D5BL.DE vs. XDWT.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, D5BL.DE returned 10.77%/yr vs 24.00%/yr for XDWT.DE. A 0.52 correlation means they provide meaningful diversification when combined. D5BL.DE charges 0.15%/yr vs 0.25%/yr for XDWT.DE.
Performance
D5BL.DE vs. XDWT.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 lower than XDWT.DE's 25.23% return. Over the past 10 years, D5BL.DE has underperformed XDWT.DE with an annualized return of 10.77%, while XDWT.DE has yielded a comparatively higher 24.00% 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%
XDWT.DE
- 1D
- -2.03%
- 1M
- 12.76%
- YTD
- 25.23%
- 6M
- 23.47%
- 1Y
- 47.87%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
D5BL.DE vs. XDWT.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% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.78% | 21.03% |
Correlation
The correlation between D5BL.DE and XDWT.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.52 |
The correlation between D5BL.DE and XDWT.DE shifts across timeframes, from 0.35 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
D5BL.DE vs. XDWT.DE — Risk / Return Rank
D5BL.DE
XDWT.DE
D5BL.DE vs. XDWT.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 Information Technology UCITS ETF 1C (XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 3.12 | +0.16 |
| Martin ratioReturn relative to average drawdown | 12.52 | 8.24 | +4.27 |
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 | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.38 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.99 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 1.11 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.09 | -0.61 |
Drawdowns
D5BL.DE vs. XDWT.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and XDWT.DE.
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Drawdown Indicators
| D5BL.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -31.61% | -8.79% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -15.59% | +5.57% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -29.46% | +12.10% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -29.46% | +9.88% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | -31.61% | -8.79% |
Current DrawdownCurrent decline from peak | -1.22% | -2.61% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -5.82% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 5.91% | -3.28% |
Volatility
D5BL.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) is 4.83%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that D5BL.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 7.11% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 14.96% | -3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 20.39% | -5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 22.55% | -6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 21.46% | -3.70% |
D5BL.DE vs. XDWT.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than XDWT.DE's 0.25% 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. XDWT.DE - Dividend Comparison
Neither D5BL.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and XDWT.DE have a correlation of 0.41, 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 0.25% for XDWT.DE.
D5BL.DE is categorized as Europe Equities, while XDWT.DE is Technology Equities. D5BL.DE tracks MSCI Europe Enhanced Value, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.15% for D5BL.DE and 0.25% for XDWT.DE.
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