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HEIJM.AS vs. D5BL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

HEIJM.AS vs. D5BL.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Heijmans NV (HEIJM.AS) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE).

D5BL.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe Enhanced Value. It was launched on Mar 26, 2010.

Performance

HEIJM.AS vs. D5BL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Heijmans NV (HEIJM.AS) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE). The values are adjusted to include any dividend payments, if applicable.

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HEIJM.AS vs. D5BL.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HEIJM.AS
Heijmans NV		14.94%123.45%174.33%30.02%-27.84%68.11%30.85%-6.25%-17.59%75.87%
D5BL.DE
Xtrackers MSCI Europe Value UCITS ETF		4.33%35.78%10.37%14.14%-4.63%26.83%-8.58%22.90%-13.98%9.78%

Returns By Period

In the year-to-date period, HEIJM.AS achieves a 14.94% return, which is significantly higher than D5BL.DE's 4.33% return. Over the past 10 years, HEIJM.AS has outperformed D5BL.DE with an annualized return of 29.72%, while D5BL.DE has yielded a comparatively lower 10.29% annualized return.

HEIJM.AS

1D
-3.48%
1M
-6.83%
YTD
14.94%
6M
32.82%
1Y
112.13%
3Y*
93.78%
5Y*
48.70%
10Y*
29.72%

D5BL.DE

1D
-0.46%
1M
0.37%
YTD
4.33%
6M
14.29%
1Y
28.34%
3Y*
18.33%
5Y*
13.71%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Heijmans NV

Xtrackers MSCI Europe Value UCITS ETF

Often compared with HEIJM.AS:
HEIJM.AS vs. VLK.ASHEIJM.AS vs. ^AEXHEIJM.AS vs. SHELL.AS
Often compared with D5BL.DE:
D5BL.DE vs. ZPRW.DED5BL.DE vs. VWCE.DED5BL.DE vs. IS3U.DED5BL.DE vs. IS3N.DED5BL.DE vs. VUAA.DED5BL.DE vs. QDV5.DED5BL.DE vs. XMEU.L

Return for Risk

HEIJM.AS vs. D5BL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HEIJM.AS
HEIJM.AS Risk / Return Rank: 9494
Overall Rank
HEIJM.AS Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HEIJM.AS Sortino Ratio Rank: 9393
Sortino Ratio Rank
HEIJM.AS Omega Ratio Rank: 9292
Omega Ratio Rank
HEIJM.AS Calmar Ratio Rank: 9696
Calmar Ratio Rank
HEIJM.AS Martin Ratio Rank: 9595
Martin Ratio Rank
D5BL.DE
D5BL.DE Risk / Return Rank: 8484
Overall Rank
D5BL.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
D5BL.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
D5BL.DE Omega Ratio Rank: 8383
Omega Ratio Rank
D5BL.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
D5BL.DE Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HEIJM.AS vs. D5BL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Heijmans NV (HEIJM.AS) 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.

HEIJM.ASD5BL.DEDifference

Sharpe ratio

Return per unit of total volatility

2.62

1.69

+0.93

Sortino ratio

Return per unit of downside risk

3.29

2.18

+1.11

Omega ratio

Gain probability vs. loss probability

1.44

1.34

+0.10

Calmar ratio

Return relative to maximum drawdown

7.03

3.26

+3.78

Martin ratio

Return relative to average drawdown

17.72

12.60

+5.13

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HEIJM.AS vs. D5BL.DE - Sharpe Ratio Comparison

The current HEIJM.AS Sharpe Ratio is 2.62, which is higher than the D5BL.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of HEIJM.AS and D5BL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

HEIJM.ASD5BL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

1.69

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

0.88

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.58

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.45

-0.34

Correlation

The correlation between HEIJM.AS and D5BL.DE is 0.50, 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

HEIJM.AS vs. D5BL.DE - Dividend Comparison

HEIJM.AS's dividend yield for the trailing twelve months is around 2.11%, while D5BL.DE has not paid dividends to shareholders.

TTM202520242023202220212020
HEIJM.AS
Heijmans NV		2.11%2.43%2.82%8.33%8.70%4.90%3.00%
D5BL.DE
Xtrackers MSCI Europe Value UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HEIJM.AS vs. D5BL.DE - Drawdown Comparison

The maximum HEIJM.AS drawdown since its inception was -94.48%, 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 HEIJM.AS and D5BL.DE.

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Drawdown Indicators

HEIJM.ASD5BL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-94.48%

-40.40%

-54.08%

Max Drawdown (1Y)

Largest decline over 1 year

-18.72%

-10.95%

-7.77%

Max Drawdown (5Y)

Largest decline over 5 years

-37.81%

-19.58%

-18.23%

Max Drawdown (10Y)

Largest decline over 10 years

-61.01%

-40.40%

-20.61%

Current Drawdown

Current decline from peak

-14.94%

-5.07%

-9.87%

Average Drawdown

Average peak-to-trough decline

-60.10%

-7.30%

-52.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.43%

2.59%

+4.84%

Volatility

HEIJM.AS vs. D5BL.DE - Volatility Comparison

Heijmans NV (HEIJM.AS) has a higher volatility of 13.68% compared to Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) at 6.10%. This indicates that HEIJM.AS'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

HEIJM.ASD5BL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.68%

6.10%

+7.58%

Volatility (6M)

Calculated over the trailing 6-month period

29.91%

10.54%

+19.37%

Volatility (1Y)

Calculated over the trailing 1-year period

42.06%

16.70%

+25.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.05%

15.44%

+19.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.88%

17.76%

+19.12%