D5BL.DE vs. XDEW.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, D5BL.DE returned 11.14%/yr vs 11.04%/yr for XDEW.DE. A 0.68 correlation means they provide meaningful diversification when combined. D5BL.DE charges 0.15%/yr vs 0.20%/yr for XDEW.DE.
Performance
D5BL.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BL.DE achieves a 15.58% return, which is significantly higher than XDEW.DE's 14.50% return. Both investments have delivered pretty close results over the past 10 years, with D5BL.DE having a 11.14% annualized return and XDEW.DE not far behind at 11.04%.
D5BL.DE
- 1D
- -0.29%
- 1M
- 0.47%
- 6M
- 12.06%
- YTD
- 15.58%
- 1Y
- 33.61%
- 3Y*
- 21.43%
- 5Y*
- 15.51%
- 10Y*
- 11.14%
XDEW.DE
- 1D
- -0.34%
- 1M
- 2.32%
- 6M
- 9.75%
- YTD
- 14.50%
- 1Y
- 19.87%
- 3Y*
- 12.62%
- 5Y*
- 9.52%
- 10Y*
- 11.04%
D5BL.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 15.58% | 35.80% | 10.37% | 14.11% | -4.61% | 26.80% | -8.55% | 22.92% | -14.01% | 9.78% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between D5BL.DE and XDEW.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.68 |
The correlation between D5BL.DE and XDEW.DE shifts across timeframes, from 0.49 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
D5BL.DE vs. XDEW.DE — Risk / Return Rank
D5BL.DE
XDEW.DE
D5BL.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.35 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 3.91 | -0.57 |
| Martin ratioReturn relative to average drawdown | 12.75 | 12.05 | +0.70 |
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Drawdowns
D5BL.DE vs. XDEW.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.39%, roughly equal to the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and XDEW.DE.
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Drawdown Indicators
| D5BL.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.39% | -38.79% | -1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -5.06% | -4.96% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -22.70% | +5.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -22.70% | +3.12% |
Max Drawdown (10Y)Largest decline over 10 years | -40.39% | -38.79% | -1.60% |
Current DrawdownCurrent decline from peak | -1.94% | -0.61% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -5.33% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 1.65% | +0.98% |
Volatility
D5BL.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 4.01% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that D5BL.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.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.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 2.81% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 6.82% | +5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 10.43% | +4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 14.90% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 16.80% | +0.52% |
D5BL.DE vs. XDEW.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than XDEW.DE's 0.20% expense ratio. Despite the difference, 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. XDEW.DE - Dividend Comparison
Neither D5BL.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and XDEW.DE have a correlation of 0.49, 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 0.20% for XDEW.DE.
D5BL.DE is categorized as Europe Equities, while XDEW.DE is S&P 500. D5BL.DE tracks MSCI Europe Enhanced Value, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.15% for D5BL.DE and 0.20% for XDEW.DE.
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