D5BK.DE vs. XD9U.DE
Compare and contrast key facts about Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE).
D5BK.DE and XD9U.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. D5BK.DE is a passively managed fund by Xtrackers that tracks the performance of the FTSE EPRA/NAREIT Developed Europe. It was launched on Mar 25, 2010. XD9U.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI USA. It was launched on May 9, 2014. Both D5BK.DE and XD9U.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: D5BK.DE or XD9U.DE.
Key characteristics
| D5BK.DE | XD9U.DE | |
|---|---|---|
| YTD Return | 0.70% | 30.25% |
| 1Y Return | 17.37% | 38.58% |
| 3Y Return (Ann) | -9.48% | 11.91% |
| 5Y Return (Ann) | -3.72% | 16.16% |
| 10Y Return (Ann) | 1.96% | 14.86% |
| Sharpe Ratio | 0.64 | 3.04 |
| Sortino Ratio | 1.05 | 4.13 |
| Omega Ratio | 1.12 | 1.63 |
| Calmar Ratio | 0.31 | 4.41 |
| Martin Ratio | 2.31 | 19.56 |
| Ulcer Index | 4.98% | 1.88% |
| Daily Std Dev | 19.19% | 12.02% |
| Max Drawdown | -46.41% | -34.11% |
| Current Drawdown | -28.50% | 0.00% |
Correlation
The correlation between D5BK.DE and XD9U.DE is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
D5BK.DE vs. XD9U.DE - Performance Comparison
In the year-to-date period, D5BK.DE achieves a 0.70% return, which is significantly lower than XD9U.DE's 30.25% return. Over the past 10 years, D5BK.DE has underperformed XD9U.DE with an annualized return of 1.96%, while XD9U.DE has yielded a comparatively higher 14.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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D5BK.DE vs. XD9U.DE - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is higher than XD9U.DE's 0.07% expense ratio.
Risk-Adjusted Performance
D5BK.DE vs. XD9U.DE - Risk-Adjusted Performance 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 USA UCITS ETF 1C (XD9U.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.
Dividends
D5BK.DE vs. XD9U.DE - Dividend Comparison
Neither D5BK.DE nor XD9U.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XD9U.DE Xtrackers MSCI USA UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% |
Drawdowns
D5BK.DE vs. XD9U.DE - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, which is greater than XD9U.DE's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and XD9U.DE. For additional features, visit the drawdowns tool.
Volatility
D5BK.DE vs. XD9U.DE - Volatility Comparison
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) has a higher volatility of 5.72% compared to Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) at 3.54%. This indicates that D5BK.DE's price experiences larger fluctuations and is considered to be riskier than XD9U.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.