D5BI.DE vs. XESC.DE
D5BI.DE (Xtrackers MSCI Mexico UCITS ETF (Acc)) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - D5BI.DE is a Emerging Markets Equities fund tracking the MSCI Mexico Index, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, D5BI.DE returned 6.75%/yr vs 11.67%/yr for XESC.DE. A 0.52 correlation means they provide meaningful diversification when combined. D5BI.DE charges 0.65%/yr vs 0.09%/yr for XESC.DE.
Performance
D5BI.DE vs. XESC.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 XESC.DE's 11.96% return. Over the past 10 years, D5BI.DE has underperformed XESC.DE with an annualized return of 6.75%, while XESC.DE has yielded a comparatively higher 11.67% annualized 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%
XESC.DE
- 1D
- 0.00%
- 1M
- 5.24%
- 6M
- 10.86%
- YTD
- 11.96%
- 1Y
- 22.20%
- 3Y*
- 16.35%
- 5Y*
- 12.51%
- 10Y*
- 11.67%
D5BI.DE vs. XESC.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% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 11.96% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between D5BI.DE and XESC.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2010 | 0.52 |
The correlation between D5BI.DE and XESC.DE has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.
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Return for Risk
D5BI.DE vs. XESC.DE — Risk / Return Rank
D5BI.DE
XESC.DE
D5BI.DE vs. XESC.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 Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.04 | +0.66 |
| Martin ratioReturn relative to average drawdown | 10.42 | 7.10 | +3.33 |
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Drawdowns
D5BI.DE vs. XESC.DE - Drawdown Comparison
The maximum D5BI.DE drawdown since its inception was -55.39%, which is greater than XESC.DE's maximum drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for D5BI.DE and XESC.DE.
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Drawdown Indicators
| D5BI.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.39% | -46.74% | -8.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -10.88% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -30.89% | -16.53% | -14.36% |
Max Drawdown (5Y)Largest decline over 5 years | -30.89% | -23.33% | -7.56% |
Max Drawdown (10Y)Largest decline over 10 years | -49.58% | -38.51% | -11.07% |
Current DrawdownCurrent decline from peak | -4.36% | 0.00% | -4.36% |
Average DrawdownAverage peak-to-trough decline | -19.55% | -9.05% | -10.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.13% | -0.06% |
Volatility
D5BI.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) has a higher volatility of 6.63% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 3.86%. This indicates that D5BI.DE's price experiences larger fluctuations and is considered to be riskier than XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 3.86% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 13.34% | +3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 16.07% | +3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 17.58% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.94% | 17.93% | +6.01% |
D5BI.DE vs. XESC.DE - Expense Ratio Comparison
D5BI.DE has a 0.65% expense ratio, which is higher than XESC.DE's 0.09% expense ratio.
Dividends
D5BI.DE vs. XESC.DE - Dividend Comparison
Neither D5BI.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BI.DE and XESC.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.65% for D5BI.DE.
D5BI.DE is categorized as Emerging Markets Equities, while XESC.DE is Europe Equities. D5BI.DE tracks MSCI Mexico Index, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.65% for D5BI.DE and 0.09% for XESC.DE.
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