EXXV.DE vs. D5BL.DE
EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - EXXV.DE tracks the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, EXXV.DE returned 10.77%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.88 suggests significant overlap in exposure. EXXV.DE charges 0.43%/yr vs 0.15%/yr for D5BL.DE.
Performance
EXXV.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXXV.DE achieves a 6.78% return, which is significantly lower than D5BL.DE's 13.85% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: EXXV.DE at 10.77% and D5BL.DE at 10.77%.
EXXV.DE
- 1D
- 0.22%
- 1M
- 3.91%
- YTD
- 6.78%
- 6M
- 8.78%
- 1Y
- 17.47%
- 3Y*
- 17.68%
- 5Y*
- 11.39%
- 10Y*
- 10.77%
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%
EXXV.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 6.78% | 26.53% | 11.43% | 23.88% | -13.61% | 24.15% | -3.88% | 27.75% | -10.41% | 13.38% |
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 EXXV.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 | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.88 |
The correlation between EXXV.DE and D5BL.DE has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
EXXV.DE vs. D5BL.DE — Risk / Return Rank
EXXV.DE
D5BL.DE
EXXV.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.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.
| EXXV.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.28 | -1.71 |
| Martin ratioReturn relative to average drawdown | 5.56 | 12.52 | -6.96 |
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
| EXXV.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.28 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.93 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.48 | -0.17 |
Drawdowns
EXXV.DE vs. D5BL.DE - Drawdown Comparison
The maximum EXXV.DE drawdown since its inception was -59.63%, 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 EXXV.DE and D5BL.DE.
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Drawdown Indicators
| EXXV.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -40.40% | -19.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -10.02% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -17.36% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -28.82% | -19.58% | -9.24% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | -40.40% | +2.40% |
Current DrawdownCurrent decline from peak | -0.86% | -1.22% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -7.23% | -7.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.63% | +0.50% |
Volatility
EXXV.DE vs. D5BL.DE - Volatility Comparison
iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) has a higher volatility of 5.15% compared to Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) at 4.83%. This indicates that EXXV.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
| EXXV.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 4.83% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 11.54% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 14.44% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 15.59% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 17.76% | +0.32% |
EXXV.DE vs. D5BL.DE - Expense Ratio Comparison
EXXV.DE has a 0.43% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
EXXV.DE vs. D5BL.DE - Dividend Comparison
EXXV.DE's dividend yield for the trailing twelve months is around 2.19%, 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% |
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 2.19% | 2.16% | 2.62% | 2.43% | 2.65% | 1.91% | 1.83% | 2.96% | 3.06% | 4.06% | 3.71% | 3.16% |
Frequently Asked Questions
EXXV.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 0.43% for EXXV.DE.
EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.43% for EXXV.DE and 0.15% for D5BL.DE.
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