DXS6.DE vs. DBX5.DE

Last updated Jul 16, 2026

DXS6.DE (Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc)) and DBX5.DE (Xtrackers MSCI Taiwan UCITS ETF 1C) are both exchange-traded funds - DXS6.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan Select Screened Index, while DBX5.DE is a Taiwan Equities fund tracking the MSCI Taiwan 20/35 Custom. Both are passively managed. Over the past 10 years, DXS6.DE returned 6.48%/yr vs 20.60%/yr for DBX5.DE. A 0.61 correlation means they provide meaningful diversification when combined. DXS6.DE charges 0.25%/yr vs 0.65%/yr for DBX5.DE.

Performance

DXS6.DE vs. DBX5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc) (DXS6.DE) and Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DXS6.DE achieves a 8.66% return, which is significantly lower than DBX5.DE's 65.12% return. Over the past 10 years, DXS6.DE has underperformed DBX5.DE with an annualized return of 6.48%, while DBX5.DE has yielded a comparatively higher 20.60% annualized return.

DXS6.DE

• 1D: 1.61%
• 1M: 3.90%
• 6M: 6.17%
• YTD: 8.66%
• 1Y: 13.34%
• 3Y*: 10.04%
• 5Y*: 5.49%
• 10Y*: 6.48%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DXS6.DE vs. DBX5.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DXS6.DE Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc)	8.66%	6.37%	13.01%	1.46%	-1.97%	12.85%	-3.11%	21.25%	-6.24%	10.26%
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%

Correlation

The correlation between DXS6.DE and DBX5.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (10Y) Calculated over the trailing 10-year period	0.59
Correlation (All Time) Calculated using the full available price history since Jan 20, 2009	0.61

Over the past year, the correlation between DXS6.DE and DBX5.DE has dropped to 0.33 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

Return for Risk

DXS6.DE vs. DBX5.DE — Risk / Return Rank

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

DXS6.DE

DXS6.DE Risk / Return Rank: 29
DXS6.DE Sharpe Ratio Rank: 28
DXS6.DE Sortino Ratio Rank: 28
DXS6.DE Omega Ratio Rank: 27
DXS6.DE Calmar Ratio Rank: 33
DXS6.DE Martin Ratio Rank: 30

DBX5.DE

DBX5.DE Risk / Return Rank: 95
DBX5.DE Sharpe Ratio Rank: 96
DBX5.DE Sortino Ratio Rank: 94
DBX5.DE Omega Ratio Rank: 94
DBX5.DE Calmar Ratio Rank: 97
DBX5.DE Martin Ratio Rank: 96

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.

DXS6.DE vs. DBX5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc) (DXS6.DE) and Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.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.

	DXS6.DE	DBX5.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.87	3.34	-2.47
Sortino ratio: Return per unit of downside risk	1.32	3.94	-2.61
Omega ratio: Gain probability vs. loss probability	1.16	1.53	-0.37
Calmar ratio: Return relative to maximum drawdown	1.44	9.24	-7.80
Martin ratio: Return relative to average drawdown	3.64	24.56	-20.92

DXS6.DE vs. DBX5.DE - Sharpe Ratio Comparison

The current DXS6.DE Sharpe Ratio is 0.87, which is lower than the DBX5.DE Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of DXS6.DE and DBX5.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.

Drawdowns

DXS6.DE vs. DBX5.DE - Drawdown Comparison

The maximum DXS6.DE drawdown since its inception was -36.97%, smaller than the maximum DBX5.DE drawdown of -65.09%. Use the drawdown chart below to compare losses from any high point for DXS6.DE and DBX5.DE.

Drawdown Indicators

	DXS6.DE	DBX5.DE	Difference
Max Drawdown Largest peak-to-trough decline	-36.97%	-65.09%	+28.12%
Max Drawdown (1Y) Largest decline over 1 year	-9.20%	-9.81%	+0.61%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-30.80%	+10.88%
Max Drawdown (5Y) Largest decline over 5 years	-19.92%	-32.61%	+12.69%
Max Drawdown (10Y) Largest decline over 10 years	-36.97%	-32.61%	-4.36%
Current Drawdown Current decline from peak	-2.12%	-9.71%	+7.59%
Average Drawdown Average peak-to-trough decline	-7.77%	-16.34%	+8.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	3.70%	-0.04%

Volatility

DXS6.DE vs. DBX5.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc) (DXS6.DE) is 4.68%, while Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a volatility of 12.47%. This indicates that DXS6.DE experiences smaller price fluctuations and is considered to be less risky than DBX5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DXS6.DE	DBX5.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.68%	12.47%	-7.79%
Volatility (6M) Calculated over the trailing 6-month period	12.12%	23.31%	-11.19%
Volatility (1Y) Calculated over the trailing 1-year period	15.28%	27.23%	-11.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.48%	22.34%	-6.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.75%	20.90%	-4.15%

DXS6.DE vs. DBX5.DE - Expense Ratio Comparison

DXS6.DE has a 0.25% expense ratio, which is lower than DBX5.DE's 0.65% expense ratio.

Dividends

DXS6.DE vs. DBX5.DE - Dividend Comparison

Neither DXS6.DE nor DBX5.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DXS6.DE and DBX5.DE in my portfolio?

DXS6.DE and DBX5.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DXS6.DE or DBX5.DE?

On fees, DXS6.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DXS6.DE or DBX5.DE?

DXS6.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for DBX5.DE.

What is the main difference between DXS6.DE and DBX5.DE?

DXS6.DE is categorized as Asia Pacific Equities, while DBX5.DE is Taiwan Equities. DXS6.DE tracks MSCI Pacific ex Japan Select Screened Index, while DBX5.DE tracks MSCI Taiwan 20/35 Custom. Their fees differ too: 0.25% for DXS6.DE and 0.65% for DBX5.DE.