D5BL.DE vs. SXRY.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - D5BL.DE tracks the MSCI Europe Enhanced Value while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, D5BL.DE returned 12.23%/yr vs 17.09%/yr for SXRY.DE. Their correlation of 0.80 suggests significant overlap in exposure. D5BL.DE charges 0.15%/yr vs 0.33%/yr for SXRY.DE.
Performance
D5BL.DE vs. SXRY.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, D5BL.DE achieves a 16.17% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, D5BL.DE has underperformed SXRY.DE with an annualized return of 12.23%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
D5BL.DE
- 1D
- 1.22%
- 1M
- 1.52%
- YTD
- 16.17%
- 6M
- 16.96%
- 1Y
- 37.82%
- 3Y*
- 22.81%
- 5Y*
- 15.10%
- 10Y*
- 12.23%
SXRY.DE
- 1D
- 0.23%
- 1M
- 4.00%
- YTD
- 18.23%
- 6M
- 19.05%
- 1Y
- 37.48%
- 3Y*
- 29.61%
- 5Y*
- 20.54%
- 10Y*
- 17.09%
D5BL.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 16.17% | 35.80% | 10.37% | 14.11% | -4.61% | 26.80% | -8.55% | 22.92% | -14.01% | 9.78% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between D5BL.DE and SXRY.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2010 | 0.80 |
The correlation between D5BL.DE and SXRY.DE has been stable across timeframes, ranging from 0.78 to 0.85 - 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. SXRY.DE — Risk / Return Rank
D5BL.DE
SXRY.DE
D5BL.DE vs. SXRY.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 iShares FTSE MIB UCITS ETF (Acc) (SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.41 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 3.85 | -0.09 |
| Martin ratioReturn relative to average drawdown | 14.42 | 14.30 | +0.12 |
Loading charts...
Drawdowns
D5BL.DE vs. SXRY.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.39%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and SXRY.DE.
Loading charts...
Drawdown Indicators
| D5BL.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.39% | -43.59% | +3.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -9.69% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -17.61% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -25.00% | +5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -40.39% | -40.81% | +0.42% |
Current DrawdownCurrent decline from peak | 0.00% | -1.98% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -11.61% | +4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.61% | +0.01% |
Volatility
D5BL.DE vs. SXRY.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) is 3.63%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that D5BL.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| D5BL.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 3.90% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 12.78% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 15.89% | -1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.62% | 18.29% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.43% | 19.65% | -2.22% |
D5BL.DE vs. SXRY.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
D5BL.DE vs. SXRY.DE - Dividend Comparison
Neither D5BL.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and SXRY.DE have a correlation of 0.78, 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 0.33% for SXRY.DE.
D5BL.DE tracks MSCI Europe Enhanced Value, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for D5BL.DE and 0.33% for SXRY.DE.
Find the right allocation for D5BL.DE and SXRY.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