EXSE.DE vs. D5BL.DE
EXSE.DE (iShares STOXX Europe Small 200 UCITS ETF (DE)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - EXSE.DE tracks the STOXX® Europe Small 200 while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, EXSE.DE returned 7.21%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.82 suggests significant overlap in exposure. EXSE.DE charges 0.20%/yr vs 0.15%/yr for D5BL.DE.
Performance
EXSE.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSE.DE achieves a 7.33% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, EXSE.DE has underperformed D5BL.DE with an annualized return of 7.21%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
EXSE.DE
- 1D
- 0.55%
- 1M
- 1.10%
- YTD
- 7.33%
- 6M
- 10.98%
- 1Y
- 15.08%
- 3Y*
- 11.63%
- 5Y*
- 3.52%
- 10Y*
- 7.21%
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%
EXSE.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 7.33% | 18.59% | 3.15% | 12.44% | -23.69% | 22.14% | 4.50% | 30.93% | -13.60% | 17.93% |
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 EXSE.DE and D5BL.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.82 |
The correlation between EXSE.DE and D5BL.DE has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
EXSE.DE vs. D5BL.DE — Risk / Return Rank
EXSE.DE
D5BL.DE
EXSE.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.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.
| EXSE.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 3.28 | -1.80 |
| Martin ratioReturn relative to average drawdown | 5.48 | 12.52 | -7.04 |
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
| EXSE.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 2.28 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.93 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.60 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.48 | -0.09 |
Drawdowns
EXSE.DE vs. D5BL.DE - Drawdown Comparison
The maximum EXSE.DE drawdown since its inception was -62.51%, 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 EXSE.DE and D5BL.DE.
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Drawdown Indicators
| EXSE.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.51% | -40.40% | -22.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -10.02% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -15.61% | -17.36% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -35.13% | -19.58% | -15.55% |
Max Drawdown (10Y)Largest decline over 10 years | -38.03% | -40.40% | +2.37% |
Current DrawdownCurrent decline from peak | -1.14% | -1.22% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -7.23% | -5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.63% | +0.19% |
Volatility
EXSE.DE vs. D5BL.DE - Volatility Comparison
The current volatility for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) is 3.72%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that EXSE.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
| EXSE.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 4.83% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 11.54% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 14.44% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 15.59% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 17.76% | -0.42% |
EXSE.DE vs. D5BL.DE - Expense Ratio Comparison
EXSE.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
EXSE.DE vs. D5BL.DE - Dividend Comparison
EXSE.DE's dividend yield for the trailing twelve months is around 2.67%, 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% |
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 2.67% | 2.91% | 2.58% | 2.29% | 2.59% | 1.43% | 1.25% | 2.13% | 2.59% | 3.45% | 2.83% | 2.87% |
Frequently Asked Questions
EXSE.DE and D5BL.DE have a correlation of 0.76, 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 EXSE.DE.
EXSE.DE tracks STOXX® Europe Small 200, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for EXSE.DE and 0.15% for D5BL.DE.
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