DECD.DE vs. D5BL.DE
DECD.DE (Amundi DAX 50 ESG UCITS ETF) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - DECD.DE tracks the DAX® 50 ESG while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, DECD.DE returned 8.61%/yr vs 14.60%/yr for D5BL.DE. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.
Performance
DECD.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DECD.DE achieves a 6.02% return, which is significantly lower than D5BL.DE's 13.85% return.
DECD.DE
- 1D
- 0.95%
- 1M
- 5.39%
- YTD
- 6.02%
- 6M
- 8.92%
- 1Y
- 8.24%
- 3Y*
- 15.59%
- 5Y*
- 8.61%
- 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%
DECD.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DECD.DE Amundi DAX 50 ESG UCITS ETF | 6.02% | 20.49% | 15.14% | 19.58% | -15.27% | 15.15% | 4.11% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | 0.59% |
Correlation
The correlation between DECD.DE and D5BL.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | 0.86 |
The correlation between DECD.DE and D5BL.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
DECD.DE vs. D5BL.DE — Risk / Return Rank
DECD.DE
D5BL.DE
DECD.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi DAX 50 ESG UCITS ETF (DECD.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.
| DECD.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.42 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 3.28 | -2.58 |
| Martin ratioReturn relative to average drawdown | 2.05 | 12.52 | -10.46 |
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
| DECD.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 2.28 | -1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.93 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.48 | +0.18 |
Drawdowns
DECD.DE vs. D5BL.DE - Drawdown Comparison
The maximum DECD.DE drawdown since its inception was -28.60%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for DECD.DE and D5BL.DE.
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Drawdown Indicators
| DECD.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.60% | -40.40% | +11.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -10.02% | -1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -15.80% | -17.36% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -28.60% | -19.58% | -9.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.40% | — |
Current DrawdownCurrent decline from peak | -0.45% | -1.22% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -7.23% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 2.63% | +1.37% |
Volatility
DECD.DE vs. D5BL.DE - Volatility Comparison
The current volatility for Amundi DAX 50 ESG UCITS ETF (DECD.DE) is 4.50%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that DECD.DE experiences smaller price fluctuations and is considered to be less risky 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
| DECD.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 4.83% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 11.54% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.34% | 14.44% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 15.59% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 17.76% | -0.98% |
DECD.DE vs. D5BL.DE - Expense Ratio Comparison
Both DECD.DE and D5BL.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
DECD.DE vs. D5BL.DE - Dividend Comparison
Neither DECD.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
DECD.DE and D5BL.DE have a correlation of 0.81, 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 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DECD.DE and D5BL.DE have the same expense ratio: 0.15% per year.
DECD.DE tracks DAX® 50 ESG, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Amundi and Xtrackers.
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