D5BI.DE vs. WTD8.DE
D5BI.DE (Xtrackers MSCI Mexico UCITS ETF (Acc)) and WTD8.DE (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) are both Emerging Markets Equities funds - D5BI.DE tracks the MSCI Mexico Index while WTD8.DE tracks the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 5 years, D5BI.DE returned 13.52%/yr vs 11.10%/yr for WTD8.DE. A 0.53 correlation means they provide meaningful diversification when combined. D5BI.DE charges 0.65%/yr vs 0.46%/yr for WTD8.DE.
Performance
D5BI.DE vs. WTD8.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, D5BI.DE achieves a 11.27% return, which is significantly lower than WTD8.DE's 21.29% 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%
WTD8.DE
- 1D
- 0.83%
- 1M
- 0.74%
- 6M
- 19.91%
- YTD
- 21.29%
- 1Y
- 25.66%
- 3Y*
- 16.13%
- 5Y*
- 11.10%
- 10Y*
- —
D5BI.DE vs. WTD8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
WTD8.DE WisdomTree Emerging Markets Equity Income UCITS ETF Acc | 21.29% | 7.57% | 11.55% | 17.18% | -7.38% | 23.16% | -15.38% | 22.99% | -4.26% | 10.97% |
Correlation
The correlation between D5BI.DE and WTD8.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2016 | 0.53 |
The correlation between D5BI.DE and WTD8.DE has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
D5BI.DE vs. WTD8.DE — Risk / Return Rank
D5BI.DE
WTD8.DE
D5BI.DE vs. WTD8.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 WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.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 | WTD8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 4.15 | -1.45 |
| Martin ratioReturn relative to average drawdown | 10.42 | 13.75 | -3.33 |
Loading charts...
Drawdowns
D5BI.DE vs. WTD8.DE - Drawdown Comparison
The maximum D5BI.DE drawdown since its inception was -55.39%, which is greater than WTD8.DE's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for D5BI.DE and WTD8.DE.
Loading charts...
Drawdown Indicators
| D5BI.DE | WTD8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.39% | -34.97% | -20.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -6.15% | -5.69% |
Max Drawdown (3Y)Largest decline over 3 years | -30.89% | -16.81% | -14.08% |
Max Drawdown (5Y)Largest decline over 5 years | -30.89% | -17.11% | -13.78% |
Max Drawdown (10Y)Largest decline over 10 years | -49.58% | — | — |
Current DrawdownCurrent decline from peak | -4.36% | -1.97% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -19.55% | -6.59% | -12.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 1.86% | +1.21% |
Volatility
D5BI.DE vs. WTD8.DE - Volatility Comparison
Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) has a higher volatility of 6.63% compared to WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) at 4.22%. This indicates that D5BI.DE's price experiences larger fluctuations and is considered to be riskier than WTD8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| D5BI.DE | WTD8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 4.22% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 9.84% | +6.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 12.11% | +7.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 13.62% | +7.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.94% | 21.93% | +2.01% |
D5BI.DE vs. WTD8.DE - Expense Ratio Comparison
D5BI.DE has a 0.65% expense ratio, which is higher than WTD8.DE's 0.46% expense ratio.
Dividends
D5BI.DE vs. WTD8.DE - Dividend Comparison
Neither D5BI.DE nor WTD8.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BI.DE and WTD8.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTD8.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTD8.DE is cheaper with a 0.46% expense ratio, compared with 0.65% for D5BI.DE.
D5BI.DE tracks MSCI Mexico Index, while WTD8.DE tracks WisdomTree Emerging Markets Equity Income. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.65% for D5BI.DE and 0.46% for WTD8.DE.
Find the right allocation for D5BI.DE and WTD8.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer