D5BL.DE vs. PR1Z.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and PR1Z.DE (Amundi Prime Eurozone UCITS ETF DR (D)) are both Europe Equities funds - D5BL.DE tracks the MSCI Europe Enhanced Value while PR1Z.DE tracks the Solactive GBS Developed Markets Eurozone Large & Mid Cap. Both are passively managed. Over the past 5 years, D5BL.DE returned 15.51%/yr vs 11.34%/yr for PR1Z.DE. Their correlation of 0.89 suggests significant overlap in exposure. D5BL.DE charges 0.15%/yr vs 0.05%/yr for PR1Z.DE.
Performance
D5BL.DE vs. PR1Z.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 higher than PR1Z.DE's 10.76% 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%
PR1Z.DE
- 1D
- -0.90%
- 1M
- -1.74%
- 6M
- 6.62%
- YTD
- 10.76%
- 1Y
- 20.54%
- 3Y*
- 16.17%
- 5Y*
- 11.34%
- 10Y*
- —
D5BL.DE vs. PR1Z.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 15.58% | 35.80% | 10.37% | 14.11% | -4.61% | 26.80% | -8.55% | 14.61% |
PR1Z.DE Amundi Prime Eurozone UCITS ETF DR (D) | 10.76% | 24.78% | 9.45% | 19.41% | -12.44% | 27.38% | -4.63% | 22.47% |
Correlation
The correlation between D5BL.DE and PR1Z.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019 | 0.89 |
The correlation between D5BL.DE and PR1Z.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
D5BL.DE vs. PR1Z.DE — Risk / Return Rank
D5BL.DE
PR1Z.DE
D5BL.DE vs. PR1Z.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 Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.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 | PR1Z.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.26 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 1.98 | +1.36 |
| Martin ratioReturn relative to average drawdown | 12.75 | 7.42 | +5.33 |
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Drawdowns
D5BL.DE vs. PR1Z.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.39%, roughly equal to the maximum PR1Z.DE drawdown of -39.55%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and PR1Z.DE.
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Drawdown Indicators
| D5BL.DE | PR1Z.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.39% | -39.55% | -0.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -10.31% | +0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -15.67% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -24.21% | +4.63% |
Max Drawdown (10Y)Largest decline over 10 years | -40.39% | — | — |
Current DrawdownCurrent decline from peak | -1.94% | -3.14% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -5.54% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.76% | -0.13% |
Volatility
D5BL.DE vs. PR1Z.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE) have volatilities of 4.01% and 4.10%, 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.
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Volatility by Period
| D5BL.DE | PR1Z.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 4.10% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 12.54% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 14.77% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 16.31% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 18.65% | -1.33% |
D5BL.DE vs. PR1Z.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is higher than PR1Z.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
D5BL.DE vs. PR1Z.DE - Dividend Comparison
D5BL.DE has not paid dividends to shareholders, while PR1Z.DE's dividend yield for the trailing twelve months is around 2.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PR1Z.DE Amundi Prime Eurozone UCITS ETF DR (D) | 2.28% | 2.53% | 2.77% | 2.80% | 3.09% | 1.83% | 2.11% | 2.60% |
Frequently Asked Questions
D5BL.DE and PR1Z.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PR1Z.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1Z.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for D5BL.DE.
D5BL.DE tracks MSCI Europe Enhanced Value, while PR1Z.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for D5BL.DE and 0.05% for PR1Z.DE.
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