D5BL.DE vs. ZPRW.DE
Compare and contrast key facts about Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and SPDR MSCI Europe Value UCITS ETF (ZPRW.DE).
D5BL.DE and ZPRW.DE 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. ZPRW.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Value Exposure Select. It was launched on Feb 18, 2015. Both D5BL.DE and ZPRW.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: D5BL.DE or ZPRW.DE.
Key characteristics
| D5BL.DE | ZPRW.DE | |
|---|---|---|
| YTD Return | 9.52% | 8.22% |
| 1Y Return | 15.37% | 13.84% |
| 3Y Return (Ann) | 6.32% | 5.82% |
| 5Y Return (Ann) | 7.72% | 7.28% |
| Sharpe Ratio | 1.35 | 1.24 |
| Sortino Ratio | 1.85 | 1.69 |
| Omega Ratio | 1.24 | 1.22 |
| Calmar Ratio | 1.80 | 1.77 |
| Martin Ratio | 6.38 | 6.67 |
| Ulcer Index | 2.35% | 2.03% |
| Daily Std Dev | 11.10% | 10.92% |
| Max Drawdown | -40.35% | -39.54% |
| Current Drawdown | -2.96% | -2.51% |
Correlation
The correlation between D5BL.DE and ZPRW.DE is 0.85, 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.
Performance
D5BL.DE vs. ZPRW.DE - Performance Comparison
In the year-to-date period, D5BL.DE achieves a 9.52% return, which is significantly higher than ZPRW.DE's 8.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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D5BL.DE vs. ZPRW.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than ZPRW.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%.
Risk-Adjusted Performance
D5BL.DE vs. ZPRW.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and SPDR MSCI Europe Value UCITS ETF (ZPRW.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.
Dividends
D5BL.DE vs. ZPRW.DE - Dividend Comparison
Neither D5BL.DE nor ZPRW.DE has paid dividends to shareholders.
Drawdowns
D5BL.DE vs. ZPRW.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.35%, roughly equal to the maximum ZPRW.DE drawdown of -39.54%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and ZPRW.DE. For additional features, visit the drawdowns tool.
Volatility
D5BL.DE vs. ZPRW.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 5.07% compared to SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) at 4.60%. This indicates that D5BL.DE's price experiences larger fluctuations and is considered to be riskier than ZPRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.