D5BL.DE vs. XDWD.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, D5BL.DE returned 10.77%/yr vs 12.83%/yr for XDWD.DE. A 0.75 correlation means they provide meaningful diversification when combined. D5BL.DE charges 0.15%/yr vs 0.19%/yr for XDWD.DE.
Performance
D5BL.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BL.DE achieves a 13.85% return, which is significantly higher than XDWD.DE's 10.91% return. Over the past 10 years, D5BL.DE has underperformed XDWD.DE with an annualized return of 10.77%, while XDWD.DE has yielded a comparatively higher 12.83% 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%
XDWD.DE
- 1D
- -0.01%
- 1M
- 3.63%
- YTD
- 10.91%
- 6M
- 10.96%
- 1Y
- 23.80%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
D5BL.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between D5BL.DE and XDWD.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.75 |
The correlation between D5BL.DE and XDWD.DE shifts across timeframes, from 0.58 (3 years) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
D5BL.DE vs. XDWD.DE — Risk / Return Rank
D5BL.DE
XDWD.DE
D5BL.DE vs. XDWD.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 MSCI World UCITS ETF 1C (XDWD.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.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 3.63 | -0.35 |
| Martin ratioReturn relative to average drawdown | 12.52 | 14.44 | -1.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| D5BL.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.14 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.90 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.84 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.78 | -0.30 |
Drawdowns
D5BL.DE vs. XDWD.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, which is greater than XDWD.DE's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and XDWD.DE.
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Drawdown Indicators
| D5BL.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -33.55% | -6.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -6.54% | -3.48% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -21.64% | +4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -21.64% | +2.06% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | -33.55% | -6.85% |
Current DrawdownCurrent decline from peak | -1.22% | -0.33% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -4.55% | -2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 1.65% | +0.98% |
Volatility
D5BL.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 4.83% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that D5BL.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 2.60% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 7.77% | +3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 11.12% | +3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 14.13% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 15.16% | +2.60% |
D5BL.DE vs. XDWD.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than XDWD.DE's 0.19% 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. XDWD.DE - Dividend Comparison
Neither D5BL.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and XDWD.DE have a correlation of 0.63, 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 0.19% for XDWD.DE.
D5BL.DE is categorized as Europe Equities, while XDWD.DE is Global Equities. D5BL.DE tracks MSCI Europe Enhanced Value, while XDWD.DE tracks MSCI World. Their fees differ too: 0.15% for D5BL.DE and 0.19% for XDWD.DE.
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