DEAM.DE vs. D5BL.DE
DEAM.DE (Invesco MDAX UCITS ETF A) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - DEAM.DE tracks the MDAX® while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, DEAM.DE returned -0.95%/yr vs 14.60%/yr for D5BL.DE. A 0.77 correlation means they provide meaningful diversification when combined. DEAM.DE charges 0.19%/yr vs 0.15%/yr for D5BL.DE.
Performance
DEAM.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DEAM.DE achieves a 6.73% return, which is significantly lower than D5BL.DE's 13.85% return.
DEAM.DE
- 1D
- 0.22%
- 1M
- 5.09%
- YTD
- 6.73%
- 6M
- 10.46%
- 1Y
- 5.21%
- 3Y*
- 6.11%
- 5Y*
- -0.95%
- 10Y*
- —
D5BL.DE
- 1D
- -0.38%
- 1M
- 4.90%
- YTD
- 13.85%
- 6M
- 17.13%
- 1Y
- 33.04%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
DEAM.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DEAM.DE Invesco MDAX UCITS ETF A | 6.73% | 19.33% | -6.03% | 7.33% | -28.80% | 13.67% | 8.05% | 15.51% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 12.00% |
Correlation
The correlation between DEAM.DE and D5BL.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2019 | 0.77 |
The correlation between DEAM.DE and D5BL.DE has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.
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Return for Risk
DEAM.DE vs. D5BL.DE — Risk / Return Rank
DEAM.DE
D5BL.DE
DEAM.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MDAX UCITS ETF A (DEAM.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.
| DEAM.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.42 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 3.28 | -2.92 |
| Martin ratioReturn relative to average drawdown | 0.98 | 12.52 | -11.53 |
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
| DEAM.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 2.28 | -2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.93 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.48 | -0.30 |
Drawdowns
DEAM.DE vs. D5BL.DE - Drawdown Comparison
The maximum DEAM.DE drawdown since its inception was -40.04%, roughly equal to the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for DEAM.DE and D5BL.DE.
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Drawdown Indicators
| DEAM.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.04% | -40.40% | +0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.47% | -10.02% | -4.45% |
Max Drawdown (3Y)Largest decline over 3 years | -18.48% | -17.36% | -1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -40.04% | -19.58% | -20.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.40% | — |
Current DrawdownCurrent decline from peak | -11.42% | -1.22% | -10.20% |
Average DrawdownAverage peak-to-trough decline | -16.30% | -7.23% | -9.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.26% | 2.63% | +2.63% |
Volatility
DEAM.DE vs. D5BL.DE - Volatility Comparison
Invesco MDAX UCITS ETF A (DEAM.DE) has a higher volatility of 5.08% compared to Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) at 4.83%. This indicates that DEAM.DE's price experiences larger fluctuations and is considered to be riskier than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEAM.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 4.83% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 15.33% | 11.54% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.59% | 14.44% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 15.59% | +3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 17.76% | +1.85% |
DEAM.DE vs. D5BL.DE - Expense Ratio Comparison
DEAM.DE has a 0.19% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DEAM.DE vs. D5BL.DE - Dividend Comparison
Neither DEAM.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
DEAM.DE and D5BL.DE have a correlation of 0.70, 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 0.19% for DEAM.DE.
DEAM.DE tracks MDAX®, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.19% for DEAM.DE and 0.15% for D5BL.DE.
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