D5BL.DE vs. XMEU.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L).

D5BL.DE and XMEU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. D5BL.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe Enhanced Value. It was launched on Mar 26, 2010. XMEU.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe NR EUR. It was launched on Jan 10, 2007. Both D5BL.DE and XMEU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

D5BL.DE vs. XMEU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L). The values are adjusted to include any dividend payments, if applicable.

D5BL.DE vs. XMEU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF	4.82%	35.78%	10.37%	14.14%	-4.63%	26.83%	-8.58%	22.90%	-13.98%	9.78%
XMEU.L Xtrackers MSCI Europe UCITS ETF 1C	1.82%	19.25%	8.60%	15.66%	-8.46%	24.44%	-3.11%	27.05%	-10.57%	10.30%

Different Trading Currencies

D5BL.DE is traded in EUR, while XMEU.L is traded in GBp. To make them comparable, the XMEU.L 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 4.82% return, which is significantly higher than XMEU.L's 1.86% return. Over the past 10 years, D5BL.DE has outperformed XMEU.L with an annualized return of 10.39%, while XMEU.L has yielded a comparatively lower 9.00% annualized return.

D5BL.DE

• 1D: 2.51%
• 1M: 0.84%
• YTD: 4.82%
• 6M: 14.83%
• 1Y: 28.94%
• 3Y*: 18.62%
• 5Y*: 13.82%
• 10Y*: 10.39%

XMEU.L

• 1D: 2.80%
• 1M: -3.89%
• YTD: 1.86%
• 6M: 6.56%
• 1Y: 13.34%
• 3Y*: 12.27%
• 5Y*: 9.94%
• 10Y*: 9.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BL.DE vs. XMEU.L - Expense Ratio Comparison

D5BL.DE has a 0.15% expense ratio, which is higher than XMEU.L's 0.12% 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%.

D5BL.DE

Xtrackers MSCI Europe Value UCITS ETF

XMEU.L

Xtrackers MSCI Europe UCITS ETF 1C

Return for Risk

D5BL.DE vs. XMEU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

D5BL.DE

D5BL.DE Risk / Return Rank: 83
D5BL.DE Sharpe Ratio Rank: 83
D5BL.DE Sortino Ratio Rank: 80
D5BL.DE Omega Ratio Rank: 83
D5BL.DE Calmar Ratio Rank: 84
D5BL.DE Martin Ratio Rank: 83

XMEU.L

XMEU.L Risk / Return Rank: 67
XMEU.L Sharpe Ratio Rank: 71
XMEU.L Sortino Ratio Rank: 65
XMEU.L Omega Ratio Rank: 69
XMEU.L Calmar Ratio Rank: 66
XMEU.L Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

D5BL.DE vs. XMEU.L - 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 Europe UCITS ETF 1C (XMEU.L). 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	XMEU.L	Difference
Sharpe ratio Return per unit of total volatility	1.68	0.90	+0.78
Sortino ratio Return per unit of downside risk	2.17	1.22	+0.95
Omega ratio Gain probability vs. loss probability	1.34	1.19	+0.15
Calmar ratio Return relative to maximum drawdown	2.64	1.41	+1.23
Martin ratio Return relative to average drawdown	10.10	5.23	+4.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

D5BL.DE vs. XMEU.L - Sharpe Ratio Comparison

The current D5BL.DE Sharpe Ratio is 1.68, which is higher than the XMEU.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of D5BL.DE and XMEU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	D5BL.DE	XMEU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	0.90	+0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.70	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.58	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.32	+0.14

Correlation

The correlation between D5BL.DE and XMEU.L is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

D5BL.DE vs. XMEU.L - Dividend Comparison

Neither D5BL.DE nor XMEU.L has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XMEU.L Xtrackers MSCI Europe UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.12%

Drawdowns

D5BL.DE vs. XMEU.L - Drawdown Comparison

The maximum D5BL.DE drawdown since its inception was -40.40%, smaller than the maximum XMEU.L drawdown of -56.53%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and XMEU.L.

Drawdown Indicators

	D5BL.DE	XMEU.L	Difference
Max Drawdown Largest peak-to-trough decline	-40.40%	-44.27%	+3.87%
Max Drawdown (1Y) Largest decline over 1 year	-13.82%	-10.32%	-3.50%
Max Drawdown (5Y) Largest decline over 5 years	-19.58%	-15.60%	-3.98%
Max Drawdown (10Y) Largest decline over 10 years	-40.40%	-28.55%	-11.85%
Current Drawdown Current decline from peak	-4.63%	-6.06%	+1.43%
Average Drawdown Average peak-to-trough decline	-7.30%	-5.92%	-1.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	2.70%	+0.17%

Volatility

D5BL.DE vs. XMEU.L - Volatility Comparison

Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 6.30% compared to Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) at 5.95%. This indicates that D5BL.DE's price experiences larger fluctuations and is considered to be riskier than XMEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	D5BL.DE	XMEU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.30%	5.95%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	10.58%	9.07%	+1.51%
Volatility (1Y) Calculated over the trailing 1-year period	16.71%	14.78%	+1.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.45%	14.13%	+1.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.76%	15.61%	+2.15%