DX2G.DE vs. D5BL.DE
DX2G.DE (Xtrackers CAC 40 UCITS ETF) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds from Xtrackers - DX2G.DE tracks the CAC 40® while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, DX2G.DE returned 9.43%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.85 suggests significant overlap in exposure. DX2G.DE charges 0.20%/yr vs 0.15%/yr for D5BL.DE.
Performance
DX2G.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2G.DE achieves a 3.56% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, DX2G.DE has underperformed D5BL.DE with an annualized return of 9.43%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
DX2G.DE
- 1D
- 1.24%
- 1M
- 0.29%
- YTD
- 3.56%
- 6M
- 3.99%
- 1Y
- 9.17%
- 3Y*
- 7.75%
- 5Y*
- 7.91%
- 10Y*
- 9.43%
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
DX2G.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 3.56% | 14.51% | -0.04% | 19.30% | -6.47% | 30.47% | -4.99% | 32.76% | -9.63% | 13.19% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
Correlation
The correlation between DX2G.DE and D5BL.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.85 |
The correlation between DX2G.DE and D5BL.DE has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.
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Return for Risk
DX2G.DE vs. D5BL.DE — Risk / Return Rank
DX2G.DE
D5BL.DE
DX2G.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers CAC 40 UCITS ETF (DX2G.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.
| DX2G.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.42 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 3.28 | -2.46 |
| Martin ratioReturn relative to average drawdown | 2.51 | 12.52 | -10.00 |
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
| DX2G.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.28 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.93 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.60 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.48 | 0.00 |
Drawdowns
DX2G.DE vs. D5BL.DE - Drawdown Comparison
The maximum DX2G.DE drawdown since its inception was -38.70%, roughly equal to the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for DX2G.DE and D5BL.DE.
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Drawdown Indicators
| DX2G.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.70% | -40.40% | +1.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -10.02% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -17.36% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -19.58% | -1.31% |
Max Drawdown (10Y)Largest decline over 10 years | -38.70% | -40.40% | +1.70% |
Current DrawdownCurrent decline from peak | -2.30% | -1.22% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -7.23% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.63% | +0.93% |
Volatility
DX2G.DE vs. D5BL.DE - Volatility Comparison
Xtrackers CAC 40 UCITS ETF (DX2G.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) have volatilities of 4.71% and 4.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DX2G.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 4.83% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 11.54% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 14.44% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 15.59% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 17.76% | +0.19% |
DX2G.DE vs. D5BL.DE - Expense Ratio Comparison
DX2G.DE has a 0.20% 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
DX2G.DE vs. D5BL.DE - Dividend Comparison
DX2G.DE's dividend yield for the trailing twelve months is around 2.97%, while D5BL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DX2G.DE Xtrackers CAC 40 UCITS ETF | 2.97% | 2.78% | 3.06% | 2.92% | 4.66% | 1.41% | 3.38% | 2.74% | 2.51% | 2.99% | 2.25% | 0.24% |
Frequently Asked Questions
DX2G.DE and D5BL.DE have a correlation of 0.79, 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 0.20% for DX2G.DE.
DX2G.DE tracks CAC 40®, while D5BL.DE tracks MSCI Europe Enhanced Value. Their fees differ too: 0.20% for DX2G.DE and 0.15% for D5BL.DE.
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