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

Performance

D5BK.DE vs. ICLN - 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 iShares Global Clean Energy ETF (ICLN). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

D5BK.DE is traded in EUR, while ICLN is traded in USD. To make them comparable, the ICLN 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 ICLN's 29.29% return. Over the past 10 years, D5BK.DE has underperformed ICLN with an annualized return of 0.42%, while ICLN has yielded a comparatively higher 11.32% 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%

ICLN

1D
0.95%
1M
-3.18%
YTD
29.29%
6M
28.89%
1Y
61.09%
3Y*
2.84%
5Y*
0.70%
10Y*
11.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BK.DE vs. ICLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ICLN
iShares Global Clean Energy ETF
29.29%29.60%-20.81%-22.79%0.43%-18.51%121.89%47.62%-4.76%6.54%

Correlation

The correlation between D5BK.DE and ICLN is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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

0.29

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

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2010

0.32

Over the past year, the correlation between D5BK.DE and ICLN has dropped to 0.11 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

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Return for Risk

D5BK.DE vs. ICLN — 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: 99
Overall Rank
D5BK.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
D5BK.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
D5BK.DE Omega Ratio Rank: 88
Omega Ratio Rank
D5BK.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
D5BK.DE Martin Ratio Rank: 99
Martin Ratio Rank

ICLN
ICLN Risk / Return Rank: 7575
Overall Rank
ICLN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 7070
Sortino Ratio Rank
ICLN Omega Ratio Rank: 6767
Omega Ratio Rank
ICLN Calmar Ratio Rank: 8181
Calmar Ratio Rank
ICLN Martin Ratio Rank: 8181
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. ICLN - 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 Global Clean Energy ETF (ICLN). 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.DEICLNDifference
Sharpe ratioReturn per unit of total volatility

-2.33

Sortino ratioReturn per unit of downside risk

-2.84

Omega ratioGain probability vs. loss probability

1.00

1.36

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.06

3.91

-3.97

Martin ratioReturn relative to average drawdown

-0.14

13.46

-13.60

D5BK.DE vs. ICLN - Sharpe Ratio Comparison

The current D5BK.DE Sharpe Ratio is -0.06, which is lower than the ICLN Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of D5BK.DE and ICLN, 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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Drawdowns

D5BK.DE vs. ICLN - Drawdown Comparison

The maximum D5BK.DE drawdown since its inception was -46.42%, smaller than the maximum ICLN drawdown of -84.40%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and ICLN.


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Drawdown Indicators


D5BK.DEICLNDifference

Max Drawdown

Largest peak-to-trough decline

-46.42%

-84.40%

+37.98%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-15.69%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-21.63%

-42.73%

+21.10%

Max Drawdown (5Y)

Largest decline over 5 years

-46.42%

-57.06%

+10.64%

Max Drawdown (10Y)

Largest decline over 10 years

-46.42%

-62.76%

+16.34%

Current Drawdown

Current decline from peak

-26.88%

-28.84%

+1.96%

Average Drawdown

Average peak-to-trough decline

-13.25%

-57.98%

+44.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.27%

4.55%

+1.72%

Volatility

D5BK.DE vs. ICLN - Volatility Comparison

The current volatility for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) is 5.11%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 12.22%. This indicates that D5BK.DE experiences smaller price fluctuations and is considered to be less risky than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D5BK.DEICLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

12.22%

-7.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

21.55%

-8.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

27.08%

-11.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

26.01%

-4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

26.55%

-6.61%

D5BK.DE vs. ICLN - Expense Ratio Comparison

D5BK.DE has a 0.33% expense ratio, which is lower than ICLN's 0.39% expense ratio.


Dividends

D5BK.DE vs. ICLN - Dividend Comparison

D5BK.DE has not paid dividends to shareholders, while ICLN's dividend yield for the trailing twelve months is around 1.28%.


PositionTTM20252024202320222021202020192018201720162015
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%
ICLN
iShares Global Clean Energy ETF
1.28%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%

Frequently Asked Questions


D5BK.DE and ICLN have a correlation of 0.11, 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 0.39% for ICLN.

D5BK.DE is categorized as REIT, while ICLN is Alternative Energy Equities. D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while ICLN tracks S&P Global Clean Energy Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.33% for D5BK.DE and 0.39% for ICLN.

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