D5BL.DE vs. XNAS.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, D5BL.DE returned 14.60%/yr vs 18.79%/yr for XNAS.DE. At a 0.46 correlation, their price movements are largely independent. D5BL.DE charges 0.15%/yr vs 0.20%/yr for XNAS.DE.
Performance
D5BL.DE vs. XNAS.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 XNAS.DE's 20.53% 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%
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
D5BL.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 25.48% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between D5BL.DE and XNAS.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.46 |
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Return for Risk
D5BL.DE vs. XNAS.DE — Risk / Return Rank
D5BL.DE
XNAS.DE
D5BL.DE vs. XNAS.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 Nasdaq 100 UCITS ETF 1C (XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.42 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 3.77 | -0.49 |
| Martin ratioReturn relative to average drawdown | 12.52 | 11.16 | +1.35 |
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 | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.40 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.93 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.91 | -0.42 |
Drawdowns
D5BL.DE vs. XNAS.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, which is greater than XNAS.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and XNAS.DE.
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Drawdown Indicators
| D5BL.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -31.25% | -9.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -10.00% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -26.72% | +9.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -31.25% | +11.67% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | — | — |
Current DrawdownCurrent decline from peak | -1.22% | -0.83% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -7.83% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 3.38% | -0.75% |
Volatility
D5BL.DE vs. XNAS.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 4.83% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that D5BL.DE's price experiences larger fluctuations and is considered to be riskier than XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.31% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 10.91% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 15.71% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 19.88% | -4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 19.84% | -2.08% |
D5BL.DE vs. XNAS.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than XNAS.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. XNAS.DE - Dividend Comparison
Neither D5BL.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and XNAS.DE have a correlation of 0.43, 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 XNAS.DE.
D5BL.DE is categorized as Europe Equities, while XNAS.DE is Nasdaq-100. D5BL.DE tracks MSCI Europe Enhanced Value, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.15% for D5BL.DE and 0.20% for XNAS.DE.
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