D5BL.DE vs. WQDA.AS
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and WQDA.AS (iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc) are both exchange-traded funds - D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while WQDA.AS is a Dividend fund tracking the MSCI World High Dividend Yield Advanced Select Index. Both are passively managed. Over the past 5 years, D5BL.DE returned 14.60%/yr vs 13.07%/yr for WQDA.AS. A 0.63 correlation means they provide meaningful diversification when combined. D5BL.DE charges 0.15%/yr vs 0.38%/yr for WQDA.AS.
Performance
D5BL.DE vs. WQDA.AS - Performance Comparison
Loading charts...
Different Trading Currencies
D5BL.DE is traded in EUR, while WQDA.AS is traded in USD. To make them comparable, the WQDA.AS values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, D5BL.DE achieves a 13.85% return, which is significantly lower than WQDA.AS's 15.71% 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%
WQDA.AS
- 1D
- 0.09%
- 1M
- 7.15%
- YTD
- 15.71%
- 6M
- 16.29%
- 1Y
- 28.83%
- 3Y*
- 16.31%
- 5Y*
- 13.07%
- 10Y*
- —
D5BL.DE vs. WQDA.AS - 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% | 15.58% |
WQDA.AS iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc | 15.72% | 9.71% | 17.37% | 13.68% | -1.63% | 25.23% | 6.95% |
Correlation
The correlation between D5BL.DE and WQDA.AS is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2020 | 0.63 |
The correlation between D5BL.DE and WQDA.AS has been stable across timeframes, ranging from 0.63 to 0.70 - 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. WQDA.AS — Risk / Return Rank
D5BL.DE
WQDA.AS
D5BL.DE vs. WQDA.AS - 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 MSCI World Quality Dividend Advanced UCITS ETF USD Acc (WQDA.AS). 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 | WQDA.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.44 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 5.10 | -1.82 |
| Martin ratioReturn relative to average drawdown | 12.52 | 18.14 | -5.63 |
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 | WQDA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.40 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 1.01 | -0.09 |
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 | 1.18 | -0.70 |
Drawdowns
D5BL.DE vs. WQDA.AS - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, which is greater than WQDA.AS's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and WQDA.AS.
Loading charts...
Drawdown Indicators
| D5BL.DE | WQDA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -17.13% | -23.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -5.57% | -4.45% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -17.13% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -17.13% | -2.45% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | — | — |
Current DrawdownCurrent decline from peak | -1.22% | -0.09% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -2.66% | -4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 1.58% | +1.05% |
Volatility
D5BL.DE vs. WQDA.AS - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 4.83% compared to iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc (WQDA.AS) at 3.49%. This indicates that D5BL.DE's price experiences larger fluctuations and is considered to be riskier than WQDA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| D5BL.DE | WQDA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 3.49% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 9.23% | +2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 11.83% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 12.85% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 13.52% | +4.24% |
D5BL.DE vs. WQDA.AS - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than WQDA.AS's 0.38% expense ratio.
Dividends
D5BL.DE vs. WQDA.AS - Dividend Comparison
Neither D5BL.DE nor WQDA.AS has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and WQDA.AS have a correlation of 0.70, 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 0.38% for WQDA.AS.
D5BL.DE is categorized as Europe Equities, while WQDA.AS is Dividend. D5BL.DE tracks MSCI Europe Enhanced Value, while WQDA.AS tracks MSCI World High Dividend Yield Advanced Select Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for D5BL.DE and 0.38% for WQDA.AS.
Find the right allocation for D5BL.DE and WQDA.AS
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