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D5BL.DE vs. SELD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BL.DE vs. SELD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with D5BL.DE having a 13.85% return and SELD.DE slightly higher at 14.08%. Over the past 10 years, D5BL.DE has outperformed SELD.DE with an annualized return of 10.77%, while SELD.DE has yielded a comparatively lower 9.59% 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%

SELD.DE

1D
0.52%
1M
2.18%
YTD
14.08%
6M
19.21%
1Y
31.99%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BL.DE vs. SELD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.08%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-4.88%5.07%

Correlation

The correlation between D5BL.DE and SELD.DE is 0.81, 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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since May 20, 2010

0.87

The correlation between D5BL.DE and SELD.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

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Return for Risk

D5BL.DE vs. SELD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

D5BL.DE
D5BL.DE Risk / Return Rank: 7070
Overall Rank
D5BL.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
D5BL.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
D5BL.DE Omega Ratio Rank: 7171
Omega Ratio Rank
D5BL.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
D5BL.DE Martin Ratio Rank: 6969
Martin Ratio Rank

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

D5BL.DE vs. SELD.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 Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.DESELD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.42

1.49

-0.07

Calmar ratioReturn relative to maximum drawdown

3.28

4.79

-1.51

Martin ratioReturn relative to average drawdown

12.52

16.20

-3.69

D5BL.DE vs. SELD.DE - Sharpe Ratio Comparison

The current D5BL.DE Sharpe Ratio is 2.28, which is comparable to the SELD.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of D5BL.DE and SELD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


D5BL.DESELD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.73

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.75

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.55

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.18

+0.31

Drawdowns

D5BL.DE vs. SELD.DE - Drawdown Comparison

The maximum D5BL.DE drawdown since its inception was -40.40%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and SELD.DE.


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Drawdown Indicators


D5BL.DESELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.40%

-70.30%

+29.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-6.72%

-3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-14.13%

-3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.58%

-23.02%

+3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-40.40%

-40.65%

+0.25%

Current Drawdown

Current decline from peak

-1.22%

-1.80%

+0.58%

Average Drawdown

Average peak-to-trough decline

-7.23%

-25.32%

+18.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

1.99%

+0.64%

Volatility

D5BL.DE vs. SELD.DE - Volatility Comparison

Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 4.83% compared to Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) at 3.83%. This indicates that D5BL.DE's price experiences larger fluctuations and is considered to be riskier than SELD.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.DESELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

3.83%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

9.59%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.44%

11.81%

+2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.59%

14.87%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

17.42%

+0.34%

D5BL.DE vs. SELD.DE - Expense Ratio Comparison

D5BL.DE has a 0.15% expense ratio, which is lower than SELD.DE's 0.30% expense ratio.


Dividends

D5BL.DE vs. SELD.DE - Dividend Comparison

D5BL.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.68%.


PositionTTM20252024202320222021202020192018201720162015
D5BL.DE
Xtrackers MSCI Europe Value UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%

Frequently Asked Questions


D5BL.DE and SELD.DE have a correlation of 0.81, 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 0.30% for SELD.DE.

D5BL.DE tracks MSCI Europe Enhanced Value, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for D5BL.DE and 0.30% for SELD.DE.

Portfolio Optimizer

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