EXS1.DE vs. D5BL.DE
EXS1.DE (iShares Core DAX UCITS ETF (DE)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - EXS1.DE tracks the DAX® while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, EXS1.DE returned 8.88%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.85 suggests significant overlap in exposure. EXS1.DE charges 0.16%/yr vs 0.15%/yr for D5BL.DE.
Performance
EXS1.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXS1.DE achieves a 1.33% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, EXS1.DE has underperformed D5BL.DE with an annualized return of 8.88%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
EXS1.DE
- 1D
- 0.59%
- 1M
- 2.03%
- YTD
- 1.33%
- 6M
- 4.02%
- 1Y
- 2.26%
- 3Y*
- 15.45%
- 5Y*
- 9.09%
- 10Y*
- 8.88%
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%
EXS1.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXS1.DE iShares Core DAX UCITS ETF (DE) | 1.33% | 22.63% | 18.07% | 19.45% | -12.79% | 15.16% | 2.98% | 24.67% | -18.48% | 12.30% |
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 EXS1.DE and D5BL.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.85 |
The correlation between EXS1.DE and D5BL.DE has been stable across timeframes, ranging from 0.77 to 0.87 - a consistent structural relationship.
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Return for Risk
EXS1.DE vs. D5BL.DE — Risk / Return Rank
EXS1.DE
D5BL.DE
EXS1.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.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.
| EXS1.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.42 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 3.28 | -3.10 |
| Martin ratioReturn relative to average drawdown | 0.57 | 12.52 | -11.95 |
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
| EXS1.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 2.28 | -2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.93 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.60 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.48 | -0.27 |
Drawdowns
EXS1.DE vs. D5BL.DE - Drawdown Comparison
The maximum EXS1.DE drawdown since its inception was -68.00%, 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 EXS1.DE and D5BL.DE.
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Drawdown Indicators
| EXS1.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.00% | -40.40% | -27.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -10.02% | -2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -15.93% | -17.36% | +1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -26.69% | -19.58% | -7.11% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -40.40% | +1.72% |
Current DrawdownCurrent decline from peak | -2.23% | -1.22% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -17.04% | -7.23% | -9.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.63% | +1.36% |
Volatility
EXS1.DE vs. D5BL.DE - Volatility Comparison
iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a higher volatility of 5.16% compared to Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) at 4.83%. This indicates that EXS1.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
| EXS1.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 4.83% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 11.54% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 14.44% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 15.59% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 17.76% | +0.60% |
EXS1.DE vs. D5BL.DE - Expense Ratio Comparison
EXS1.DE has a 0.16% 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
EXS1.DE vs. D5BL.DE - Dividend Comparison
Neither EXS1.DE nor D5BL.DE has 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% |
EXS1.DE iShares Core DAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% | 0.48% | 0.73% | 0.66% |
Frequently Asked Questions
EXS1.DE and D5BL.DE have a correlation of 0.77, 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 0.16% for EXS1.DE.
EXS1.DE tracks DAX®, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.16% for EXS1.DE and 0.15% for D5BL.DE.
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