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D5BL.DE vs. EUFM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BL.DE vs. EUFM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

D5BL.DE is traded in EUR, while EUFM.L is traded in GBp. To make them comparable, the EUFM.L 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 higher than EUFM.L's 7.69% 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%

EUFM.L

1D
0.12%
1M
2.61%
YTD
7.69%
6M
9.98%
1Y
13.74%
3Y*
15.24%
5Y*
9.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BL.DE vs. EUFM.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
D5BL.DE
Xtrackers MSCI Europe Value UCITS ETF
13.85%35.78%10.37%14.14%-4.63%26.83%-8.58%22.90%-13.66%
EUFM.L
UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc
7.71%22.83%8.23%17.90%-12.57%20.88%0.09%26.69%-13.62%

Correlation

The correlation between D5BL.DE and EUFM.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2018

0.73

The correlation between D5BL.DE and EUFM.L shifts across timeframes, from 0.70 (5 years) to 0.83 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

D5BL.DE vs. EUFM.L — 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: 7070
Overall Rank
D5BL.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
D5BL.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
D5BL.DE Omega Ratio Rank: 7171
Omega Ratio Rank
D5BL.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
D5BL.DE Martin Ratio Rank: 6969
Martin Ratio Rank

EUFM.L
EUFM.L Risk / Return Rank: 3737
Overall Rank
EUFM.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EUFM.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
EUFM.L Omega Ratio Rank: 4141
Omega Ratio Rank
EUFM.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
EUFM.L Martin Ratio Rank: 3737
Martin Ratio Rank
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. EUFM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L). 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.DEEUFM.LDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.64

Omega ratioGain probability vs. loss probability

1.42

1.21

+0.20

Calmar ratioReturn relative to maximum drawdown

3.28

1.43

+1.86

Martin ratioReturn relative to average drawdown

12.52

5.24

+7.28

D5BL.DE vs. EUFM.L - Sharpe Ratio Comparison

The current D5BL.DE Sharpe Ratio is 2.28, which is higher than the EUFM.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of D5BL.DE and EUFM.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


D5BL.DEEUFM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.10

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.64

+0.28

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

0.54

-0.05

Drawdowns

D5BL.DE vs. EUFM.L - Drawdown Comparison

The maximum D5BL.DE drawdown since its inception was -40.40%, which is greater than EUFM.L's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and EUFM.L.


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Drawdown Indicators


D5BL.DEEUFM.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.40%

-37.78%

-2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-9.59%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-13.76%

-3.60%

Max Drawdown (5Y)

Largest decline over 5 years

-19.58%

-23.91%

+4.33%

Max Drawdown (10Y)

Largest decline over 10 years

-40.40%

Current Drawdown

Current decline from peak

-1.22%

-0.97%

-0.25%

Average Drawdown

Average peak-to-trough decline

-7.23%

-5.56%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.62%

+0.01%

Volatility

D5BL.DE vs. EUFM.L - Volatility Comparison

Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 4.83% compared to UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) at 3.98%. This indicates that D5BL.DE's price experiences larger fluctuations and is considered to be riskier than EUFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D5BL.DEEUFM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

3.98%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

10.23%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

14.44%

12.43%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.59%

14.86%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

16.61%

+1.15%

D5BL.DE vs. EUFM.L - Expense Ratio Comparison

D5BL.DE has a 0.15% expense ratio, which is lower than EUFM.L's 0.34% expense ratio.


Dividends

D5BL.DE vs. EUFM.L - Dividend Comparison

Neither D5BL.DE nor EUFM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


D5BL.DE and EUFM.L have a correlation of 0.83, 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 0.34% for EUFM.L.

D5BL.DE tracks MSCI Europe Enhanced Value, while EUFM.L tracks MSCI EMU NR EUR. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.15% for D5BL.DE and 0.34% for EUFM.L.

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