GSDE.DE vs. XD5E.DE
GSDE.DE (BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR) and XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) are both exchange-traded funds - GSDE.DE is a Commodities fund tracking the BNP Paribas Energy & Metals Enhanced Roll, while XD5E.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, GSDE.DE returned 9.70%/yr vs 10.03%/yr for XD5E.DE. At a 0.20 correlation, their price movements are largely independent. GSDE.DE charges 0.39%/yr vs 0.12%/yr for XD5E.DE.
Performance
GSDE.DE vs. XD5E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GSDE.DE achieves a 23.86% return, which is significantly higher than XD5E.DE's 8.92% return. Both investments have delivered pretty close results over the past 10 years, with GSDE.DE having a 9.70% annualized return and XD5E.DE not far ahead at 10.03%.
GSDE.DE
- 1D
- -0.69%
- 1M
- 1.80%
- YTD
- 23.86%
- 6M
- 24.24%
- 1Y
- 44.12%
- 3Y*
- 15.82%
- 5Y*
- 14.84%
- 10Y*
- 9.70%
XD5E.DE
- 1D
- 0.52%
- 1M
- 1.86%
- YTD
- 8.92%
- 6M
- 10.72%
- 1Y
- 17.76%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
GSDE.DE vs. XD5E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSDE.DE BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR | 23.86% | 13.74% | 14.93% | -12.88% | 21.59% | 38.67% | -11.20% | 13.32% | -3.71% | -5.15% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 13.47% |
Correlation
The correlation between GSDE.DE and XD5E.DE is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2012 | 0.20 |
The correlation between GSDE.DE and XD5E.DE shifts across timeframes, from -0.16 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GSDE.DE vs. XD5E.DE — Risk / Return Rank
GSDE.DE
XD5E.DE
GSDE.DE vs. XD5E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE) and Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.
| GSDE.DE | XD5E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.23 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 5.65 | 1.75 | +3.89 |
| Martin ratioReturn relative to average drawdown | 12.60 | 6.40 | +6.20 |
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
| GSDE.DE | XD5E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 1.24 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.65 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.59 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.55 | -0.47 |
Drawdowns
GSDE.DE vs. XD5E.DE - Drawdown Comparison
The maximum GSDE.DE drawdown since its inception was -68.91%, which is greater than XD5E.DE's maximum drawdown of -38.04%. Use the drawdown chart below to compare losses from any high point for GSDE.DE and XD5E.DE.
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Drawdown Indicators
| GSDE.DE | XD5E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.91% | -38.04% | -30.87% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -10.26% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -15.25% | -15.30% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -29.72% | -24.56% | -5.16% |
Max Drawdown (10Y)Largest decline over 10 years | -29.72% | -38.04% | +8.32% |
Current DrawdownCurrent decline from peak | -6.40% | -0.44% | -5.96% |
Average DrawdownAverage peak-to-trough decline | -44.09% | -5.74% | -38.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 2.82% | +0.72% |
Volatility
GSDE.DE vs. XD5E.DE - Volatility Comparison
BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (GSDE.DE) and Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) have volatilities of 4.51% and 4.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSDE.DE | XD5E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 4.54% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.35% | 11.91% | +4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 14.52% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 16.13% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 17.03% | -1.27% |
GSDE.DE vs. XD5E.DE - Expense Ratio Comparison
GSDE.DE has a 0.39% expense ratio, which is higher than XD5E.DE's 0.12% expense ratio.
Dividends
GSDE.DE vs. XD5E.DE - Dividend Comparison
GSDE.DE has not paid dividends to shareholders, while XD5E.DE's dividend yield for the trailing twelve months is around 2.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSDE.DE BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
GSDE.DE and XD5E.DE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.39% for GSDE.DE.
GSDE.DE is categorized as Commodities, while XD5E.DE is Europe Equities. GSDE.DE tracks BNP Paribas Energy & Metals Enhanced Roll, while XD5E.DE tracks MSCI EMU NR EUR. They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.39% for GSDE.DE and 0.12% for XD5E.DE.
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