D5BL.DE vs. XEON.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Both are passively managed. Over the past 10 years, D5BL.DE returned 10.77%/yr vs 0.70%/yr for XEON.DE. At a 0.03 correlation, their price movements are largely independent. D5BL.DE charges 0.15%/yr vs 0.10%/yr for XEON.DE.
Performance
D5BL.DE vs. XEON.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 XEON.DE's 0.80% return. Over the past 10 years, D5BL.DE has outperformed XEON.DE with an annualized return of 10.77%, while XEON.DE has yielded a comparatively lower 0.70% 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%
XEON.DE
- 1D
- -0.01%
- 1M
- 0.15%
- YTD
- 0.80%
- 6M
- 0.95%
- 1Y
- 1.95%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
D5BL.DE vs. XEON.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% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.80% | 2.25% | 3.78% | 3.30% | -0.04% | -0.58% | -0.57% | -0.49% | -0.47% | -0.52% |
Correlation
The correlation between D5BL.DE and XEON.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.03 |
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Return for Risk
D5BL.DE vs. XEON.DE — Risk / Return Rank
D5BL.DE
XEON.DE
D5BL.DE vs. XEON.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 II EUR Overnight Rate Swap UCITS ETF 1C (XEON.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 | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.66 | ||
| Sortino ratioReturn per unit of downside risk | -18.00 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 4.27 | -2.86 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 69.36 | -66.08 |
| Martin ratioReturn relative to average drawdown | 12.52 | 316.53 | -304.02 |
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 | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 8.94 | -6.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 7.54 | -6.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 1.78 | -1.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.74 | -0.26 |
Drawdowns
D5BL.DE vs. XEON.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, which is greater than XEON.DE's maximum drawdown of -3.71%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and XEON.DE.
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Drawdown Indicators
| D5BL.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -3.71% | -36.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -0.03% | -9.99% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -0.08% | -17.28% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -0.71% | -18.87% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | -3.25% | -37.15% |
Current DrawdownCurrent decline from peak | -1.22% | -0.01% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -0.92% | -6.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 0.01% | +2.62% |
Volatility
D5BL.DE vs. XEON.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 4.83% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that D5BL.DE's price experiences larger fluctuations and is considered to be riskier than XEON.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 | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 0.04% | +4.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 0.16% | +11.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 0.22% | +14.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 0.25% | +15.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 0.39% | +17.37% |
D5BL.DE vs. XEON.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is higher than XEON.DE's 0.10% expense ratio. However, 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. XEON.DE - Dividend Comparison
Neither D5BL.DE nor XEON.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and XEON.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XEON.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XEON.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for D5BL.DE.
D5BL.DE is categorized as Europe Equities, while XEON.DE is Bank Loan. D5BL.DE tracks MSCI Europe Enhanced Value, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.15% for D5BL.DE and 0.10% for XEON.DE.
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