D5BL.DE vs. EUFM.L
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and EUFM.L (UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc) are both Europe Equities funds - D5BL.DE tracks the MSCI Europe Enhanced Value while EUFM.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, D5BL.DE returned 14.60%/yr vs 9.54%/yr for EUFM.L. A 0.73 correlation means they provide meaningful diversification when combined. D5BL.DE charges 0.15%/yr vs 0.34%/yr for EUFM.L.
Performance
D5BL.DE vs. EUFM.L - Performance Comparison
Loading charts...
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*
- —
D5BL.DE vs. EUFM.L - 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% | -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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
D5BL.DE vs. EUFM.L — Risk / Return Rank
D5BL.DE
EUFM.L
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.DE | EUFM.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| D5BL.DE | EUFM.L | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| D5BL.DE | EUFM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.22% | -0.97% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -5.56% | -1.67% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| D5BL.DE | EUFM.L | Difference | |
|---|---|---|---|
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.
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.
Find the right allocation for D5BL.DE and EUFM.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer