DBX5.DE vs. DBX7.DE
DBX5.DE (Xtrackers MSCI Taiwan UCITS ETF 1C) and DBX7.DE (Xtrackers Nifty 50 Swap UCITS ETF 1C) are both Asia Pacific Equities funds from Xtrackers - DBX5.DE tracks the MSCI Taiwan 20/35 Custom while DBX7.DE tracks the Nifty 50. Both are passively managed. Over the past 10 years, DBX5.DE returned 22.04%/yr vs 6.12%/yr for DBX7.DE. A 0.51 correlation means they provide meaningful diversification when combined. DBX5.DE charges 0.65%/yr vs 0.85%/yr for DBX7.DE.
Performance
DBX5.DE vs. DBX7.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX5.DE achieves a 69.45% return, which is significantly higher than DBX7.DE's -14.67% return. Over the past 10 years, DBX5.DE has outperformed DBX7.DE with an annualized return of 22.04%, while DBX7.DE has yielded a comparatively lower 6.12% annualized return.
DBX5.DE
- 1D
- -1.95%
- 1M
- 14.40%
- YTD
- 69.45%
- 6M
- 74.72%
- 1Y
- 112.23%
- 3Y*
- 40.65%
- 5Y*
- 22.99%
- 10Y*
- 22.04%
DBX7.DE
- 1D
- 1.02%
- 1M
- -2.76%
- YTD
- -14.67%
- 6M
- -15.66%
- 1Y
- -16.62%
- 3Y*
- -0.53%
- 5Y*
- 3.07%
- 10Y*
- 6.12%
DBX5.DE vs. DBX7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBX5.DE Xtrackers MSCI Taiwan UCITS ETF 1C | 69.45% | 18.33% | 31.08% | 24.15% | -25.19% | 37.79% | 24.51% | 39.18% | -5.55% | 12.67% |
DBX7.DE Xtrackers Nifty 50 Swap UCITS ETF 1C | -14.67% | -7.11% | 11.08% | 14.41% | 0.26% | 31.14% | 0.48% | 12.15% | -2.45% | 19.29% |
Correlation
The correlation between DBX5.DE and DBX7.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2007 | 0.51 |
The correlation between DBX5.DE and DBX7.DE shifts across timeframes, from 0.34 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DBX5.DE vs. DBX7.DE — Risk / Return Rank
DBX5.DE
DBX7.DE
DBX5.DE vs. DBX7.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) and Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.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.
| DBX5.DE | DBX7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.71 | ||
| Sortino ratioReturn per unit of downside risk | +6.93 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 0.83 | +0.90 |
| Calmar ratioReturn relative to maximum drawdown | 12.09 | -0.83 | +12.93 |
| Martin ratioReturn relative to average drawdown | 35.84 | -1.76 | +37.60 |
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
| DBX5.DE | DBX7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.62 | -1.10 | +5.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.19 | +0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.06 | 0.30 | +0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.18 | +0.36 |
Drawdowns
DBX5.DE vs. DBX7.DE - Drawdown Comparison
The maximum DBX5.DE drawdown since its inception was -55.28%, smaller than the maximum DBX7.DE drawdown of -64.45%. Use the drawdown chart below to compare losses from any high point for DBX5.DE and DBX7.DE.
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Drawdown Indicators
| DBX5.DE | DBX7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.28% | -64.45% | +9.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -19.90% | +10.67% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -26.75% | -4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -32.62% | -26.75% | -5.87% |
Max Drawdown (10Y)Largest decline over 10 years | -32.62% | -41.75% | +9.13% |
Current DrawdownCurrent decline from peak | -1.97% | -25.53% | +23.56% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -15.94% | +4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 9.42% | -6.30% |
Volatility
DBX5.DE vs. DBX7.DE - Volatility Comparison
Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a higher volatility of 10.28% compared to Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.DE) at 5.80%. This indicates that DBX5.DE's price experiences larger fluctuations and is considered to be riskier than DBX7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBX5.DE | DBX7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.28% | 5.80% | +4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 19.59% | 12.49% | +7.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.18% | 15.10% | +9.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.58% | 15.60% | +5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 20.35% | +0.20% |
DBX5.DE vs. DBX7.DE - Expense Ratio Comparison
DBX5.DE has a 0.65% expense ratio, which is lower than DBX7.DE's 0.85% expense ratio.
Dividends
DBX5.DE vs. DBX7.DE - Dividend Comparison
Neither DBX5.DE nor DBX7.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX5.DE and DBX7.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBX5.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBX5.DE is cheaper with a 0.65% expense ratio, compared with 0.85% for DBX7.DE.
DBX5.DE tracks MSCI Taiwan 20/35 Custom, while DBX7.DE tracks Nifty 50. Their fees differ too: 0.65% for DBX5.DE and 0.85% for DBX7.DE.
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