SELD.DE vs. D5BL.DE
SELD.DE (Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - SELD.DE tracks the STOXX® Europe Select Dividend 30 while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, SELD.DE returned 9.59%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.87 suggests significant overlap in exposure. SELD.DE charges 0.30%/yr vs 0.15%/yr for D5BL.DE.
Performance
SELD.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SELD.DE having a 14.08% return and D5BL.DE slightly lower at 13.85%. Over the past 10 years, SELD.DE has underperformed D5BL.DE with an annualized return of 9.59%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
SELD.DE
- 1D
- 0.52%
- 1M
- 2.18%
- YTD
- 14.08%
- 6M
- 19.21%
- 1Y
- 31.99%
- 3Y*
- 20.75%
- 5Y*
- 11.33%
- 10Y*
- 9.59%
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%
SELD.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 14.08% | 44.46% | 5.76% | 3.90% | -10.09% | 24.12% | -9.44% | 27.63% | -4.88% | 5.07% |
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 SELD.DE and D5BL.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.87 |
The correlation between SELD.DE and D5BL.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
SELD.DE vs. D5BL.DE — Risk / Return Rank
SELD.DE
D5BL.DE
SELD.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.
| SELD.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.42 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.79 | 3.28 | +1.51 |
| Martin ratioReturn relative to average drawdown | 16.20 | 12.52 | +3.69 |
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
| SELD.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.73 | 2.28 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.93 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.60 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.48 | -0.31 |
Drawdowns
SELD.DE vs. D5BL.DE - Drawdown Comparison
The maximum SELD.DE drawdown since its inception was -70.30%, 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 SELD.DE and D5BL.DE.
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Drawdown Indicators
| SELD.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.30% | -40.40% | -29.90% |
Max Drawdown (1Y)Largest decline over 1 year | -6.72% | -10.02% | +3.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.13% | -17.36% | +3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.02% | -19.58% | -3.44% |
Max Drawdown (10Y)Largest decline over 10 years | -40.65% | -40.40% | -0.25% |
Current DrawdownCurrent decline from peak | -1.80% | -1.22% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -25.32% | -7.23% | -18.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.63% | -0.64% |
Volatility
SELD.DE vs. D5BL.DE - Volatility Comparison
The current volatility for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) is 3.83%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that SELD.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
| SELD.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 4.83% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 11.54% | -1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 14.44% | -2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 15.59% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.42% | 17.76% | -0.34% |
SELD.DE vs. D5BL.DE - Expense Ratio Comparison
SELD.DE has a 0.30% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
SELD.DE vs. D5BL.DE - Dividend Comparison
SELD.DE's dividend yield for the trailing twelve months is around 5.68%, 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% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 5.68% | 6.48% | 6.46% | 0.00% | 7.70% | 4.52% | 5.09% | 5.34% | 5.60% | 4.75% | 5.20% | 5.48% |
Frequently Asked Questions
SELD.DE and D5BL.DE have a correlation of 0.81, 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 0.30% for SELD.DE.
SELD.DE tracks STOXX® Europe Select Dividend 30, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for SELD.DE and 0.15% for D5BL.DE.
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