XD5E.DE vs. EXXX.DE
XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) and EXXX.DE (iShares ATX UCITS ETF (DE)) are both Europe Equities funds - XD5E.DE tracks the MSCI EMU NR EUR while EXXX.DE tracks the ATX Index. Both are passively managed. Over the past 10 years, XD5E.DE returned 10.32%/yr vs 14.22%/yr for EXXX.DE. A 0.76 correlation means they provide meaningful diversification when combined. XD5E.DE charges 0.12%/yr vs 0.32%/yr for EXXX.DE.
Performance
XD5E.DE vs. EXXX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XD5E.DE achieves a 10.86% return, which is significantly lower than EXXX.DE's 23.44% return. Over the past 10 years, XD5E.DE has underperformed EXXX.DE with an annualized return of 10.32%, while EXXX.DE has yielded a comparatively higher 14.22% annualized return.
XD5E.DE
- 1D
- 0.07%
- 1M
- -1.34%
- 6M
- 8.47%
- YTD
- 10.86%
- 1Y
- 20.28%
- 3Y*
- 15.78%
- 5Y*
- 11.11%
- 10Y*
- 10.32%
EXXX.DE
- 1D
- 0.74%
- 1M
- -1.82%
- 6M
- 20.60%
- YTD
- 23.44%
- 1Y
- 46.38%
- 3Y*
- 30.02%
- 5Y*
- 17.49%
- 10Y*
- 14.22%
XD5E.DE vs. EXXX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 10.86% | 24.71% | 9.50% | 18.85% | -11.91% | 22.16% | -0.74% | 27.47% | -12.94% | 13.47% |
EXXX.DE iShares ATX UCITS ETF (DE) | 23.44% | 51.31% | 10.39% | 13.71% | -16.43% | 42.16% | -11.27% | 19.95% | -18.96% | 32.71% |
Correlation
The correlation between XD5E.DE and EXXX.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2012 | 0.76 |
The correlation between XD5E.DE and EXXX.DE has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.
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Return for Risk
XD5E.DE vs. EXXX.DE — Risk / Return Rank
XD5E.DE
EXXX.DE
XD5E.DE vs. EXXX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) and iShares ATX UCITS ETF (DE) (EXXX.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.
| XD5E.DE | EXXX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.45 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 4.31 | -2.34 |
| Martin ratioReturn relative to average drawdown | 7.28 | 14.44 | -7.16 |
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Drawdowns
XD5E.DE vs. EXXX.DE - Drawdown Comparison
The maximum XD5E.DE drawdown since its inception was -38.04%, smaller than the maximum EXXX.DE drawdown of -71.43%. Use the drawdown chart below to compare losses from any high point for XD5E.DE and EXXX.DE.
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Drawdown Indicators
| XD5E.DE | EXXX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -71.43% | +33.39% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -10.71% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -15.30% | -16.11% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -32.69% | +8.13% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -52.90% | +14.86% |
Current DrawdownCurrent decline from peak | -2.79% | -2.77% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -28.47% | +22.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 3.20% | -0.42% |
Volatility
XD5E.DE vs. EXXX.DE - Volatility Comparison
The current volatility for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) is 3.97%, while iShares ATX UCITS ETF (DE) (EXXX.DE) has a volatility of 4.96%. This indicates that XD5E.DE experiences smaller price fluctuations and is considered to be less risky than EXXX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XD5E.DE | EXXX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 4.96% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.42% | 14.69% | -2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.67% | 17.56% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 19.12% | -3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 19.94% | -3.28% |
XD5E.DE vs. EXXX.DE - Expense Ratio Comparison
XD5E.DE has a 0.12% expense ratio, which is lower than EXXX.DE's 0.32% expense ratio.
Dividends
XD5E.DE vs. EXXX.DE - Dividend Comparison
XD5E.DE's dividend yield for the trailing twelve months is around 2.37%, less than EXXX.DE's 2.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXX.DE iShares ATX UCITS ETF (DE) | 2.99% | 2.53% | 4.30% | 3.53% | 3.61% | 1.04% | 1.18% | 1.73% | 0.48% | 0.65% | 1.08% | 1.65% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.37% | 2.54% | 2.86% | 2.74% | 4.65% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
XD5E.DE and EXXX.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.32% for EXXX.DE.
XD5E.DE tracks MSCI EMU NR EUR, while EXXX.DE tracks ATX Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XD5E.DE and 0.32% for EXXX.DE.
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