EABE.DE vs. D5BL.DE
EABE.DE (Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - EABE.DE tracks the MSCI Europe NR EUR while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past year, EABE.DE returned 11.17% vs 32.33% for D5BL.DE. Their correlation of 0.82 suggests significant overlap in exposure. EABE.DE charges 0.18%/yr vs 0.15%/yr for D5BL.DE.
Performance
EABE.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EABE.DE achieves a 6.30% return, which is significantly lower than D5BL.DE's 13.85% return.
EABE.DE
- 1D
- 0.58%
- 1M
- 1.12%
- YTD
- 6.30%
- 6M
- 8.61%
- 1Y
- 11.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
EABE.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EABE.DE Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc | 6.30% | 14.64% | 6.05% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 11.94% |
Correlation
The correlation between EABE.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 (All Time) Calculated using the full available price history since Feb 12, 2024 | 0.82 |
The correlation between EABE.DE and D5BL.DE has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.
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Return for Risk
EABE.DE vs. D5BL.DE — Risk / Return Rank
EABE.DE
D5BL.DE
EABE.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc (EABE.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.
| EABE.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.42 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 3.28 | -2.14 |
| Martin ratioReturn relative to average drawdown | 3.88 | 12.52 | -8.63 |
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
| EABE.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 2.28 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.48 | +0.36 |
Drawdowns
EABE.DE vs. D5BL.DE - Drawdown Comparison
The maximum EABE.DE drawdown since its inception was -15.99%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for EABE.DE and D5BL.DE.
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Drawdown Indicators
| EABE.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.99% | -40.40% | +24.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -10.02% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.40% | — |
Current DrawdownCurrent decline from peak | -1.64% | -1.22% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -7.23% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.63% | +0.41% |
Volatility
EABE.DE vs. D5BL.DE - Volatility Comparison
The current volatility for Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc (EABE.DE) is 4.52%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that EABE.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
| EABE.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 4.83% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 11.54% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 14.44% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 15.59% | -1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.91% | 17.76% | -3.85% |
EABE.DE vs. D5BL.DE - Expense Ratio Comparison
EABE.DE has a 0.18% 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
EABE.DE vs. D5BL.DE - Dividend Comparison
Neither EABE.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
EABE.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.
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 0.18% for EABE.DE.
EABE.DE tracks MSCI Europe NR EUR, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.18% for EABE.DE and 0.15% for D5BL.DE.
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