DBX5.DE vs. QDV5.DE
DBX5.DE (Xtrackers MSCI Taiwan UCITS ETF 1C) and QDV5.DE (iShares MSCI India UCITS ETF USD (Acc)) are both Asia Pacific Equities funds - DBX5.DE tracks the MSCI Taiwan 20/35 Custom while QDV5.DE tracks the MSCI India. Both are passively managed. Over the past 5 years, DBX5.DE returned 22.99%/yr vs 4.37%/yr for QDV5.DE. At a 0.43 correlation, their price movements are largely independent. Both charge a 0.65% expense ratio.
Performance
DBX5.DE vs. QDV5.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 QDV5.DE's -11.72% return.
DBX5.DE
- 1D
- -1.95%
- 1M
- 12.70%
- YTD
- 69.45%
- 6M
- 72.00%
- 1Y
- 110.55%
- 3Y*
- 40.65%
- 5Y*
- 22.99%
- 10Y*
- 22.04%
QDV5.DE
- 1D
- 1.21%
- 1M
- -4.24%
- YTD
- -11.72%
- 6M
- -13.23%
- 1Y
- -14.33%
- 3Y*
- 2.49%
- 5Y*
- 4.37%
- 10Y*
- —
DBX5.DE vs. QDV5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DBX5.DE Xtrackers MSCI Taiwan UCITS ETF 1C | 69.45% | 18.33% | 31.08% | 24.15% | -25.19% | 37.79% | 24.51% | 39.18% | -7.77% |
QDV5.DE iShares MSCI India UCITS ETF USD (Acc) | -11.72% | -7.96% | 15.56% | 14.91% | -1.74% | 34.99% | 3.47% | 10.62% | 1.31% |
Correlation
The correlation between DBX5.DE and QDV5.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 31, 2018 | 0.43 |
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Return for Risk
DBX5.DE vs. QDV5.DE — Risk / Return Rank
DBX5.DE
QDV5.DE
DBX5.DE vs. QDV5.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 iShares MSCI India UCITS ETF USD (Acc) (QDV5.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 | QDV5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.46 | ||
| Sortino ratioReturn per unit of downside risk | +6.53 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 0.87 | +0.86 |
| Calmar ratioReturn relative to maximum drawdown | 12.09 | -0.69 | +12.79 |
| Martin ratioReturn relative to average drawdown | 35.84 | -1.54 | +37.38 |
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 | QDV5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.62 | -0.85 | +5.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.26 | +0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.30 | +0.24 |
Drawdowns
DBX5.DE vs. QDV5.DE - Drawdown Comparison
The maximum DBX5.DE drawdown since its inception was -55.28%, which is greater than QDV5.DE's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for DBX5.DE and QDV5.DE.
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Drawdown Indicators
| DBX5.DE | QDV5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.28% | -41.06% | -14.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -19.83% | +10.60% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -27.44% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -32.62% | -27.44% | -5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -32.62% | — | — |
Current DrawdownCurrent decline from peak | -1.97% | -24.03% | +22.06% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -8.12% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 8.90% | -5.78% |
Volatility
DBX5.DE vs. QDV5.DE - Volatility Comparison
Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a higher volatility of 10.28% compared to iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) at 6.04%. This indicates that DBX5.DE's price experiences larger fluctuations and is considered to be riskier than QDV5.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 | QDV5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.28% | 6.04% | +4.24% |
Volatility (6M)Calculated over the trailing 6-month period | 19.59% | 13.58% | +6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.18% | 16.20% | +7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.58% | 16.43% | +5.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 21.60% | -1.05% |
DBX5.DE vs. QDV5.DE - Expense Ratio Comparison
Both DBX5.DE and QDV5.DE have an expense ratio of 0.65%.
Dividends
DBX5.DE vs. QDV5.DE - Dividend Comparison
Neither DBX5.DE nor QDV5.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX5.DE and QDV5.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DBX5.DE and QDV5.DE have the same expense ratio: 0.65% per year.
DBX5.DE tracks MSCI Taiwan 20/35 Custom, while QDV5.DE tracks MSCI India. They also come from different issuers: Xtrackers and iShares.
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