D5BL.DE vs. XSX6.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both Europe Equities funds from Xtrackers - D5BL.DE tracks the MSCI Europe Enhanced Value while XSX6.DE tracks the STOXX® Europe 600. Both are passively managed. Over the past 10 years, D5BL.DE returned 10.77%/yr vs 9.14%/yr for XSX6.DE. Their correlation of 0.91 suggests significant overlap in exposure. D5BL.DE charges 0.15%/yr vs 0.20%/yr for XSX6.DE.
Performance
D5BL.DE vs. XSX6.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 XSX6.DE's 7.40% return. Over the past 10 years, D5BL.DE has outperformed XSX6.DE with an annualized return of 10.77%, while XSX6.DE has yielded a comparatively lower 9.14% 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%
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
D5BL.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between D5BL.DE and XSX6.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.91 |
The correlation between D5BL.DE and XSX6.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
D5BL.DE vs. XSX6.DE — Risk / Return Rank
D5BL.DE
XSX6.DE
D5BL.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.24 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 1.73 | +1.55 |
| Martin ratioReturn relative to average drawdown | 12.52 | 6.55 | +5.97 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.26 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.66 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.58 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.59 | -0.11 |
Drawdowns
D5BL.DE vs. XSX6.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, which is greater than XSX6.DE's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and XSX6.DE.
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Drawdown Indicators
| D5BL.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -36.05% | -4.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -9.46% | -0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -16.37% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -20.84% | +1.26% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | -36.05% | -4.35% |
Current DrawdownCurrent decline from peak | -1.22% | -1.56% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -5.27% | -1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.50% | +0.13% |
Volatility
D5BL.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 4.83% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that D5BL.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.26% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 10.73% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 12.95% | +1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 14.44% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 15.61% | +2.15% |
D5BL.DE vs. XSX6.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than XSX6.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. XSX6.DE - Dividend Comparison
Neither D5BL.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and XSX6.DE have a correlation of 0.88, 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 XSX6.DE.
D5BL.DE tracks MSCI Europe Enhanced Value, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.15% for D5BL.DE and 0.20% for XSX6.DE.
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