D5BK.DE vs. EXUS.DE
D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - D5BK.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Europe, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, D5BK.DE returned -2.67% vs 20.06% for EXUS.DE. At a 0.44 correlation, their price movements are largely independent. D5BK.DE charges 0.33%/yr vs 0.15%/yr for EXUS.DE.
Performance
D5BK.DE vs. EXUS.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 EXUS.DE's 9.64% 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%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
D5BK.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | -0.60% | 5.96% | 3.47% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between D5BK.DE and EXUS.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.44 |
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Return for Risk
D5BK.DE vs. EXUS.DE — Risk / Return Rank
D5BK.DE
EXUS.DE
D5BK.DE vs. EXUS.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 Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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 | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.31 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.30 | -2.48 |
| Martin ratioReturn relative to average drawdown | -0.45 | 9.01 | -9.46 |
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 | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 1.62 | -1.79 |
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 | 1.10 | -0.83 |
Drawdowns
D5BK.DE vs. EXUS.DE - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, which is greater than EXUS.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and EXUS.DE.
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Drawdown Indicators
| D5BK.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.41% | -16.21% | -30.20% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -8.68% | -6.93% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | — | — |
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% | -0.76% | -27.47% |
Average DrawdownAverage peak-to-trough decline | -13.98% | -1.78% | -12.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 2.23% | +3.82% |
Volatility
D5BK.DE vs. EXUS.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 Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that D5BK.DE's price experiences larger fluctuations and is considered to be riskier than EXUS.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 | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 3.28% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 10.06% | +3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 12.37% | +3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 13.39% | +8.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 13.39% | +6.56% |
D5BK.DE vs. EXUS.DE - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio.
Dividends
D5BK.DE vs. EXUS.DE - Dividend Comparison
Neither D5BK.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BK.DE and EXUS.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.33% for D5BK.DE.
D5BK.DE is categorized as REIT, while EXUS.DE is Global Equities. D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.33% for D5BK.DE and 0.15% for EXUS.DE.
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