EXIE.DE vs. D5BL.DE
EXIE.DE (iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - EXIE.DE tracks the STOXX® Europe 600 while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 3 years, EXIE.DE returned 13.87%/yr vs 21.76%/yr for D5BL.DE. Their correlation of 0.88 suggests significant overlap in exposure. EXIE.DE charges 0.20%/yr vs 0.15%/yr for D5BL.DE.
Performance
EXIE.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXIE.DE achieves a 7.44% return, which is significantly lower than D5BL.DE's 13.85% return.
EXIE.DE
- 1D
- 0.59%
- 1M
- 0.81%
- YTD
- 7.44%
- 6M
- 9.96%
- 1Y
- 16.03%
- 3Y*
- 13.87%
- 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%
EXIE.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXIE.DE iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc | 7.44% | 20.59% | 8.32% | 6.62% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 3.40% |
Correlation
The correlation between EXIE.DE and D5BL.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2023 | 0.88 |
The correlation between EXIE.DE and D5BL.DE has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.
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Return for Risk
EXIE.DE vs. D5BL.DE — Risk / Return Rank
EXIE.DE
D5BL.DE
EXIE.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.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.
| EXIE.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.42 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 3.28 | -1.59 |
| Martin ratioReturn relative to average drawdown | 6.42 | 12.52 | -6.10 |
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
| EXIE.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.28 | -1.03 |
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 | 1.01 | 0.48 | +0.52 |
Drawdowns
EXIE.DE vs. D5BL.DE - Drawdown Comparison
The maximum EXIE.DE drawdown since its inception was -16.04%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for EXIE.DE and D5BL.DE.
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Drawdown Indicators
| EXIE.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.04% | -40.40% | +24.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -10.02% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -17.36% | +1.32% |
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 | -1.65% | -1.22% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -2.03% | -7.23% | +5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.63% | -0.09% |
Volatility
EXIE.DE vs. D5BL.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) is 4.35%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that EXIE.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
| EXIE.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 4.83% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 11.54% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 14.44% | -1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.99% | 15.59% | -2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.99% | 17.76% | -4.77% |
EXIE.DE vs. D5BL.DE - Expense Ratio Comparison
EXIE.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
EXIE.DE vs. D5BL.DE - Dividend Comparison
Neither EXIE.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
EXIE.DE and D5BL.DE have a correlation of 0.87, 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 EXIE.DE.
EXIE.DE tracks STOXX® Europe 600, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for EXIE.DE and 0.15% for D5BL.DE.
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