D5BK.DE vs. ESAD.DE
D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and ESAD.DE (BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation) are both REIT funds - D5BK.DE tracks the FTSE EPRA/NAREIT Developed Europe while ESAD.DE tracks the FTSE EPRA Nareit Developed Green EU CTB. Both are passively managed. Over the past 3 years, D5BK.DE returned 6.51%/yr vs 4.85%/yr for ESAD.DE. A 0.67 correlation means they provide meaningful diversification when combined. D5BK.DE charges 0.33%/yr vs 0.41%/yr for ESAD.DE.
Performance
D5BK.DE vs. ESAD.DE - Performance Comparison
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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 ESAD.DE's 7.67% 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%
ESAD.DE
- 1D
- 0.00%
- 1M
- -2.16%
- YTD
- 7.67%
- 6M
- 7.12%
- 1Y
- 7.64%
- 3Y*
- 4.85%
- 5Y*
- —
- 10Y*
- —
D5BK.DE vs. ESAD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | -0.60% | 5.96% | -4.03% | 15.92% | -33.80% |
ESAD.DE BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation | 7.67% | -3.81% | 3.54% | 7.64% | -19.66% |
Correlation
The correlation between D5BK.DE and ESAD.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.67 |
The correlation between D5BK.DE and ESAD.DE has been stable across timeframes, ranging from 0.63 to 0.67 - a consistent structural relationship.
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Return for Risk
D5BK.DE vs. ESAD.DE — Risk / Return Rank
D5BK.DE
ESAD.DE
D5BK.DE vs. ESAD.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 BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.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.DE | ESAD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.12 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 0.90 | -1.07 |
| Martin ratioReturn relative to average drawdown | -0.45 | 2.70 | -3.15 |
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 | ESAD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 0.63 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | — | — |
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 | -0.12 | +0.39 |
Drawdowns
D5BK.DE vs. ESAD.DE - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, which is greater than ESAD.DE's maximum drawdown of -30.37%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and ESAD.DE.
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Drawdown Indicators
| D5BK.DE | ESAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.41% | -30.37% | -16.04% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -8.26% | -7.35% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | -17.22% | -4.39% |
Max Drawdown (5Y)Largest decline over 5 years | -46.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.41% | — | — |
Current DrawdownCurrent decline from peak | -28.23% | -11.52% | -16.71% |
Average DrawdownAverage peak-to-trough decline | -13.98% | -17.56% | +3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 2.75% | +3.30% |
Volatility
D5BK.DE vs. ESAD.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 BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) at 2.98%. This indicates that D5BK.DE's price experiences larger fluctuations and is considered to be riskier than ESAD.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.DE | ESAD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 2.98% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 9.07% | +4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 11.74% | +4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 14.78% | +6.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 14.78% | +5.17% |
D5BK.DE vs. ESAD.DE - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is lower than ESAD.DE's 0.41% expense ratio.
Dividends
D5BK.DE vs. ESAD.DE - Dividend Comparison
Neither D5BK.DE nor ESAD.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BK.DE and ESAD.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BK.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BK.DE is cheaper with a 0.33% expense ratio, compared with 0.41% for ESAD.DE.
D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while ESAD.DE tracks FTSE EPRA Nareit Developed Green EU CTB. They also come from different issuers: Xtrackers and BNP Paribas. Their fees differ too: 0.33% for D5BK.DE and 0.41% for ESAD.DE.
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