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X014.DE vs. DBX5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

X014.DE vs. DBX5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist (X014.DE) and Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, X014.DE achieves a 17.09% return, which is significantly lower than DBX5.DE's 71.61% return. Over the past 10 years, X014.DE has underperformed DBX5.DE with an annualized return of 8.45%, while DBX5.DE has yielded a comparatively higher 22.25% annualized return.


X014.DE

1D
0.62%
1M
4.13%
YTD
17.09%
6M
17.23%
1Y
30.14%
3Y*
14.07%
5Y*
7.97%
10Y*
8.45%

DBX5.DE

1D
-0.14%
1M
4.15%
YTD
71.61%
6M
76.16%
1Y
104.71%
3Y*
41.69%
5Y*
22.90%
10Y*
22.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

X014.DE vs. DBX5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
X014.DE
Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist
17.09%9.40%11.53%8.83%-8.81%10.80%2.05%21.84%-8.83%9.35%
DBX5.DE
Xtrackers MSCI Taiwan UCITS ETF 1C
71.61%18.33%31.08%24.13%-25.18%37.79%24.49%39.17%-5.53%12.64%

Correlation

The correlation between X014.DE and DBX5.DE is 0.53, 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

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2008

0.57

The correlation between X014.DE and DBX5.DE has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.

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Return for Risk

X014.DE vs. DBX5.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

X014.DE
X014.DE Risk / Return Rank: 5858
Overall Rank
X014.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
X014.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
X014.DE Omega Ratio Rank: 5353
Omega Ratio Rank
X014.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
X014.DE Martin Ratio Rank: 6060
Martin Ratio Rank

DBX5.DE
DBX5.DE Risk / Return Rank: 9696
Overall Rank
DBX5.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DBX5.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
DBX5.DE Omega Ratio Rank: 9595
Omega Ratio Rank
DBX5.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
DBX5.DE Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

X014.DE vs. DBX5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist (X014.DE) and Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


X014.DEDBX5.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-2.32

Omega ratioGain probability vs. loss probability

1.30

1.64

-0.34

Calmar ratioReturn relative to maximum drawdown

2.87

11.28

-8.42

Martin ratioReturn relative to average drawdown

9.61

31.68

-22.07

X014.DE vs. DBX5.DE - Sharpe Ratio Comparison

The current X014.DE Sharpe Ratio is 1.66, which is lower than the DBX5.DE Sharpe Ratio of 4.04. The chart below compares the historical Sharpe Ratios of X014.DE and DBX5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

X014.DE vs. DBX5.DE - Drawdown Comparison

The maximum X014.DE drawdown since its inception was -40.49%, smaller than the maximum DBX5.DE drawdown of -65.09%. Use the drawdown chart below to compare losses from any high point for X014.DE and DBX5.DE.


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Drawdown Indicators


X014.DEDBX5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.49%

-65.09%

+24.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-9.23%

-1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-17.94%

-30.80%

+12.86%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-32.61%

+14.67%

Max Drawdown (10Y)

Largest decline over 10 years

-29.05%

-32.61%

+3.56%

Current Drawdown

Current decline from peak

-1.93%

-6.16%

+4.23%

Average Drawdown

Average peak-to-trough decline

-12.28%

-16.37%

+4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.29%

-0.16%

Volatility

X014.DE vs. DBX5.DE - Volatility Comparison

The current volatility for Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist (X014.DE) is 5.31%, while Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a volatility of 10.86%. This indicates that X014.DE experiences smaller price fluctuations and is considered to be less risky than DBX5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


X014.DEDBX5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

10.86%

-5.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.46%

21.46%

-8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

25.80%

-7.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

21.96%

-6.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

20.73%

-5.07%

X014.DE vs. DBX5.DE - Expense Ratio Comparison

X014.DE has a 0.45% expense ratio, which is lower than DBX5.DE's 0.65% expense ratio.


Dividends

X014.DE vs. DBX5.DE - Dividend Comparison

X014.DE's dividend yield for the trailing twelve months is around 1.57%, while DBX5.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
DBX5.DE
Xtrackers MSCI Taiwan UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
X014.DE
Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist
1.57%1.84%2.13%1.85%2.23%1.47%1.79%2.06%2.15%

Frequently Asked Questions


X014.DE and DBX5.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, X014.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

X014.DE is cheaper with a 0.45% expense ratio, compared with 0.65% for DBX5.DE.

X014.DE tracks MSCI Pacific ESG Broad CTB Select, while DBX5.DE tracks MSCI Taiwan 20/35 Custom. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.45% for X014.DE and 0.65% for DBX5.DE.

Portfolio Optimizer

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