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DBX5.DE vs. XBAS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX5.DE vs. XBAS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) and Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBX5.DE achieves a 65.12% return, which is significantly higher than XBAS.DE's 18.59% return. Over the past 10 years, DBX5.DE has outperformed XBAS.DE with an annualized return of 20.60%, while XBAS.DE has yielded a comparatively lower 8.33% annualized return.


DBX5.DE

1D
0.11%
1M
-3.75%
6M
56.19%
YTD
65.12%
1Y
91.19%
3Y*
39.59%
5Y*
21.20%
10Y*
20.60%

XBAS.DE

1D
1.29%
1M
11.85%
6M
16.83%
YTD
18.59%
1Y
28.96%
3Y*
22.62%
5Y*
12.49%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX5.DE vs. XBAS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBX5.DE
Xtrackers MSCI Taiwan UCITS ETF 1C
65.12%18.33%31.08%24.13%-25.18%37.79%24.49%39.17%-5.53%12.64%
XBAS.DE
Xtrackers MSCI Singapore UCITS ETF (Acc)
18.59%15.70%34.37%0.79%-4.51%12.71%-13.87%19.13%-5.74%17.31%

Correlation

The correlation between DBX5.DE and XBAS.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

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.55

The correlation between DBX5.DE and XBAS.DE shifts across timeframes, from 0.38 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBX5.DE vs. XBAS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBX5.DE
DBX5.DE Risk / Return Rank: 9595
Overall Rank
DBX5.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DBX5.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
DBX5.DE Omega Ratio Rank: 9494
Omega Ratio Rank
DBX5.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
DBX5.DE Martin Ratio Rank: 9696
Martin Ratio Rank

XBAS.DE
XBAS.DE Risk / Return Rank: 8080
Overall Rank
XBAS.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XBAS.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
XBAS.DE Omega Ratio Rank: 8080
Omega Ratio Rank
XBAS.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XBAS.DE Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBX5.DE vs. XBAS.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 MSCI Singapore UCITS ETF (Acc) (XBAS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DBX5.DEXBAS.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.53

1.37

+0.16

Calmar ratioReturn relative to maximum drawdown

9.24

4.04

+5.21

Martin ratioReturn relative to average drawdown

24.56

10.09

+14.47

DBX5.DE vs. XBAS.DE - Sharpe Ratio Comparison

The current DBX5.DE Sharpe Ratio is 3.34, which is higher than the XBAS.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of DBX5.DE and XBAS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DBX5.DE vs. XBAS.DE - Drawdown Comparison

The maximum DBX5.DE drawdown since its inception was -65.09%, which is greater than XBAS.DE's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for DBX5.DE and XBAS.DE.


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Drawdown Indicators


DBX5.DEXBAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.09%

-36.43%

-28.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.81%

-7.14%

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-30.80%

-20.54%

-10.26%

Max Drawdown (5Y)

Largest decline over 5 years

-32.61%

-20.54%

-12.07%

Max Drawdown (10Y)

Largest decline over 10 years

-32.61%

-36.43%

+3.82%

Current Drawdown

Current decline from peak

-9.71%

0.00%

-9.71%

Average Drawdown

Average peak-to-trough decline

-16.34%

-10.44%

-5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

2.86%

+0.84%

Volatility

DBX5.DE vs. XBAS.DE - Volatility Comparison

Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a higher volatility of 12.47% compared to Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.DE) at 3.49%. This indicates that DBX5.DE's price experiences larger fluctuations and is considered to be riskier than XBAS.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.DEXBAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.47%

3.49%

+8.98%

Volatility (6M)

Calculated over the trailing 6-month period

23.31%

10.14%

+13.17%

Volatility (1Y)

Calculated over the trailing 1-year period

27.23%

13.92%

+13.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

15.71%

+6.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.90%

16.54%

+4.36%

DBX5.DE vs. XBAS.DE - Expense Ratio Comparison

DBX5.DE has a 0.65% expense ratio, which is higher than XBAS.DE's 0.50% expense ratio.


Dividends

DBX5.DE vs. XBAS.DE - Dividend Comparison

Neither DBX5.DE nor XBAS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBX5.DE and XBAS.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, XBAS.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBAS.DE is cheaper with a 0.50% expense ratio, compared with 0.65% for DBX5.DE.

DBX5.DE is categorized as Taiwan Equities, while XBAS.DE is Asia Pacific Equities. DBX5.DE tracks MSCI Taiwan 20/35 Custom, while XBAS.DE tracks MSCI Singapore Investable Market Index. Their fees differ too: 0.65% for DBX5.DE and 0.50% for XBAS.DE.

Portfolio Optimizer

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