D5BK.DE vs. XDWT.DE
D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - D5BK.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Europe, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, D5BK.DE returned -0.15%/yr vs 24.00%/yr for XDWT.DE. At a 0.35 correlation, their price movements are largely independent. D5BK.DE charges 0.33%/yr vs 0.25%/yr for XDWT.DE.
Performance
D5BK.DE vs. XDWT.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 XDWT.DE's 25.23% return. Over the past 10 years, D5BK.DE has underperformed XDWT.DE with an annualized return of -0.15%, while XDWT.DE has yielded a comparatively higher 24.00% 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%
XDWT.DE
- 1D
- -2.03%
- 1M
- 12.76%
- YTD
- 25.23%
- 6M
- 23.47%
- 1Y
- 47.87%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
D5BK.DE vs. XDWT.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% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.78% | 21.03% |
Correlation
The correlation between D5BK.DE and XDWT.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.35 |
Over the past year, the correlation between D5BK.DE and XDWT.DE has dropped to 0.15 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
D5BK.DE vs. XDWT.DE — Risk / Return Rank
D5BK.DE
XDWT.DE
D5BK.DE vs. XDWT.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 MSCI World Information Technology UCITS ETF 1C (XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.38 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 3.12 | -3.30 |
| Martin ratioReturn relative to average drawdown | -0.45 | 8.24 | -8.70 |
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 | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 2.38 | -2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.99 | -1.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 1.11 | -1.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 1.09 | -0.82 |
Drawdowns
D5BK.DE vs. XDWT.DE - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and XDWT.DE.
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Drawdown Indicators
| D5BK.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.41% | -31.61% | -14.80% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -15.59% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | -29.46% | +7.85% |
Max Drawdown (5Y)Largest decline over 5 years | -46.41% | -29.46% | -16.95% |
Max Drawdown (10Y)Largest decline over 10 years | -46.41% | -31.61% | -14.80% |
Current DrawdownCurrent decline from peak | -28.23% | -2.61% | -25.62% |
Average DrawdownAverage peak-to-trough decline | -13.98% | -5.82% | -8.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 5.91% | +0.14% |
Volatility
D5BK.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) is 4.80%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that D5BK.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 7.11% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 14.96% | -1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 20.39% | -4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 22.55% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 21.46% | -1.51% |
D5BK.DE vs. XDWT.DE - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is higher than XDWT.DE's 0.25% expense ratio.
Dividends
D5BK.DE vs. XDWT.DE - Dividend Comparison
Neither D5BK.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BK.DE and XDWT.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWT.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for D5BK.DE.
D5BK.DE is categorized as REIT, while XDWT.DE is Technology Equities. D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.33% for D5BK.DE and 0.25% for XDWT.DE.
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