D5BK.DE vs. LMWE.DE
D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and LMWE.DE (Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)) are both REIT funds - D5BK.DE tracks the FTSE EPRA/NAREIT Developed Europe while LMWE.DE tracks the FTSE EPRA/NAREIT Developed. Both are passively managed. Over the past 10 years, D5BK.DE returned -0.15%/yr vs 2.38%/yr for LMWE.DE. A 0.56 correlation means they provide meaningful diversification when combined. D5BK.DE charges 0.33%/yr vs 0.45%/yr for LMWE.DE.
Performance
D5BK.DE vs. LMWE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, D5BK.DE achieves a -0.60% return, which is significantly lower than LMWE.DE's 7.51% return. Over the past 10 years, D5BK.DE has underperformed LMWE.DE with an annualized return of -0.15%, while LMWE.DE has yielded a comparatively higher 2.38% annualized 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%
LMWE.DE
- 1D
- -0.04%
- 1M
- -2.48%
- YTD
- 7.51%
- 6M
- 7.23%
- 1Y
- 9.11%
- 3Y*
- 4.39%
- 5Y*
- 0.78%
- 10Y*
- 2.38%
D5BK.DE vs. LMWE.DE - 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 | -0.60% | 5.96% | -4.03% | 15.92% | -36.63% | 17.10% | -10.26% | 29.66% | -8.93% | 12.62% |
LMWE.DE Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) | 7.51% | -2.27% | 4.83% | 3.20% | -20.69% | 36.10% | -17.30% | 22.98% | -1.37% | -2.23% |
Correlation
The correlation between D5BK.DE and LMWE.DE is 0.61, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2010 | 0.56 |
The correlation between D5BK.DE and LMWE.DE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
D5BK.DE vs. LMWE.DE — Risk / Return Rank
D5BK.DE
LMWE.DE
D5BK.DE vs. LMWE.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 Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.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 | LMWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.15 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.24 | -1.41 |
| Martin ratioReturn relative to average drawdown | -0.45 | 3.96 | -4.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| D5BK.DE | LMWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 0.86 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.05 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.15 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.41 | -0.14 |
Drawdowns
D5BK.DE vs. LMWE.DE - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, which is greater than LMWE.DE's maximum drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and LMWE.DE.
Loading charts...
Drawdown Indicators
| D5BK.DE | LMWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.41% | -42.37% | -4.04% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -7.88% | -7.73% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | -20.47% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -46.41% | -30.69% | -15.72% |
Max Drawdown (10Y)Largest decline over 10 years | -46.41% | -42.37% | -4.04% |
Current DrawdownCurrent decline from peak | -28.23% | -11.34% | -16.89% |
Average DrawdownAverage peak-to-trough decline | -13.98% | -10.67% | -3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 2.42% | +3.63% |
Volatility
D5BK.DE vs. LMWE.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 Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) at 2.75%. This indicates that D5BK.DE's price experiences larger fluctuations and is considered to be riskier than LMWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| D5BK.DE | LMWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 2.75% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 8.23% | +4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 11.36% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 15.24% | +6.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 16.94% | +3.01% |
D5BK.DE vs. LMWE.DE - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is lower than LMWE.DE's 0.45% expense ratio.
Dividends
D5BK.DE vs. LMWE.DE - Dividend Comparison
D5BK.DE has not paid dividends to shareholders, while LMWE.DE's dividend yield for the trailing twelve months is around 2.42%.
| 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% |
LMWE.DE Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) | 2.42% | 2.61% | 3.75% | 0.00% | 4.18% | 2.22% | 3.76% | 3.37% | 3.76% | 3.44% | 3.65% | 4.01% |
Frequently Asked Questions
D5BK.DE and LMWE.DE have a correlation of 0.61, 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 0.45% for LMWE.DE.
D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while LMWE.DE tracks FTSE EPRA/NAREIT Developed. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.33% for D5BK.DE and 0.45% for LMWE.DE.
Find the right allocation for D5BK.DE and LMWE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer