IQQU.DE vs. D5BL.DE
IQQU.DE (iShares MSCI Europe ex-UK UCITS ETF) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - IQQU.DE tracks the MSCI Europe ex UK while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, IQQU.DE returned 9.38%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.89 suggests significant overlap in exposure. IQQU.DE charges 0.40%/yr vs 0.15%/yr for D5BL.DE.
Performance
IQQU.DE vs. D5BL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IQQU.DE achieves a 7.54% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, IQQU.DE has underperformed D5BL.DE with an annualized return of 9.38%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
IQQU.DE
- 1D
- 0.78%
- 1M
- 1.64%
- YTD
- 7.54%
- 6M
- 9.86%
- 1Y
- 15.14%
- 3Y*
- 13.15%
- 5Y*
- 9.03%
- 10Y*
- 9.38%
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%
IQQU.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQU.DE iShares MSCI Europe ex-UK UCITS ETF | 7.54% | 20.11% | 6.36% | 17.27% | -12.23% | 24.46% | 1.53% | 28.71% | -11.38% | 11.87% |
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 IQQU.DE and D5BL.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
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 | 0.89 |
The correlation between IQQU.DE and D5BL.DE has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IQQU.DE vs. D5BL.DE — Risk / Return Rank
IQQU.DE
D5BL.DE
IQQU.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ex-UK UCITS ETF (IQQU.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.
| IQQU.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 3.28 | -1.75 |
| Martin ratioReturn relative to average drawdown | 5.62 | 12.52 | -6.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IQQU.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 2.28 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.93 | -0.33 |
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 | 0.29 | 0.48 | -0.19 |
Drawdowns
IQQU.DE vs. D5BL.DE - Drawdown Comparison
The maximum IQQU.DE drawdown since its inception was -59.97%, 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 IQQU.DE and D5BL.DE.
Loading charts...
Drawdown Indicators
| IQQU.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.97% | -40.40% | -19.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -10.02% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.34% | -17.36% | +1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.54% | -19.58% | -2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -34.61% | -40.40% | +5.79% |
Current DrawdownCurrent decline from peak | -1.21% | -1.22% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -15.28% | -7.23% | -8.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.63% | +0.10% |
Volatility
IQQU.DE vs. D5BL.DE - Volatility Comparison
The current volatility for iShares MSCI Europe ex-UK UCITS ETF (IQQU.DE) is 4.32%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that IQQU.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.
Loading charts...
Volatility by Period
| IQQU.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 4.83% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 11.54% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.59% | 14.44% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 15.59% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 17.76% | -2.07% |
IQQU.DE vs. D5BL.DE - Expense Ratio Comparison
IQQU.DE has a 0.40% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
IQQU.DE vs. D5BL.DE - Dividend Comparison
IQQU.DE's dividend yield for the trailing twelve months is around 1.98%, 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% |
IQQU.DE iShares MSCI Europe ex-UK UCITS ETF | 1.98% | 2.16% | 2.38% | 2.36% | 2.33% | 1.62% | 1.43% | 2.31% | 2.67% | 2.26% | 2.31% | 2.14% |
Frequently Asked Questions
IQQU.DE and D5BL.DE have a correlation of 0.85, 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 0.40% for IQQU.DE.
IQQU.DE tracks MSCI Europe ex UK, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for IQQU.DE and 0.15% for D5BL.DE.
Find the right allocation for IQQU.DE and D5BL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer