IUSZ.DE vs. D5BL.DE
IUSZ.DE (iShares Core FTSE 100 UCITS ETF (Dist)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - IUSZ.DE tracks the FTSE 100 while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, IUSZ.DE returned 9.88%/yr vs 14.60%/yr for D5BL.DE. Their correlation of 0.84 suggests significant overlap in exposure. IUSZ.DE charges 0.07%/yr vs 0.15%/yr for D5BL.DE.
Performance
IUSZ.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSZ.DE achieves a 6.50% return, which is significantly lower than D5BL.DE's 13.85% return.
IUSZ.DE
- 1D
- 0.15%
- 1M
- -0.44%
- YTD
- 6.50%
- 6M
- 8.78%
- 1Y
- 14.23%
- 3Y*
- 11.63%
- 5Y*
- 9.88%
- 10Y*
- —
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%
IUSZ.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 6.50% | 16.47% | 9.79% | 9.07% | -1.35% | 24.82% | -15.69% | 25.38% | -10.49% | 8.10% |
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 IUSZ.DE and D5BL.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2016 | 0.84 |
The correlation between IUSZ.DE and D5BL.DE shifts across timeframes, from 0.70 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSZ.DE vs. D5BL.DE — Risk / Return Rank
IUSZ.DE
D5BL.DE
IUSZ.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.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.
| IUSZ.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.28 | -1.54 |
| Martin ratioReturn relative to average drawdown | 5.71 | 12.52 | -6.81 |
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
| IUSZ.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.28 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.93 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.48 | -0.04 |
Drawdowns
IUSZ.DE vs. D5BL.DE - Drawdown Comparison
The maximum IUSZ.DE drawdown since its inception was -40.31%, roughly equal to the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for IUSZ.DE and D5BL.DE.
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Drawdown Indicators
| IUSZ.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -40.40% | +0.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -10.02% | +1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -17.24% | -17.36% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -19.58% | +2.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.40% | — |
Current DrawdownCurrent decline from peak | -2.94% | -1.22% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -7.23% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.63% | -0.12% |
Volatility
IUSZ.DE vs. D5BL.DE - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) is 4.16%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that IUSZ.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
| IUSZ.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 4.83% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 11.54% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 14.44% | -2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 15.59% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 17.76% | -1.44% |
IUSZ.DE vs. D5BL.DE - Expense Ratio Comparison
IUSZ.DE has a 0.07% expense ratio, which is lower than D5BL.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IUSZ.DE vs. D5BL.DE - Dividend Comparison
Neither IUSZ.DE nor D5BL.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 3.09% | 3.86% | 3.68% | 3.06% | 4.32% | 4.54% | 4.01% | 0.73% |
Frequently Asked Questions
IUSZ.DE and D5BL.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSZ.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSZ.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for D5BL.DE.
IUSZ.DE tracks FTSE 100, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for IUSZ.DE and 0.15% for D5BL.DE.
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