VERX.DE vs. D5BL.DE
VERX.DE (Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - VERX.DE tracks the MSCI Europe Ex UK NR EUR while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, VERX.DE returned 9.29%/yr vs 14.60%/yr for D5BL.DE. Their correlation of 0.89 suggests significant overlap in exposure. VERX.DE charges 0.10%/yr vs 0.15%/yr for D5BL.DE.
Performance
VERX.DE vs. D5BL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VERX.DE achieves a 7.52% return, which is significantly lower than D5BL.DE's 13.85% return.
VERX.DE
- 1D
- 0.77%
- 1M
- 1.44%
- YTD
- 7.52%
- 6M
- 10.01%
- 1Y
- 15.75%
- 3Y*
- 13.73%
- 5Y*
- 9.29%
- 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%
VERX.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VERX.DE Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing | 7.52% | 21.24% | 6.70% | 17.65% | -12.49% | 24.56% | 2.31% | 28.67% | -11.14% | -1.37% |
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% | 0.39% |
Correlation
The correlation between VERX.DE and D5BL.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.89 |
The correlation between VERX.DE and D5BL.DE has been stable across timeframes, ranging from 0.86 to 0.89 - 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
VERX.DE vs. D5BL.DE — Risk / Return Rank
VERX.DE
D5BL.DE
VERX.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.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.
| VERX.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 3.28 | -1.73 |
| Martin ratioReturn relative to average drawdown | 5.58 | 12.52 | -6.93 |
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
| VERX.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 2.28 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.93 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.48 | +0.06 |
Drawdowns
VERX.DE vs. D5BL.DE - Drawdown Comparison
The maximum VERX.DE drawdown since its inception was -34.46%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for VERX.DE and D5BL.DE.
Loading charts...
Drawdown Indicators
| VERX.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.46% | -40.40% | +5.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.22% | -10.02% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -16.31% | -17.36% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -22.86% | -19.58% | -3.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.40% | — |
Current DrawdownCurrent decline from peak | -1.26% | -1.22% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -7.23% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.63% | +0.22% |
Volatility
VERX.DE vs. D5BL.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.DE) is 4.34%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that VERX.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
| VERX.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 4.83% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 11.54% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 14.44% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 15.59% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 17.76% | -1.64% |
VERX.DE vs. D5BL.DE - Expense Ratio Comparison
VERX.DE has a 0.10% 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
VERX.DE vs. D5BL.DE - Dividend Comparison
VERX.DE's dividend yield for the trailing twelve months is around 2.48%, while D5BL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VERX.DE Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing | 2.48% | 2.67% | 2.92% | 2.75% | 3.02% | 2.28% | 1.95% | 2.80% | 3.23% | 0.23% |
Frequently Asked Questions
VERX.DE and D5BL.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VERX.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VERX.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for D5BL.DE.
VERX.DE tracks MSCI Europe Ex UK NR EUR, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.10% for VERX.DE and 0.15% for D5BL.DE.
Find the right allocation for VERX.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