SXR3.DE vs. D5BL.DE
SXR3.DE (iShares MSCI UK UCITS ETF (Acc)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - SXR3.DE tracks the MSCI UK while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, SXR3.DE returned 6.68%/yr vs 10.77%/yr for D5BL.DE. A 0.80 correlation means they provide meaningful diversification when combined. SXR3.DE charges 0.33%/yr vs 0.15%/yr for D5BL.DE.
Performance
SXR3.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
Over the past 10 years, SXR3.DE has underperformed D5BL.DE with an annualized return of 6.68%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
SXR3.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- -0.00%
- 6M
- -0.00%
- 1Y
- 6.37%
- 3Y*
- 10.41%
- 5Y*
- 9.64%
- 10Y*
- 6.68%
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%
SXR3.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR3.DE iShares MSCI UK UCITS ETF (Acc) | -0.00% | 15.66% | 13.52% | 9.60% | 0.36% | 25.69% | -17.21% | 24.21% | -10.84% | 7.35% |
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 SXR3.DE and D5BL.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.80 |
Over the past year, the correlation between SXR3.DE and D5BL.DE has dropped to 0.37 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
SXR3.DE vs. D5BL.DE — Risk / Return Rank
SXR3.DE
D5BL.DE
SXR3.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK UCITS ETF (Acc) (SXR3.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.
| SXR3.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.42 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 3.28 | -2.64 |
| Martin ratioReturn relative to average drawdown | 1.32 | 12.52 | -11.20 |
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
| SXR3.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 2.28 | -1.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.93 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.60 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.48 | -0.04 |
Drawdowns
SXR3.DE vs. D5BL.DE - Drawdown Comparison
The maximum SXR3.DE drawdown since its inception was -40.36%, roughly equal to the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for SXR3.DE and D5BL.DE.
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Drawdown Indicators
| SXR3.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.36% | -40.40% | +0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -10.02% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.69% | -17.36% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -16.69% | -19.58% | +2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -40.36% | -40.40% | +0.04% |
Current DrawdownCurrent decline from peak | -10.13% | -1.22% | -8.91% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -7.23% | +0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 2.63% | +2.32% |
Volatility
SXR3.DE vs. D5BL.DE - Volatility Comparison
The current volatility for iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) is 0.00%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that SXR3.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
| SXR3.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.83% | -4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 14.03% | 11.54% | +2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 14.44% | +0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 15.59% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 17.76% | -0.80% |
SXR3.DE vs. D5BL.DE - Expense Ratio Comparison
SXR3.DE has a 0.33% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
SXR3.DE vs. D5BL.DE - Dividend Comparison
Neither SXR3.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR3.DE and D5BL.DE have a correlation of 0.37, 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 0.33% for SXR3.DE.
SXR3.DE tracks MSCI UK, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.33% for SXR3.DE and 0.15% for D5BL.DE.
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