D5BK.DE vs. LSMC.DE
D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - D5BK.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Europe, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 10 years, D5BK.DE returned -0.15%/yr vs 28.49%/yr for LSMC.DE. At a 0.33 correlation, their price movements are largely independent. D5BK.DE charges 0.33%/yr vs 0.45%/yr for LSMC.DE.
Performance
D5BK.DE vs. LSMC.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 LSMC.DE's 63.83% return. Over the past 10 years, D5BK.DE has underperformed LSMC.DE with an annualized return of -0.15%, while LSMC.DE has yielded a comparatively higher 28.49% 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%
LSMC.DE
- 1D
- -3.34%
- 1M
- 12.86%
- YTD
- 63.83%
- 6M
- 63.41%
- 1Y
- 126.99%
- 3Y*
- 62.06%
- 5Y*
- 36.20%
- 10Y*
- 28.49%
D5BK.DE vs. LSMC.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% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | -34.66% | 37.56% | 23.03% | 39.73% | -5.73% | 12.36% |
Correlation
The correlation between D5BK.DE and LSMC.DE 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 | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2010 | 0.33 |
Over the past year, the correlation between D5BK.DE and LSMC.DE has dropped to 0.11 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
D5BK.DE vs. LSMC.DE — Risk / Return Rank
D5BK.DE
LSMC.DE
D5BK.DE vs. LSMC.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 Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.45 | ||
| Sortino ratioReturn per unit of downside risk | -4.74 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.59 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 10.37 | -10.54 |
| Martin ratioReturn relative to average drawdown | -0.45 | 32.83 | -33.28 |
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 | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 4.27 | -4.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 1.15 | -1.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 1.09 | -1.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.82 | -0.55 |
Drawdowns
D5BK.DE vs. LSMC.DE - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, which is greater than LSMC.DE's maximum drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and LSMC.DE.
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Drawdown Indicators
| D5BK.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.41% | -39.77% | -6.64% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -12.53% | -3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | -36.22% | +14.61% |
Max Drawdown (5Y)Largest decline over 5 years | -46.41% | -39.77% | -6.64% |
Max Drawdown (10Y)Largest decline over 10 years | -46.41% | -39.77% | -6.64% |
Current DrawdownCurrent decline from peak | -28.23% | -3.34% | -24.89% |
Average DrawdownAverage peak-to-trough decline | -13.98% | -9.37% | -4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 3.96% | +2.09% |
Volatility
D5BK.DE vs. LSMC.DE - Volatility Comparison
The current volatility for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) is 4.80%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that D5BK.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 11.23% | -6.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 22.18% | -9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 30.40% | -14.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 31.21% | -9.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 26.06% | -6.11% |
D5BK.DE vs. LSMC.DE - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
D5BK.DE vs. LSMC.DE - Dividend Comparison
Neither D5BK.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BK.DE and LSMC.DE 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 0.45% for LSMC.DE.
D5BK.DE is categorized as REIT, while LSMC.DE is Semiconductors. D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.33% for D5BK.DE and 0.45% for LSMC.DE.
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