D5BL.DE vs. DRIV

Last updated Jun 5, 2026

D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and DRIV (Global X Autonomous & Electric Vehicles ETF) are both exchange-traded funds - D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while DRIV is a Global Equities fund tracking the Solactive Autonomous & Electric Vehicles Index. Both are passively managed. Over the past 5 years, D5BL.DE returned 14.60%/yr vs 8.80%/yr for DRIV. A 0.52 correlation means they provide meaningful diversification when combined. D5BL.DE charges 0.15%/yr vs 0.68%/yr for DRIV.

Performance

D5BL.DE vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and Global X Autonomous & Electric Vehicles ETF (DRIV). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

D5BL.DE is traded in EUR, while DRIV is traded in USD. To make them comparable, the DRIV 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 13.85% return, which is significantly lower than DRIV's 33.11% return.

D5BL.DE

• 1D: -0.38%
• 1M: 2.55%
• YTD: 13.85%
• 6M: 17.04%
• 1Y: 32.33%
• 3Y*: 21.76%
• 5Y*: 14.60%
• 10Y*: 10.77%

DRIV

• 1D: -7.11%
• 1M: -0.29%
• YTD: 33.11%
• 6M: 29.80%
• 1Y: 74.76%
• 3Y*: 14.77%
• 5Y*: 8.80%
• 10Y*: —

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

D5BL.DE vs. DRIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF	13.85%	35.78%	10.37%	14.14%	-4.63%	26.83%	-8.58%	22.90%	-12.99%
DRIV Global X Autonomous & Electric Vehicles ETF	33.11%	14.94%	1.22%	22.36%	-30.05%	37.36%	49.35%	31.45%	-15.25%

Correlation

The correlation between D5BL.DE and DRIV is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (All Time) Calculated using the full available price history since Apr 18, 2018	0.52

The correlation between D5BL.DE and DRIV has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.

Return for Risk

D5BL.DE vs. DRIV — 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: 70
D5BL.DE Sharpe Ratio Rank: 71
D5BL.DE Sortino Ratio Rank: 73
D5BL.DE Omega Ratio Rank: 71
D5BL.DE Calmar Ratio Rank: 67
D5BL.DE Martin Ratio Rank: 69

DRIV

DRIV Risk / Return Rank: 85
DRIV Sharpe Ratio Rank: 89
DRIV Sortino Ratio Rank: 79
DRIV Omega Ratio Rank: 80
DRIV Calmar Ratio Rank: 91
DRIV Martin Ratio Rank: 89

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. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and Global X Autonomous & Electric Vehicles ETF (DRIV). 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.

	D5BL.DE	DRIV	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.98	-0.70
Sortino ratio: Return per unit of downside risk	3.24	3.52	-0.28
Omega ratio: Gain probability vs. loss probability	1.42	1.47	-0.05
Calmar ratio: Return relative to maximum drawdown	3.28	6.78	-3.50
Martin ratio: Return relative to average drawdown	12.52	21.74	-9.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

D5BL.DE vs. DRIV - Sharpe Ratio Comparison

The current D5BL.DE Sharpe Ratio is 2.28, which is comparable to the DRIV Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of D5BL.DE and DRIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	D5BL.DE	DRIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	2.98	-0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.34	+0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.55	-0.07

Drawdowns

D5BL.DE vs. DRIV - Drawdown Comparison

The maximum D5BL.DE drawdown since its inception was -40.40%, roughly equal to the maximum DRIV drawdown of -39.80%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and DRIV.

Drawdown Indicators

	D5BL.DE	DRIV	Difference
Max Drawdown Largest peak-to-trough decline	-40.40%	-39.80%	-0.60%
Max Drawdown (1Y) Largest decline over 1 year	-10.02%	-11.08%	+1.06%
Max Drawdown (3Y) Largest decline over 3 years	-17.36%	-33.92%	+16.56%
Max Drawdown (5Y) Largest decline over 5 years	-19.58%	-39.80%	+20.22%
Max Drawdown (10Y) Largest decline over 10 years	-40.40%	—	—
Current Drawdown Current decline from peak	-1.22%	-8.33%	+7.11%
Average Drawdown Average peak-to-trough decline	-7.23%	-12.98%	+5.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	3.45%	-0.82%

Volatility

D5BL.DE vs. DRIV - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) is 4.83%, while Global X Autonomous & Electric Vehicles ETF (DRIV) has a volatility of 11.33%. This indicates that D5BL.DE experiences smaller price fluctuations and is considered to be less risky than DRIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	D5BL.DE	DRIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.83%	11.33%	-6.50%
Volatility (6M) Calculated over the trailing 6-month period	11.54%	19.67%	-8.13%
Volatility (1Y) Calculated over the trailing 1-year period	14.44%	25.28%	-10.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.59%	25.69%	-10.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.76%	26.62%	-8.86%

D5BL.DE vs. DRIV - Expense Ratio Comparison

D5BL.DE has a 0.15% expense ratio, which is lower than DRIV's 0.68% expense ratio.

Dividends

D5BL.DE vs. DRIV - Dividend Comparison

D5BL.DE has not paid dividends to shareholders, while DRIV's dividend yield for the trailing twelve months is around 0.82%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
DRIV Global X Autonomous & Electric Vehicles ETF	0.82%	1.07%	2.07%	1.62%	1.24%	0.32%	0.29%	1.23%	2.79%

Frequently Asked Questions

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

D5BL.DE and DRIV have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, D5BL.DE or DRIV?

On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, D5BL.DE or DRIV?

D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.68% for DRIV.

What is the main difference between D5BL.DE and DRIV?

D5BL.DE is categorized as Europe Equities, while DRIV is Global Equities. D5BL.DE tracks MSCI Europe Enhanced Value, while DRIV tracks Solactive Autonomous & Electric Vehicles Index. They also come from different issuers: Xtrackers and Global X. Their fees differ too: 0.15% for D5BL.DE and 0.68% for DRIV.