.25%/yr for H4Z3.DE. At a 0.46 correlation, their price movements are largely independent. D5BI.DE charges 0.65%/yr vs 0.15%/yr for H4Z3.DE.
Performance
D5BI.DE vs. H4Z3.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 H4Z3.DE's 25.10% 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%
H4Z3.DE
- 1D
- 0.00%
- 1M
- -3.70%
- 6M
- 22.51%
- YTD
- 25.10%
- 1Y
- 42.87%
- 3Y*
- 19.25%
- 5Y*
- —
- 10Y*
- —
D5BI.DE vs. H4Z3.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% | 4.44% |
H4Z3.DE HSBC MSCI Emerging Markets UCITS ETF USD (Acc) | 25.10% | 18.60% | 13.73% | 4.66% | -5.78% |
Correlation
The correlation between D5BI.DE and H4Z3.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 | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2022 | 0.46 |
The correlation between D5BI.DE and H4Z3.DE has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.
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Return for Risk
D5BI.DE vs. H4Z3.DE — Risk / Return Rank
D5BI.DE
H4Z3.DE
D5BI.DE vs. H4Z3.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 UCITS ETF USD (Acc) (H4Z3.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 | H4Z3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.40 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 4.11 | -1.41 |
| Martin ratioReturn relative to average drawdown | 10.42 | 13.45 | -3.03 |
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Drawdowns
D5BI.DE vs. H4Z3.DE - Drawdown Comparison
The maximum D5BI.DE drawdown since its inception was -55.39%, which is greater than H4Z3.DE's maximum drawdown of -18.86%. Use the drawdown chart below to compare losses from any high point for D5BI.DE and H4Z3.DE.
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Drawdown Indicators
| D5BI.DE | H4Z3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.39% | -18.86% | -36.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -10.47% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -30.89% | -18.86% | -12.03% |
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% | -7.16% | +2.80% |
Average DrawdownAverage peak-to-trough decline | -19.55% | -4.93% | -14.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.20% | -0.13% |
Volatility
D5BI.DE vs. H4Z3.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) is 6.63%, while HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.DE) has a volatility of 9.16%. This indicates that D5BI.DE experiences smaller price fluctuations and is considered to be less risky than H4Z3.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 | H4Z3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 9.16% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 17.05% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 19.45% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 16.24% | +4.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.94% | 16.24% | +7.70% |
D5BI.DE vs. H4Z3.DE - Expense Ratio Comparison
D5BI.DE has a 0.65% expense ratio, which is higher than H4Z3.DE's 0.15% expense ratio.
Dividends
D5BI.DE vs. H4Z3.DE - Dividend Comparison
Neither D5BI.DE nor H4Z3.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BI.DE and H4Z3.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, H4Z3.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4Z3.DE is cheaper with a 0.15% expense ratio, compared with 0.65% for D5BI.DE.
D5BI.DE tracks MSCI Mexico Index, while H4Z3.DE tracks MSCI Emerging Markets. They also come from different issuers: Xtrackers and HSBC. Their fees differ too: 0.65% for D5BI.DE and 0.15% for H4Z3.DE.
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