WQDA.AS vs. D5BL.DE
WQDA.AS (iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both exchange-traded funds - WQDA.AS is a Dividend fund tracking the MSCI World High Dividend Yield Advanced Select Index, while D5BL.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, WQDA.AS returned 11.93%/yr vs 13.54%/yr for D5BL.DE. A 0.75 correlation means they provide meaningful diversification when combined. WQDA.AS charges 0.38%/yr vs 0.15%/yr for D5BL.DE.
Performance
WQDA.AS vs. D5BL.DE - Performance Comparison
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Different Trading Currencies
WQDA.AS is traded in USD, while D5BL.DE is traded in EUR. To make them comparable, the D5BL.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WQDA.AS achieves a 14.41% return, which is significantly higher than D5BL.DE's 12.54% return.
WQDA.AS
- 1D
- 0.23%
- 1M
- 6.44%
- YTD
- 14.41%
- 6M
- 15.98%
- 1Y
- 31.03%
- 3Y*
- 19.49%
- 5Y*
- 11.93%
- 10Y*
- —
D5BL.DE
- 1D
- -0.25%
- 1M
- 4.18%
- YTD
- 12.54%
- 6M
- 16.81%
- 1Y
- 35.33%
- 3Y*
- 25.08%
- 5Y*
- 13.54%
- 10Y*
- 11.02%
WQDA.AS vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WQDA.AS iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc | 14.41% | 24.48% | 10.10% | 17.19% | -7.37% | 15.74% | 10.74% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 12.54% | 53.29% | 4.06% | 17.74% | -9.88% | 16.83% | 19.63% |
Correlation
The correlation between WQDA.AS and D5BL.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2020 | 0.75 |
The correlation between WQDA.AS and D5BL.DE has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.
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Return for Risk
WQDA.AS vs. D5BL.DE — Risk / Return Rank
WQDA.AS
D5BL.DE
WQDA.AS vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc (WQDA.AS) 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.
| WQDA.AS | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.39 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | 2.97 | +1.08 |
| Martin ratioReturn relative to average drawdown | 14.71 | 10.89 | +3.82 |
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
| WQDA.AS | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.56 | 2.14 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.71 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.40 | +0.66 |
Drawdowns
WQDA.AS vs. D5BL.DE - Drawdown Comparison
The maximum WQDA.AS drawdown since its inception was -21.23%, smaller than the maximum D5BL.DE drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for WQDA.AS and D5BL.DE.
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Drawdown Indicators
| WQDA.AS | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.23% | -46.42% | +25.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -11.84% | +4.28% |
Max Drawdown (3Y)Largest decline over 3 years | -13.89% | -17.36% | +3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -21.23% | -31.24% | +10.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.42% | — |
Current DrawdownCurrent decline from peak | -0.23% | -1.48% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -11.32% | +7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 3.24% | -1.15% |
Volatility
WQDA.AS vs. D5BL.DE - Volatility Comparison
The current volatility for iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc (WQDA.AS) is 3.63%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 5.33%. This indicates that WQDA.AS 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
| WQDA.AS | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 5.33% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 13.18% | -3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.94% | 16.41% | -4.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.78% | 18.77% | -4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.48% | 19.91% | -5.43% |
WQDA.AS vs. D5BL.DE - Expense Ratio Comparison
WQDA.AS has a 0.38% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
WQDA.AS vs. D5BL.DE - Dividend Comparison
Neither WQDA.AS nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
WQDA.AS and D5BL.DE have a correlation of 0.78, 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 0.38% for WQDA.AS.
WQDA.AS is categorized as Dividend, while D5BL.DE is Europe Equities. WQDA.AS tracks MSCI World High Dividend Yield Advanced Select Index, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.38% for WQDA.AS and 0.15% for D5BL.DE.
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