D5BL.DE vs. ED3F.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and ED3F.DE (Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating) are both exchange-traded funds - D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while ED3F.DE is a Aerospace & Defense fund tracking the Mirae Asset Europe Defence Tech Index. Both are passively managed. Over the past year, D5BL.DE returned 32.33% vs -4.47% for ED3F.DE. At a 0.21 correlation, their price movements are largely independent. D5BL.DE charges 0.15%/yr vs 0.40%/yr for ED3F.DE.
Performance
D5BL.DE vs. ED3F.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BL.DE achieves a 13.85% return, which is significantly higher than ED3F.DE's 0.02% 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%
ED3F.DE
- 1D
- -0.42%
- 1M
- -8.46%
- YTD
- 0.02%
- 6M
- 4.71%
- 1Y
- -4.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
D5BL.DE vs. ED3F.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 16.69% |
ED3F.DE Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating | 0.02% | 4.82% |
Correlation
The correlation between D5BL.DE and ED3F.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 23, 2025 | 0.21 |
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Return for Risk
D5BL.DE vs. ED3F.DE — Risk / Return Rank
D5BL.DE
ED3F.DE
D5BL.DE vs. ED3F.DE - 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 Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.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.
| D5BL.DE | ED3F.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.34 | ||
| Sortino ratioReturn per unit of downside risk | +3.11 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.01 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | -0.08 | +3.36 |
| Martin ratioReturn relative to average drawdown | 12.52 | -0.18 | +12.70 |
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
| D5BL.DE | ED3F.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | -0.06 | +2.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
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 | 0.15 | +0.33 |
Drawdowns
D5BL.DE vs. ED3F.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, which is greater than ED3F.DE's maximum drawdown of -23.91%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and ED3F.DE.
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Drawdown Indicators
| D5BL.DE | ED3F.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -23.91% | -16.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -23.91% | +13.89% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | — | — |
Current DrawdownCurrent decline from peak | -1.22% | -20.80% | +19.58% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -8.37% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 10.25% | -7.62% |
Volatility
D5BL.DE vs. ED3F.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) is 4.83%, while Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.DE) has a volatility of 10.58%. This indicates that D5BL.DE experiences smaller price fluctuations and is considered to be less risky than ED3F.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BL.DE | ED3F.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 10.58% | -5.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 22.80% | -11.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 30.60% | -16.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 30.42% | -14.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 30.42% | -12.66% |
D5BL.DE vs. ED3F.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than ED3F.DE's 0.40% expense ratio.
Dividends
D5BL.DE vs. ED3F.DE - Dividend Comparison
Neither D5BL.DE nor ED3F.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and ED3F.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for ED3F.DE.
D5BL.DE is categorized as Europe Equities, while ED3F.DE is Aerospace & Defense. D5BL.DE tracks MSCI Europe Enhanced Value, while ED3F.DE tracks Mirae Asset Europe Defence Tech Index. They also come from different issuers: Xtrackers and Global X. Their fees differ too: 0.15% for D5BL.DE and 0.40% for ED3F.DE.
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