D5BL.DE vs. HUBE.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and HUBE.DE (Expat Hungary BUX UCITS ETF) are both Europe Equities funds - D5BL.DE tracks the MSCI Europe Enhanced Value while HUBE.DE tracks the BUX Index. Both are passively managed. Over the past 5 years, D5BL.DE returned 15.51%/yr vs 12.29%/yr for HUBE.DE. At a 0.32 correlation, their price movements are largely independent. D5BL.DE charges 0.15%/yr vs 1.38%/yr for HUBE.DE.
Performance
D5BL.DE vs. HUBE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BL.DE achieves a 15.58% return, which is significantly lower than HUBE.DE's 21.71% return.
D5BL.DE
- 1D
- -0.29%
- 1M
- 0.47%
- 6M
- 12.06%
- YTD
- 15.58%
- 1Y
- 33.61%
- 3Y*
- 21.43%
- 5Y*
- 15.51%
- 10Y*
- 11.14%
HUBE.DE
- 1D
- -0.63%
- 1M
- -1.87%
- 6M
- 14.60%
- YTD
- 21.71%
- 1Y
- 38.94%
- 3Y*
- 32.81%
- 5Y*
- 12.29%
- 10Y*
- —
D5BL.DE vs. HUBE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 15.58% | 35.80% | 10.37% | 14.11% | -4.61% | 26.80% | -8.55% | 22.92% | -12.67% |
HUBE.DE Expat Hungary BUX UCITS ETF | 21.71% | 44.76% | 15.05% | 36.12% | -34.67% | 8.16% | -11.99% | 6.84% | -9.90% |
Correlation
The correlation between D5BL.DE and HUBE.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.32 |
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Return for Risk
D5BL.DE vs. HUBE.DE — Risk / Return Rank
D5BL.DE
HUBE.DE
D5BL.DE vs. HUBE.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 Expat Hungary BUX UCITS ETF (HUBE.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.
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 | HUBE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 3.40 | -0.06 |
| Martin ratioReturn relative to average drawdown | 12.75 | 10.12 | +2.63 |
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Drawdowns
D5BL.DE vs. HUBE.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.39%, smaller than the maximum HUBE.DE drawdown of -51.39%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and HUBE.DE.
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Drawdown Indicators
| D5BL.DE | HUBE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.39% | -51.39% | +11.00% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -11.41% | +1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -21.36% | +4.00% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -51.39% | +31.81% |
Max Drawdown (10Y)Largest decline over 10 years | -40.39% | — | — |
Current DrawdownCurrent decline from peak | -1.94% | -2.48% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -16.81% | +9.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 3.84% | -1.21% |
Volatility
D5BL.DE vs. HUBE.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) is 4.01%, while Expat Hungary BUX UCITS ETF (HUBE.DE) has a volatility of 4.86%. This indicates that D5BL.DE experiences smaller price fluctuations and is considered to be less risky than HUBE.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 | HUBE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 4.86% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 16.50% | -4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 20.28% | -5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 24.65% | -9.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 21.99% | -4.67% |
D5BL.DE vs. HUBE.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than HUBE.DE's 1.38% expense ratio.
Dividends
D5BL.DE vs. HUBE.DE - Dividend Comparison
Neither D5BL.DE nor HUBE.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and HUBE.DE have a correlation of 0.30, 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 1.38% for HUBE.DE.
D5BL.DE tracks MSCI Europe Enhanced Value, while HUBE.DE tracks BUX Index. They also come from different issuers: Xtrackers and Expat. Their fees differ too: 0.15% for D5BL.DE and 1.38% for HUBE.DE.
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