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D5BK.DE vs. CSYZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BK.DE vs. CSYZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD (CSYZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, D5BK.DE achieves a -0.60% return, which is significantly lower than CSYZ.DE's 7.36% 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%

CSYZ.DE

1D
0.21%
1M
-2.43%
YTD
7.36%
6M
6.90%
1Y
6.48%
3Y*
3.23%
5Y*
0.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BK.DE vs. CSYZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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%15.40%
CSYZ.DE
CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD
7.36%-5.02%2.47%4.08%-19.53%36.67%5.48%

Correlation

The correlation between D5BK.DE and CSYZ.DE is 0.64, 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

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2020

0.66

The correlation between D5BK.DE and CSYZ.DE has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.

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Return for Risk

D5BK.DE vs. CSYZ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

D5BK.DE
D5BK.DE Risk / Return Rank: 77
Overall Rank
D5BK.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
D5BK.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
D5BK.DE Omega Ratio Rank: 77
Omega Ratio Rank
D5BK.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
D5BK.DE Martin Ratio Rank: 77
Martin Ratio Rank

CSYZ.DE
CSYZ.DE Risk / Return Rank: 1919
Overall Rank
CSYZ.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CSYZ.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
CSYZ.DE Omega Ratio Rank: 1717
Omega Ratio Rank
CSYZ.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
CSYZ.DE Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

D5BK.DE vs. CSYZ.DE - 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 CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD (CSYZ.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.


D5BK.DECSYZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

0.98

1.10

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.18

0.80

-0.97

Martin ratioReturn relative to average drawdown

-0.45

2.28

-2.74

D5BK.DE vs. CSYZ.DE - Sharpe Ratio Comparison

The current D5BK.DE Sharpe Ratio is -0.17, which is lower than the CSYZ.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of D5BK.DE and CSYZ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


D5BK.DECSYZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

0.57

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.00

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.26

+0.01

Drawdowns

D5BK.DE vs. CSYZ.DE - Drawdown Comparison

The maximum D5BK.DE drawdown since its inception was -46.41%, which is greater than CSYZ.DE's maximum drawdown of -31.21%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and CSYZ.DE.


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Drawdown Indicators


D5BK.DECSYZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.41%

-31.21%

-15.20%

Max Drawdown (1Y)

Largest decline over 1 year

-15.61%

-8.07%

-7.54%

Max Drawdown (3Y)

Largest decline over 3 years

-21.61%

-20.14%

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-46.41%

-31.21%

-15.20%

Max Drawdown (10Y)

Largest decline over 10 years

-46.41%

Current Drawdown

Current decline from peak

-28.23%

-15.10%

-13.13%

Average Drawdown

Average peak-to-trough decline

-13.98%

-13.84%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

2.82%

+3.23%

Volatility

D5BK.DE vs. CSYZ.DE - Volatility Comparison

Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) has a higher volatility of 4.80% compared to CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD (CSYZ.DE) at 2.84%. This indicates that D5BK.DE's price experiences larger fluctuations and is considered to be riskier than CSYZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D5BK.DECSYZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

2.84%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

13.17%

8.54%

+4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

11.29%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

15.03%

+6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.95%

15.22%

+4.73%

D5BK.DE vs. CSYZ.DE - Expense Ratio Comparison

D5BK.DE has a 0.33% expense ratio, which is higher than CSYZ.DE's 0.25% expense ratio.


Dividends

D5BK.DE vs. CSYZ.DE - Dividend Comparison

D5BK.DE has not paid dividends to shareholders, while CSYZ.DE's dividend yield for the trailing twelve months is around 1.01%.


PositionTTM20252024202320222021
CSYZ.DE
CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD
1.01%1.32%0.00%0.76%3.39%0.21%
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%

Frequently Asked Questions


D5BK.DE and CSYZ.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSYZ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSYZ.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for D5BK.DE.

D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while CSYZ.DE tracks FTSE EPRA Nareit Developed Green. They also come from different issuers: Xtrackers and Credit Suisse. Their fees differ too: 0.33% for D5BK.DE and 0.25% for CSYZ.DE.

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