D5BL.DE vs. QDV5.DE
Compare and contrast key facts about Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE).
D5BL.DE and QDV5.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. QDV5.DE is a passively managed fund by iShares that tracks the performance of the MSCI India. It was launched on May 25, 2018. Both D5BL.DE and QDV5.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 QDV5.DE.
Key characteristics
| D5BL.DE | QDV5.DE | |
|---|---|---|
| YTD Return | 9.52% | 15.43% |
| 1Y Return | 15.37% | 24.69% |
| 3Y Return (Ann) | 6.32% | 7.71% |
| 5Y Return (Ann) | 7.72% | 13.12% |
| Sharpe Ratio | 1.35 | 1.54 |
| Sortino Ratio | 1.85 | 2.05 |
| Omega Ratio | 1.24 | 1.32 |
| Calmar Ratio | 1.80 | 3.51 |
| Martin Ratio | 6.38 | 10.33 |
| Ulcer Index | 2.35% | 2.49% |
| Daily Std Dev | 11.10% | 16.56% |
| Max Drawdown | -40.35% | -41.06% |
| Current Drawdown | -2.96% | -6.61% |
Correlation
The correlation between D5BL.DE and QDV5.DE is 0.50, 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. QDV5.DE - Performance Comparison
In the year-to-date period, D5BL.DE achieves a 9.52% return, which is significantly lower than QDV5.DE's 15.43% 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. QDV5.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than QDV5.DE's 0.65% expense ratio.
Risk-Adjusted Performance
D5BL.DE vs. QDV5.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 MSCI India UCITS ETF USD (Acc) (QDV5.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. QDV5.DE - Dividend Comparison
Neither D5BL.DE nor QDV5.DE has paid dividends to shareholders.
Drawdowns
D5BL.DE vs. QDV5.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.35%, roughly equal to the maximum QDV5.DE drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and QDV5.DE. For additional features, visit the drawdowns tool.
Volatility
D5BL.DE vs. QDV5.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 5.07% compared to iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) at 4.29%. This indicates that D5BL.DE's price experiences larger fluctuations and is considered to be riskier than QDV5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.