SPYW.DE vs. D5BL.DE
SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - SPYW.DE tracks the S&P Euro High Yield Dividend Aristocrats while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, SPYW.DE returned 6.79%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.85 suggests significant overlap in exposure. SPYW.DE charges 0.30%/yr vs 0.15%/yr for D5BL.DE.
Performance
SPYW.DE vs. D5BL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPYW.DE achieves a 5.36% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, SPYW.DE has underperformed D5BL.DE with an annualized return of 6.79%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
SPYW.DE
- 1D
- 0.09%
- 1M
- -0.36%
- YTD
- 5.36%
- 6M
- 7.28%
- 1Y
- 7.88%
- 3Y*
- 13.21%
- 5Y*
- 8.07%
- 10Y*
- 6.79%
D5BL.DE
- 1D
- -0.38%
- 1M
- 4.90%
- YTD
- 13.85%
- 6M
- 17.13%
- 1Y
- 33.04%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
SPYW.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 5.36% | 20.24% | 8.29% | 17.93% | -11.23% | 14.36% | -11.84% | 23.34% | -8.58% | 11.23% |
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 SPYW.DE and D5BL.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.85 |
The correlation between SPYW.DE and D5BL.DE has been stable across timeframes, ranging from 0.76 to 0.85 - 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
SPYW.DE vs. D5BL.DE — Risk / Return Rank
SPYW.DE
D5BL.DE
SPYW.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.
| SPYW.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.42 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 3.28 | -2.30 |
| Martin ratioReturn relative to average drawdown | 3.14 | 12.52 | -9.37 |
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
| SPYW.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 2.28 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.93 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.60 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.48 | +0.05 |
Drawdowns
SPYW.DE vs. D5BL.DE - Drawdown Comparison
The maximum SPYW.DE drawdown since its inception was -38.68%, roughly equal to the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and D5BL.DE.
Loading charts...
Drawdown Indicators
| SPYW.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -40.40% | +1.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -10.02% | +2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -11.64% | -17.36% | +5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -19.58% | -4.39% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -40.40% | +1.72% |
Current DrawdownCurrent decline from peak | -2.54% | -1.22% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -7.23% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.63% | -0.13% |
Volatility
SPYW.DE vs. D5BL.DE - Volatility Comparison
The current volatility for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) is 2.92%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that SPYW.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
| SPYW.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 4.83% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 11.54% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.65% | 14.44% | -3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 15.59% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 17.76% | -2.88% |
SPYW.DE vs. D5BL.DE - Expense Ratio Comparison
SPYW.DE has a 0.30% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
SPYW.DE vs. D5BL.DE - Dividend Comparison
SPYW.DE's dividend yield for the trailing twelve months is around 3.60%, 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% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.60% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
Frequently Asked Questions
SPYW.DE and D5BL.DE have a correlation of 0.76, 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 SPYW.DE.
SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for SPYW.DE and 0.15% for D5BL.DE.
Find the right allocation for SPYW.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