D5BL.DE vs. IS3N.DE
Compare and contrast key facts about Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE).
D5BL.DE and IS3N.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. D5BL.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe Enhanced Value. It was launched on Mar 26, 2010. IS3N.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market (IMI). It was launched on May 30, 2014. Both D5BL.DE and IS3N.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: D5BL.DE or IS3N.DE.
Key characteristics
| D5BL.DE | IS3N.DE | |
|---|---|---|
| YTD Return | 9.52% | 13.19% |
| 1Y Return | 15.37% | 15.02% |
| 3Y Return (Ann) | 6.32% | 0.19% |
| 5Y Return (Ann) | 7.72% | 4.69% |
| 10Y Return (Ann) | 6.67% | 5.31% |
| Sharpe Ratio | 1.35 | 1.19 |
| Sortino Ratio | 1.85 | 1.69 |
| Omega Ratio | 1.24 | 1.22 |
| Calmar Ratio | 1.80 | 0.93 |
| Martin Ratio | 6.38 | 6.00 |
| Ulcer Index | 2.35% | 2.63% |
| Daily Std Dev | 11.10% | 13.35% |
| Max Drawdown | -40.35% | -35.06% |
| Current Drawdown | -2.96% | -4.84% |
Correlation
The correlation between D5BL.DE and IS3N.DE is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
D5BL.DE vs. IS3N.DE - Performance Comparison
In the year-to-date period, D5BL.DE achieves a 9.52% return, which is significantly lower than IS3N.DE's 13.19% return. Over the past 10 years, D5BL.DE has outperformed IS3N.DE with an annualized return of 6.67%, while IS3N.DE has yielded a comparatively lower 5.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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D5BL.DE vs. IS3N.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than IS3N.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
D5BL.DE vs. IS3N.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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.
Dividends
D5BL.DE vs. IS3N.DE - Dividend Comparison
Neither D5BL.DE nor IS3N.DE has paid dividends to shareholders.
Drawdowns
D5BL.DE vs. IS3N.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.35%, which is greater than IS3N.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and IS3N.DE. For additional features, visit the drawdowns tool.
Volatility
D5BL.DE vs. IS3N.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) have volatilities of 5.07% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.