H4ZL.DE vs. D5BK.DE
Compare and contrast key facts about HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE).
H4ZL.DE and D5BK.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. H4ZL.DE is a passively managed fund by HSBC that tracks the performance of the FTSE EPRA/NAREIT Developed. It was launched on Jun 20, 2011. D5BK.DE is a passively managed fund by Xtrackers that tracks the performance of the FTSE EPRA/NAREIT Developed Europe. It was launched on Mar 25, 2010. Both H4ZL.DE and D5BK.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
H4ZL.DE vs. D5BK.DE - Performance Comparison
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H4ZL.DE vs. D5BK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
H4ZL.DE HSBC FTSE EPRA NAREIT Developed UCITS ETF USD | 2.63% | -4.65% | 2.27% | 6.12% | -20.22% | 36.90% | -16.99% | 23.91% | -0.81% | -2.27% |
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | -0.83% | 5.96% | -4.03% | 15.92% | -36.63% | 17.10% | -10.26% | 29.66% | -8.93% | 12.62% |
Returns By Period
In the year-to-date period, H4ZL.DE achieves a 2.63% return, which is significantly higher than D5BK.DE's -0.83% return. Over the past 10 years, H4ZL.DE has outperformed D5BK.DE with an annualized return of 2.17%, while D5BK.DE has yielded a comparatively lower 0.17% annualized return.
H4ZL.DE
- 1D
- 0.90%
- 1M
- -6.17%
- YTD
- 2.63%
- 6M
- 1.01%
- 1Y
- -0.64%
- 3Y*
- 2.60%
- 5Y*
- 0.73%
- 10Y*
- 2.17%
D5BK.DE
- 1D
- 0.61%
- 1M
- -6.61%
- YTD
- -0.83%
- 6M
- 0.81%
- 1Y
- 5.64%
- 3Y*
- 7.13%
- 5Y*
- -2.92%
- 10Y*
- 0.17%
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H4ZL.DE vs. D5BK.DE - Expense Ratio Comparison
H4ZL.DE has a 0.24% expense ratio, which is lower than D5BK.DE's 0.33% expense ratio.
Return for Risk
H4ZL.DE vs. D5BK.DE — Risk / Return Rank
H4ZL.DE
D5BK.DE
H4ZL.DE vs. D5BK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.
| H4ZL.DE | D5BK.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.04 | 0.33 | -0.37 |
Sortino ratioReturn per unit of downside risk | 0.04 | 0.55 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.07 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.03 | 0.24 | -0.27 |
Martin ratioReturn relative to average drawdown | -0.11 | 0.77 | -0.87 |
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
| H4ZL.DE | D5BK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 0.33 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | -0.14 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.01 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.27 | 0.00 |
Correlation
The correlation between H4ZL.DE and D5BK.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
H4ZL.DE vs. D5BK.DE - Dividend Comparison
Neither H4ZL.DE nor D5BK.DE has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
H4ZL.DE HSBC FTSE EPRA NAREIT Developed UCITS ETF USD | 0.00% | 0.00% | 0.00% | 2.63% | 3.62% | 2.19% | 3.13% | 2.95% | 3.29% | 3.08% | 2.96% | 2.67% |
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
H4ZL.DE vs. D5BK.DE - Drawdown Comparison
The maximum H4ZL.DE drawdown since its inception was -41.97%, smaller than the maximum D5BK.DE drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for H4ZL.DE and D5BK.DE.
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Drawdown Indicators
| H4ZL.DE | D5BK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.97% | -46.41% | +4.44% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -15.61% | +2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -30.45% | -46.41% | +15.96% |
Max Drawdown (10Y)Largest decline over 10 years | -41.97% | -46.41% | +4.44% |
Current DrawdownCurrent decline from peak | -16.80% | -28.40% | +11.60% |
Average DrawdownAverage peak-to-trough decline | -10.77% | -13.84% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 4.79% | -1.79% |
Volatility
H4ZL.DE vs. D5BK.DE - Volatility Comparison
The current volatility for HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE) is 4.34%, while Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) has a volatility of 7.56%. This indicates that H4ZL.DE experiences smaller price fluctuations and is considered to be less risky than D5BK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| H4ZL.DE | D5BK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 7.56% | -3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 7.99% | 11.52% | -3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 17.19% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.67% | 21.32% | -6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 19.85% | -3.57% |