D5BK.DE vs. ACWI
D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and ACWI (iShares MSCI ACWI ETF) are both exchange-traded funds - D5BK.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Europe, while ACWI is a Global Equities fund tracking the MSCI All Country World Index. Both are passively managed. Over the past 10 years, D5BK.DE returned -0.15%/yr vs 12.52%/yr for ACWI. At a 0.35 correlation, their price movements are largely independent. D5BK.DE charges 0.33%/yr vs 0.32%/yr for ACWI.
Performance
D5BK.DE vs. ACWI - Performance Comparison
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Different Trading Currencies
D5BK.DE is traded in EUR, while ACWI is traded in USD. To make them comparable, the ACWI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, D5BK.DE achieves a -0.60% return, which is significantly lower than ACWI's 13.75% return. Over the past 10 years, D5BK.DE has underperformed ACWI with an annualized return of -0.15%, while ACWI has yielded a comparatively higher 12.52% annualized return.
D5BK.DE
- 1D
- 0.72%
- 1M
- -2.59%
- YTD
- -0.60%
- 6M
- 0.51%
- 1Y
- -2.67%
- 3Y*
- 6.51%
- 5Y*
- -4.66%
- 10Y*
- -0.15%
ACWI
- 1D
- 0.00%
- 1M
- 3.58%
- YTD
- 13.75%
- 6M
- 13.23%
- 1Y
- 27.72%
- 3Y*
- 17.90%
- 5Y*
- 12.38%
- 10Y*
- 12.52%
D5BK.DE vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | -0.60% | 5.96% | -4.03% | 15.92% | -36.63% | 17.10% | -10.26% | 29.66% | -8.93% | 12.62% |
ACWI iShares MSCI ACWI ETF | 11.26% | 7.89% | 25.20% | 18.61% | -13.33% | 27.54% | 6.75% | 29.45% | -4.92% | 9.05% |
Correlation
The correlation between D5BK.DE and ACWI is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2010 | 0.35 |
The correlation between D5BK.DE and ACWI shifts across timeframes, from 0.23 (3 years) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
D5BK.DE vs. ACWI — Risk / Return Rank
D5BK.DE
ACWI
D5BK.DE vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and iShares MSCI ACWI ETF (ACWI). 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.
| D5BK.DE | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.12 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.42 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 3.92 | -4.09 |
| Martin ratioReturn relative to average drawdown | -0.45 | 16.36 | -16.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| D5BK.DE | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 2.27 | -2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.82 | -1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.74 | -0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.55 | -0.28 |
Drawdowns
D5BK.DE vs. ACWI - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, roughly equal to the maximum ACWI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and ACWI.
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Drawdown Indicators
| D5BK.DE | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.41% | -45.79% | -0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -7.11% | -8.50% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | -20.51% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -46.41% | -20.51% | -25.90% |
Max Drawdown (10Y)Largest decline over 10 years | -46.41% | -32.80% | -13.61% |
Current DrawdownCurrent decline from peak | -28.23% | -0.39% | -27.84% |
Average DrawdownAverage peak-to-trough decline | -13.98% | -6.42% | -7.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 1.70% | +4.35% |
Volatility
D5BK.DE vs. ACWI - Volatility Comparison
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) has a higher volatility of 4.80% compared to iShares MSCI ACWI ETF (ACWI) at 2.74%. This indicates that D5BK.DE's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BK.DE | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 2.74% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 9.28% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 12.29% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 15.11% | +6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 16.96% | +2.99% |
D5BK.DE vs. ACWI - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Dividends
D5BK.DE vs. ACWI - Dividend Comparison
D5BK.DE has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.42% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
D5BK.DE and ACWI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ACWI is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ACWI is cheaper with a 0.32% expense ratio, compared with 0.33% for D5BK.DE.
D5BK.DE is categorized as REIT, while ACWI is Global Equities. D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while ACWI tracks MSCI All Country World Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.33% for D5BK.DE and 0.32% for ACWI.
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