DXSA.DE vs. D5BL.DE
DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds from Xtrackers - DXSA.DE tracks the EURO STOXX® Quality Dividend 50 while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, DXSA.DE returned 9.19%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.88 suggests significant overlap in exposure. DXSA.DE charges 0.30%/yr vs 0.15%/yr for D5BL.DE.
Performance
DXSA.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSA.DE achieves a 9.28% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, DXSA.DE has underperformed D5BL.DE with an annualized return of 9.19%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
DXSA.DE
- 1D
- 0.23%
- 1M
- 3.23%
- YTD
- 9.28%
- 6M
- 11.44%
- 1Y
- 19.71%
- 3Y*
- 19.44%
- 5Y*
- 12.02%
- 10Y*
- 9.19%
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%
DXSA.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 9.28% | 33.40% | 10.36% | 17.93% | -9.82% | 18.67% | -9.07% | 22.54% | -13.01% | 10.40% |
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 DXSA.DE and D5BL.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.88 |
The correlation between DXSA.DE and D5BL.DE shifts across timeframes, from 0.78 (1 year) to 0.88 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DXSA.DE vs. D5BL.DE — Risk / Return Rank
DXSA.DE
D5BL.DE
DXSA.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.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.
| DXSA.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 3.28 | -0.69 |
| Martin ratioReturn relative to average drawdown | 8.70 | 12.52 | -3.82 |
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
| DXSA.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.28 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.93 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.60 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.48 | -0.32 |
Drawdowns
DXSA.DE vs. D5BL.DE - Drawdown Comparison
The maximum DXSA.DE drawdown since its inception was -71.31%, which is greater than D5BL.DE's maximum drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and D5BL.DE.
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Drawdown Indicators
| DXSA.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -40.40% | -30.91% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -10.02% | +2.45% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -17.36% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.14% | -19.58% | -3.56% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -40.40% | +4.25% |
Current DrawdownCurrent decline from peak | -0.96% | -1.22% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -7.23% | -15.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.63% | -0.37% |
Volatility
DXSA.DE vs. D5BL.DE - Volatility Comparison
The current volatility for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) is 2.73%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that DXSA.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
| DXSA.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 4.83% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 11.54% | -3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 14.44% | -3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 15.59% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 17.76% | -2.16% |
DXSA.DE vs. D5BL.DE - Expense Ratio Comparison
DXSA.DE has a 0.30% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
DXSA.DE vs. D5BL.DE - Dividend Comparison
DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, 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% |
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 4.51% | 4.96% | 5.39% | 4.32% | 4.62% | 5.73% | 5.96% | 2.34% | 4.64% | 3.00% | 2.93% | 0.14% |
Frequently Asked Questions
DXSA.DE and D5BL.DE have a correlation of 0.78, 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 0.30% for DXSA.DE.
DXSA.DE tracks EURO STOXX® Quality Dividend 50, while D5BL.DE tracks MSCI Europe Enhanced Value. Their fees differ too: 0.30% for DXSA.DE and 0.15% for D5BL.DE.
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