D5BL.DE vs. PRAZ.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and PRAZ.DE (Amundi Prime Eurozone UCITS ETF) are both Europe Equities funds - D5BL.DE tracks the MSCI Europe Enhanced Value while PRAZ.DE tracks the Solactive GBS Developed Markets Eurozone Large & Mid Cap. Both are passively managed. Over the past 5 years, D5BL.DE returned 14.60%/yr vs 10.92%/yr for PRAZ.DE. A 0.76 correlation means they provide meaningful diversification when combined. D5BL.DE charges 0.15%/yr vs 0.05%/yr for PRAZ.DE.
Performance
D5BL.DE vs. PRAZ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, D5BL.DE achieves a 13.85% return, which is significantly higher than PRAZ.DE's 9.30% 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%
PRAZ.DE
- 1D
- 0.60%
- 1M
- 2.10%
- YTD
- 9.30%
- 6M
- 10.97%
- 1Y
- 18.30%
- 3Y*
- 16.37%
- 5Y*
- 10.92%
- 10Y*
- —
D5BL.DE vs. PRAZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.20% |
PRAZ.DE Amundi Prime Eurozone UCITS ETF | 9.30% | 24.75% | 9.66% | 19.29% | -11.83% | 26.38% | -4.68% |
Correlation
The correlation between D5BL.DE and PRAZ.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 | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.76 |
The correlation between D5BL.DE and PRAZ.DE has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.
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. PRAZ.DE — Risk / Return Rank
D5BL.DE
PRAZ.DE
D5BL.DE vs. PRAZ.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 (PRAZ.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 | PRAZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.23 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 1.78 | +1.50 |
| Martin ratioReturn relative to average drawdown | 12.52 | 6.54 | +5.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| D5BL.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.25 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.64 | +0.29 |
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 | 0.55 | -0.06 |
Drawdowns
D5BL.DE vs. PRAZ.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, which is greater than PRAZ.DE's maximum drawdown of -29.52%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and PRAZ.DE.
Loading charts...
Drawdown Indicators
| D5BL.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -29.52% | -10.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -10.45% | +0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -15.46% | -1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -24.09% | +4.51% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | — | — |
Current DrawdownCurrent decline from peak | -1.22% | -0.37% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -6.18% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.86% | -0.23% |
Volatility
D5BL.DE vs. PRAZ.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.DE) have volatilities of 4.83% and 4.69%, 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.
Loading charts...
Volatility by Period
| D5BL.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.69% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 12.25% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 14.95% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 16.99% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 19.16% | -1.40% |
D5BL.DE vs. PRAZ.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is higher than PRAZ.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. PRAZ.DE - Dividend Comparison
Neither D5BL.DE nor PRAZ.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and PRAZ.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, PRAZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAZ.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for D5BL.DE.
D5BL.DE tracks MSCI Europe Enhanced Value, while PRAZ.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 PRAZ.DE.
Find the right allocation for D5BL.DE and PRAZ.DE
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