D5BK.DE vs. XDRE.DE
D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and XDRE.DE (Xtrackers Developed Green Real Estate ESG UCITS ETF 1C) are both REIT funds from Xtrackers - D5BK.DE tracks the FTSE EPRA/NAREIT Developed Europe while XDRE.DE tracks the Dow Jones Developed Green Real Estate Index. Both are passively managed. Over the past year, D5BK.DE returned -2.67% vs 9.66% for XDRE.DE. A 0.58 correlation means they provide meaningful diversification when combined. D5BK.DE charges 0.33%/yr vs 0.18%/yr for XDRE.DE.
Performance
D5BK.DE vs. XDRE.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 XDRE.DE's 7.27% 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%
XDRE.DE
- 1D
- 0.41%
- 1M
- -0.85%
- YTD
- 7.27%
- 6M
- 6.89%
- 1Y
- 9.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
D5BK.DE vs. XDRE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | -0.60% | 5.96% | -2.10% |
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C | 7.27% | -2.46% | -3.63% |
Correlation
The correlation between D5BK.DE and XDRE.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 | 0.61 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2024 | 0.58 |
The correlation between D5BK.DE and XDRE.DE has been stable across timeframes, ranging from 0.58 to 0.61 - a consistent structural relationship.
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Return for Risk
D5BK.DE vs. XDRE.DE — Risk / Return Rank
D5BK.DE
XDRE.DE
D5BK.DE vs. XDRE.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 Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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 | XDRE.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 | 1.41 | -1.58 |
| Martin ratioReturn relative to average drawdown | -0.45 | 4.22 | -4.67 |
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 | XDRE.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 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.04 | +0.23 |
Drawdowns
D5BK.DE vs. XDRE.DE - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, which is greater than XDRE.DE's maximum drawdown of -20.91%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and XDRE.DE.
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Drawdown Indicators
| D5BK.DE | XDRE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.41% | -20.91% | -25.50% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -6.79% | -8.82% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -46.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.41% | — | — |
Current DrawdownCurrent decline from peak | -28.23% | -2.81% | -25.42% |
Average DrawdownAverage peak-to-trough decline | -13.98% | -8.22% | -5.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 2.27% | +3.78% |
Volatility
D5BK.DE vs. XDRE.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 Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) at 2.92%. This indicates that D5BK.DE's price experiences larger fluctuations and is considered to be riskier than XDRE.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 | XDRE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 2.92% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 8.43% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 11.17% | +4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 14.01% | +7.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 14.01% | +5.94% |
D5BK.DE vs. XDRE.DE - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is higher than XDRE.DE's 0.18% expense ratio.
Dividends
D5BK.DE vs. XDRE.DE - Dividend Comparison
Neither D5BK.DE nor XDRE.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BK.DE and XDRE.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, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.33% for D5BK.DE.
D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while XDRE.DE tracks Dow Jones Developed Green Real Estate Index. Their fees differ too: 0.33% for D5BK.DE and 0.18% for XDRE.DE.
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