D5BL.DE vs. BESIY

Last updated Jun 26, 2026

D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) is Europe Equities fund tracking the MSCI Europe Enhanced Value, while BESIY (BE Semiconductor Industries NV ADR) is a stock. Over the past 10 years, D5BL.DE returned 12.23%/yr vs 42.64%/yr for BESIY. At a 0.16 correlation, their price movements are largely independent.

Performance

D5BL.DE vs. BESIY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and BE Semiconductor Industries NV ADR (BESIY). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

D5BL.DE is traded in EUR, while BESIY is traded in USD. To make them comparable, the BESIY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, D5BL.DE achieves a 16.17% return, which is significantly lower than BESIY's 117.64% return. Over the past 10 years, D5BL.DE has underperformed BESIY with an annualized return of 12.23%, while BESIY has yielded a comparatively higher 42.64% annualized return.

D5BL.DE

• 1D: 1.22%
• 1M: 1.52%
• YTD: 16.17%
• 6M: 16.96%
• 1Y: 37.82%
• 3Y*: 22.81%
• 5Y*: 15.10%
• 10Y*: 12.23%

BESIY

• 1D: -1.19%
• 1M: 0.23%
• YTD: 117.64%
• 6M: 120.52%
• 1Y: 126.00%
• 3Y*: 46.04%
• 5Y*: 36.58%
• 10Y*: 42.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BL.DE vs. BESIY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF	16.17%	35.80%	10.37%	14.11%	-4.61%	26.80%	-8.55%	22.92%	-14.01%	9.78%
BESIY BE Semiconductor Industries NV ADR	117.64%	3.14%	-1.75%	159.52%	-21.80%	57.26%	44.28%	96.66%	-43.92%	131.66%

Correlation

The correlation between D5BL.DE and BESIY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Mar 26, 2010	0.16

The correlation between D5BL.DE and BESIY shifts across timeframes, from 0.16 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

D5BL.DE vs. BESIY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

D5BL.DE

D5BL.DE Risk / Return Rank: 86
D5BL.DE Sharpe Ratio Rank: 89
D5BL.DE Sortino Ratio Rank: 90
D5BL.DE Omega Ratio Rank: 88
D5BL.DE Calmar Ratio Rank: 81
D5BL.DE Martin Ratio Rank: 82

BESIY

BESIY Risk / Return Rank: 91
BESIY Sharpe Ratio Rank: 91
BESIY Sortino Ratio Rank: 87
BESIY Omega Ratio Rank: 89
BESIY Calmar Ratio Rank: 93
BESIY Martin Ratio Rank: 94

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

D5BL.DE vs. BESIY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and BE Semiconductor Industries NV ADR (BESIY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	D5BL.DE	BESIY	Difference
Sharpe ratio: Return per unit of total volatility	2.57	2.35	+0.22
Sortino ratio: Return per unit of downside risk	3.63	2.80	+0.83
Omega ratio: Gain probability vs. loss probability	1.47	1.39	+0.08
Calmar ratio: Return relative to maximum drawdown	3.76	5.73	-1.97
Martin ratio: Return relative to average drawdown	14.42	17.85	-3.43

D5BL.DE vs. BESIY - Sharpe Ratio Comparison

The current D5BL.DE Sharpe Ratio is 2.57, which is comparable to the BESIY Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of D5BL.DE and BESIY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

D5BL.DE vs. BESIY - Drawdown Comparison

The maximum D5BL.DE drawdown since its inception was -40.39%, smaller than the maximum BESIY drawdown of -74.00%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and BESIY.

Drawdown Indicators

	D5BL.DE	BESIY	Difference
Max Drawdown Largest peak-to-trough decline	-40.39%	-74.00%	+33.61%
Max Drawdown (1Y) Largest decline over 1 year	-10.02%	-22.13%	+12.11%
Max Drawdown (3Y) Largest decline over 3 years	-17.36%	-53.19%	+35.83%
Max Drawdown (5Y) Largest decline over 5 years	-19.58%	-53.19%	+33.61%
Max Drawdown (10Y) Largest decline over 10 years	-40.39%	-61.14%	+20.75%
Current Drawdown Current decline from peak	0.00%	-10.57%	+10.57%
Average Drawdown Average peak-to-trough decline	-7.35%	-19.96%	+12.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.62%	7.09%	-4.47%

Volatility

D5BL.DE vs. BESIY - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) is 3.63%, while BE Semiconductor Industries NV ADR (BESIY) has a volatility of 19.64%. This indicates that D5BL.DE experiences smaller price fluctuations and is considered to be less risky than BESIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	D5BL.DE	BESIY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.63%	19.64%	-16.01%
Volatility (6M) Calculated over the trailing 6-month period	11.84%	44.25%	-32.41%
Volatility (1Y) Calculated over the trailing 1-year period	14.65%	53.94%	-39.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.62%	52.49%	-36.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.43%	48.67%	-31.24%

Dividends

D5BL.DE vs. BESIY - Dividend Comparison

D5BL.DE has not paid dividends to shareholders, while BESIY's dividend yield for the trailing twelve months is around 0.57%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BESIY BE Semiconductor Industries NV ADR	0.57%	1.59%	1.67%	2.07%	6.00%	2.44%	1.66%	4.12%	13.32%	2.37%	1.42%	7.74%
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both D5BL.DE and BESIY in my portfolio?

D5BL.DE and BESIY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.