SXR7.DE vs. D5BL.DE
SXR7.DE (iShares Core MSCI EMU UCITS ETF EUR (Acc)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - SXR7.DE tracks the MSCI EMU while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, SXR7.DE returned 10.03%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.89 suggests significant overlap in exposure. SXR7.DE charges 0.12%/yr vs 0.15%/yr for D5BL.DE.
Performance
SXR7.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR7.DE achieves a 8.77% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, SXR7.DE has underperformed D5BL.DE with an annualized return of 10.03%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
SXR7.DE
- 1D
- 0.57%
- 1M
- 2.06%
- YTD
- 8.77%
- 6M
- 10.62%
- 1Y
- 17.64%
- 3Y*
- 16.10%
- 5Y*
- 10.63%
- 10Y*
- 10.03%
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%
SXR7.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR7.DE iShares Core MSCI EMU UCITS ETF EUR (Acc) | 8.77% | 24.84% | 9.37% | 18.88% | -11.80% | 22.25% | -0.64% | 27.60% | -13.03% | 12.98% |
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 SXR7.DE and D5BL.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.89 |
The correlation between SXR7.DE and D5BL.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
SXR7.DE vs. D5BL.DE — Risk / Return Rank
SXR7.DE
D5BL.DE
SXR7.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.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.
| SXR7.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.42 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 3.28 | -1.52 |
| Martin ratioReturn relative to average drawdown | 6.42 | 12.52 | -6.10 |
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
| SXR7.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.28 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.93 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.60 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.48 | -0.02 |
Drawdowns
SXR7.DE vs. D5BL.DE - Drawdown Comparison
The maximum SXR7.DE drawdown since its inception was -38.17%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for SXR7.DE and D5BL.DE.
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Drawdown Indicators
| SXR7.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.17% | -40.40% | +2.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -10.02% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -15.12% | -17.36% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -19.58% | -4.91% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -40.40% | +2.23% |
Current DrawdownCurrent decline from peak | -0.50% | -1.22% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -7.23% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.63% | +0.17% |
Volatility
SXR7.DE vs. D5BL.DE - Volatility Comparison
The current volatility for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) is 4.57%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that SXR7.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
| SXR7.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 4.83% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 11.54% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.55% | 14.44% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 15.59% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.02% | 17.76% | -0.74% |
SXR7.DE vs. D5BL.DE - Expense Ratio Comparison
SXR7.DE has a 0.12% 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
SXR7.DE vs. D5BL.DE - Dividend Comparison
Neither SXR7.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR7.DE and D5BL.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR7.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR7.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for D5BL.DE.
SXR7.DE tracks MSCI EMU, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for SXR7.DE and 0.15% for D5BL.DE.
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