D5BL.DE vs. IBC0.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and IBC0.DE (iShares Edge MSCI Europe Multifactor UCITS ETF) are both Europe Equities funds - D5BL.DE tracks the MSCI Europe Enhanced Value while IBC0.DE tracks the MSCI Europe Diversified Multiple-Factor. Both are passively managed. Over the past 10 years, D5BL.DE returned 10.77%/yr vs 9.77%/yr for IBC0.DE. Their correlation of 0.80 suggests significant overlap in exposure. D5BL.DE charges 0.15%/yr vs 0.45%/yr for IBC0.DE.
Performance
D5BL.DE vs. IBC0.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 IBC0.DE's 9.99% return. Over the past 10 years, D5BL.DE has outperformed IBC0.DE with an annualized return of 10.77%, while IBC0.DE has yielded a comparatively lower 9.77% annualized 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%
IBC0.DE
- 1D
- 0.63%
- 1M
- 0.47%
- YTD
- 9.99%
- 6M
- 13.20%
- 1Y
- 19.89%
- 3Y*
- 18.33%
- 5Y*
- 10.54%
- 10Y*
- 9.77%
D5BL.DE vs. IBC0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
IBC0.DE iShares Edge MSCI Europe Multifactor UCITS ETF | 9.99% | 21.49% | 14.29% | 19.19% | -15.94% | 26.76% | -0.55% | 26.28% | -11.58% | 12.21% |
Correlation
The correlation between D5BL.DE and IBC0.DE 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 | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2015 | 0.80 |
The correlation between D5BL.DE and IBC0.DE has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
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Return for Risk
D5BL.DE vs. IBC0.DE — Risk / Return Rank
D5BL.DE
IBC0.DE
D5BL.DE vs. IBC0.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 iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.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 | IBC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.30 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 2.56 | +0.72 |
| Martin ratioReturn relative to average drawdown | 12.52 | 9.54 | +2.98 |
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 | IBC0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.59 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.71 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.61 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.58 | -0.10 |
Drawdowns
D5BL.DE vs. IBC0.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, which is greater than IBC0.DE's maximum drawdown of -37.22%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and IBC0.DE.
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Drawdown Indicators
| D5BL.DE | IBC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -37.22% | -3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -7.87% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -15.28% | -2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -24.64% | +5.06% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | -37.22% | -3.18% |
Current DrawdownCurrent decline from peak | -1.22% | -1.53% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -5.79% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.12% | +0.51% |
Volatility
D5BL.DE vs. IBC0.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 4.83% compared to iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) at 4.25%. This indicates that D5BL.DE's price experiences larger fluctuations and is considered to be riskier than IBC0.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 | IBC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.25% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 10.49% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 12.68% | +1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 14.81% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 16.32% | +1.44% |
D5BL.DE vs. IBC0.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than IBC0.DE's 0.45% expense ratio.
Dividends
D5BL.DE vs. IBC0.DE - Dividend Comparison
Neither D5BL.DE nor IBC0.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and IBC0.DE 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 0.45% for IBC0.DE.
D5BL.DE tracks MSCI Europe Enhanced Value, while IBC0.DE tracks MSCI Europe Diversified Multiple-Factor. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for D5BL.DE and 0.45% for IBC0.DE.
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