IBC0.DE vs. D5BL.DE
IBC0.DE (iShares Edge MSCI Europe Multifactor UCITS ETF) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - IBC0.DE tracks the MSCI Europe Diversified Multiple-Factor while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, IBC0.DE returned 9.77%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.80 suggests significant overlap in exposure. IBC0.DE charges 0.45%/yr vs 0.15%/yr for D5BL.DE.
Performance
IBC0.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBC0.DE achieves a 9.99% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, IBC0.DE has underperformed D5BL.DE with an annualized return of 9.77%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
IBC0.DE
- 1D
- 0.63%
- 1M
- 0.47%
- YTD
- 9.99%
- 6M
- 13.20%
- 1Y
- 19.89%
- 3Y*
- 18.33%
- 5Y*
- 10.54%
- 10Y*
- 9.77%
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%
IBC0.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBC0.DE iShares Edge MSCI Europe Multifactor UCITS ETF | 9.99% | 21.49% | 14.29% | 19.19% | -15.94% | 26.76% | -0.55% | 26.28% | -11.58% | 12.21% |
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 IBC0.DE and D5BL.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2015 | 0.80 |
The correlation between IBC0.DE and D5BL.DE has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
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Return for Risk
IBC0.DE vs. D5BL.DE — Risk / Return Rank
IBC0.DE
D5BL.DE
IBC0.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.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.
| IBC0.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 3.28 | -0.72 |
| Martin ratioReturn relative to average drawdown | 9.54 | 12.52 | -2.98 |
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
| IBC0.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 2.28 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.93 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.60 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.48 | +0.10 |
Drawdowns
IBC0.DE vs. D5BL.DE - Drawdown Comparison
The maximum IBC0.DE drawdown since its inception was -37.22%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for IBC0.DE and D5BL.DE.
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Drawdown Indicators
| IBC0.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -40.40% | +3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -10.02% | +2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -15.28% | -17.36% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -24.64% | -19.58% | -5.06% |
Max Drawdown (10Y)Largest decline over 10 years | -37.22% | -40.40% | +3.18% |
Current DrawdownCurrent decline from peak | -1.53% | -1.22% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -7.23% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.63% | -0.51% |
Volatility
IBC0.DE vs. D5BL.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) is 4.25%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that IBC0.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
| IBC0.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.83% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 11.54% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 14.44% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 15.59% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 17.76% | -1.44% |
IBC0.DE vs. D5BL.DE - Expense Ratio Comparison
IBC0.DE has a 0.45% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
IBC0.DE vs. D5BL.DE - Dividend Comparison
Neither IBC0.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
IBC0.DE and D5BL.DE have a correlation of 0.83, 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 0.45% for IBC0.DE.
IBC0.DE tracks MSCI Europe Diversified Multiple-Factor, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.45% for IBC0.DE and 0.15% for D5BL.DE.
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