ES50.DE vs. D5BL.DE
ES50.DE (iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - ES50.DE tracks the EURO STOXX 50 ESG Index while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past year, ES50.DE returned 19.03% vs 32.33% for D5BL.DE. Their correlation of 0.84 suggests significant overlap in exposure. ES50.DE charges 0.10%/yr vs 0.15%/yr for D5BL.DE.
Performance
ES50.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ES50.DE achieves a 8.46% return, which is significantly lower than D5BL.DE's 13.85% return.
ES50.DE
- 1D
- 0.43%
- 1M
- 5.28%
- YTD
- 8.46%
- 6M
- 10.04%
- 1Y
- 19.03%
- 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%
ES50.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 8.46% | 25.72% | 13.20% | 6.66% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 1.71% |
Correlation
The correlation between ES50.DE and D5BL.DE is 0.83, 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 | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2023 | 0.84 |
The correlation between ES50.DE and D5BL.DE has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.
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Return for Risk
ES50.DE vs. D5BL.DE — Risk / Return Rank
ES50.DE
D5BL.DE
ES50.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.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.
| ES50.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 3.28 | -1.66 |
| Martin ratioReturn relative to average drawdown | 5.62 | 12.52 | -6.89 |
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
| ES50.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 2.28 | -1.16 |
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 | 1.20 | 0.48 | +0.72 |
Drawdowns
ES50.DE vs. D5BL.DE - Drawdown Comparison
The maximum ES50.DE drawdown since its inception was -15.53%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for ES50.DE and D5BL.DE.
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Drawdown Indicators
| ES50.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.53% | -40.40% | +24.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -10.02% | -1.68% |
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 | -0.44% | -1.22% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -7.23% | +4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.63% | +0.75% |
Volatility
ES50.DE vs. D5BL.DE - Volatility Comparison
iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) has a higher volatility of 5.08% compared to Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) at 4.83%. This indicates that ES50.DE's price experiences larger fluctuations and is considered to be riskier 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
| ES50.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 4.83% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 11.54% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 14.44% | +2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 15.59% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 17.76% | -2.00% |
ES50.DE vs. D5BL.DE - Expense Ratio Comparison
ES50.DE has a 0.10% expense ratio, which is lower than D5BL.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ES50.DE vs. D5BL.DE - Dividend Comparison
Neither ES50.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
ES50.DE and D5BL.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ES50.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ES50.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for D5BL.DE.
ES50.DE tracks EURO STOXX 50 ESG Index, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for ES50.DE and 0.15% for D5BL.DE.
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