QDV5.DE vs. D5BL.DE
QDV5.DE (iShares MSCI India UCITS ETF USD (Acc)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both exchange-traded funds - QDV5.DE is a Asia Pacific Equities fund tracking the MSCI India, while D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, QDV5.DE returned 4.37%/yr vs 14.60%/yr for D5BL.DE. At a 0.43 correlation, their price movements are largely independent. QDV5.DE charges 0.65%/yr vs 0.15%/yr for D5BL.DE.
Performance
QDV5.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDV5.DE achieves a -11.72% return, which is significantly lower than D5BL.DE's 13.85% return.
QDV5.DE
- 1D
- 1.21%
- 1M
- -4.24%
- YTD
- -11.72%
- 6M
- -13.23%
- 1Y
- -14.33%
- 3Y*
- 2.49%
- 5Y*
- 4.37%
- 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%
QDV5.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QDV5.DE iShares MSCI India UCITS ETF USD (Acc) | -11.72% | -7.96% | 15.56% | 14.91% | -1.74% | 34.99% | 3.47% | 10.62% | 1.31% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -14.40% |
Correlation
The correlation between QDV5.DE and D5BL.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 31, 2018 | 0.43 |
The correlation between QDV5.DE and D5BL.DE shifts across timeframes, from 0.31 (3 years) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDV5.DE vs. D5BL.DE — Risk / Return Rank
QDV5.DE
D5BL.DE
QDV5.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India UCITS ETF USD (Acc) (QDV5.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.
| QDV5.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.13 | ||
| Sortino ratioReturn per unit of downside risk | -4.40 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.42 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 3.28 | -3.97 |
| Martin ratioReturn relative to average drawdown | -1.54 | 12.52 | -14.06 |
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
| QDV5.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.85 | 2.28 | -3.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.93 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.48 | -0.18 |
Drawdowns
QDV5.DE vs. D5BL.DE - Drawdown Comparison
The maximum QDV5.DE drawdown since its inception was -41.06%, roughly equal to the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for QDV5.DE and D5BL.DE.
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Drawdown Indicators
| QDV5.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.06% | -40.40% | -0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -19.83% | -10.02% | -9.81% |
Max Drawdown (3Y)Largest decline over 3 years | -27.44% | -17.36% | -10.08% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -19.58% | -7.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.40% | — |
Current DrawdownCurrent decline from peak | -24.03% | -1.22% | -22.81% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -7.23% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.90% | 2.63% | +6.27% |
Volatility
QDV5.DE vs. D5BL.DE - Volatility Comparison
iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) has a higher volatility of 6.04% compared to Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) at 4.83%. This indicates that QDV5.DE'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
| QDV5.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 4.83% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 11.54% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 14.44% | +1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 15.59% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 17.76% | +3.84% |
QDV5.DE vs. D5BL.DE - Expense Ratio Comparison
QDV5.DE has a 0.65% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
QDV5.DE vs. D5BL.DE - Dividend Comparison
Neither QDV5.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
QDV5.DE and D5BL.DE have a correlation of 0.42, 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 0.65% for QDV5.DE.
QDV5.DE is categorized as Asia Pacific Equities, while D5BL.DE is Europe Equities. QDV5.DE tracks MSCI India, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.65% for QDV5.DE and 0.15% for D5BL.DE.
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