D5BK.DE vs. IBZL.L
D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and IBZL.L (iShares MSCI Brazil UCITS ETF (Dist)) are both exchange-traded funds - D5BK.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Europe, while IBZL.L is a Latin America Equities fund tracking the MSCI Brazil NR USD. Both are passively managed. Over the past 10 years, D5BK.DE returned 0.42%/yr vs 7.62%/yr for IBZL.L. At a 0.34 correlation, their price movements are largely independent. D5BK.DE charges 0.33%/yr vs 0.74%/yr for IBZL.L.
Performance
D5BK.DE vs. IBZL.L - Performance Comparison
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Different Trading Currencies
D5BK.DE is traded in EUR, while IBZL.L is traded in GBp. To make them comparable, the IBZL.L 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 1.25% return, which is significantly lower than IBZL.L's 12.57% return. Over the past 10 years, D5BK.DE has underperformed IBZL.L with an annualized return of 0.42%, while IBZL.L has yielded a comparatively higher 7.62% annualized return.
D5BK.DE
- 1D
- 1.84%
- 1M
- 2.19%
- YTD
- 1.25%
- 6M
- 4.38%
- 1Y
- -0.90%
- 3Y*
- 7.63%
- 5Y*
- -4.66%
- 10Y*
- 0.42%
IBZL.L
- 1D
- 4.24%
- 1M
- -6.10%
- YTD
- 12.57%
- 6M
- 12.19%
- 1Y
- 31.62%
- 3Y*
- 6.37%
- 5Y*
- 6.58%
- 10Y*
- 7.62%
D5BK.DE vs. IBZL.L - 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 | 1.25% | 5.96% | -4.03% | 15.92% | -36.47% | 16.81% | -10.27% | 29.66% | -8.93% | 12.62% |
IBZL.L iShares MSCI Brazil UCITS ETF (Dist) | 12.57% | 28.87% | -23.67% | 26.35% | 21.77% | -15.53% | -21.72% | 21.77% | 1.42% | 9.80% |
Correlation
The correlation between D5BK.DE and IBZL.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2010 | 0.34 |
The correlation between D5BK.DE and IBZL.L shifts across timeframes, from 0.23 (3 years) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
D5BK.DE vs. IBZL.L — Risk / Return Rank
D5BK.DE
IBZL.L
D5BK.DE vs. IBZL.L - 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 Brazil UCITS ETF (Dist) (IBZL.L). 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.
| D5BK.DE | IBZL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.25 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.72 | -1.77 |
| Martin ratioReturn relative to average drawdown | -0.14 | 5.73 | -5.87 |
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Drawdowns
D5BK.DE vs. IBZL.L - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.42%, smaller than the maximum IBZL.L drawdown of -69.25%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and IBZL.L.
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Drawdown Indicators
| D5BK.DE | IBZL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.42% | -69.25% | +22.83% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -18.34% | +2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -21.63% | -27.09% | +5.46% |
Max Drawdown (5Y)Largest decline over 5 years | -46.42% | -27.73% | -18.69% |
Max Drawdown (10Y)Largest decline over 10 years | -46.42% | -52.26% | +5.84% |
Current DrawdownCurrent decline from peak | -26.88% | -14.43% | -12.45% |
Average DrawdownAverage peak-to-trough decline | -13.25% | -30.04% | +16.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.27% | 5.50% | +0.77% |
Volatility
D5BK.DE vs. IBZL.L - Volatility Comparison
The current volatility for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) is 5.11%, while iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) has a volatility of 7.25%. This indicates that D5BK.DE experiences smaller price fluctuations and is considered to be less risky than IBZL.L 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 | IBZL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 7.25% | -2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 17.80% | -4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 21.99% | -6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.54% | 26.78% | -5.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 31.74% | -11.80% |
D5BK.DE vs. IBZL.L - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is lower than IBZL.L's 0.74% expense ratio.
Dividends
D5BK.DE vs. IBZL.L - Dividend Comparison
D5BK.DE has not paid dividends to shareholders, while IBZL.L's dividend yield for the trailing twelve months is around 3.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBZL.L iShares MSCI Brazil UCITS ETF (Dist) | 3.26% | 4.32% | 6.46% | 5.44% | 13.60% | 6.32% | 1.92% | 2.53% | 2.45% | 1.46% | 1.64% | 3.54% |
Frequently Asked Questions
D5BK.DE and IBZL.L have a correlation of 0.24, 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 0.74% for IBZL.L.
D5BK.DE is categorized as REIT, while IBZL.L is Latin America Equities. D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while IBZL.L tracks MSCI Brazil NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.33% for D5BK.DE and 0.74% for IBZL.L.
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