XD5E.DE vs. H4ZJ.DE
Compare and contrast key facts about Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) and HSBC MSCI World UCITS ETF USD (H4ZJ.DE).
XD5E.DE and H4ZJ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XD5E.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Nov 28, 2012. H4ZJ.DE is a passively managed fund by HSBC that tracks the performance of the MSCI World. It was launched on Dec 8, 2010. Both XD5E.DE and H4ZJ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XD5E.DE vs. H4ZJ.DE - Performance Comparison
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XD5E.DE vs. H4ZJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | -0.02% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 13.47% |
H4ZJ.DE HSBC MSCI World UCITS ETF USD | -1.30% | 8.00% | 26.94% | 22.28% | -13.11% | 35.34% | 7.78% | 34.57% | -2.46% | 9.87% |
Returns By Period
In the year-to-date period, XD5E.DE achieves a -0.02% return, which is significantly higher than H4ZJ.DE's -1.30% return. Over the past 10 years, XD5E.DE has underperformed H4ZJ.DE with an annualized return of 9.47%, while H4ZJ.DE has yielded a comparatively higher 13.76% annualized return.
XD5E.DE
- 1D
- -0.43%
- 1M
- -0.53%
- YTD
- -0.02%
- 6M
- 3.20%
- 1Y
- 14.48%
- 3Y*
- 13.24%
- 5Y*
- 9.86%
- 10Y*
- 9.47%
H4ZJ.DE
- 1D
- 0.09%
- 1M
- -1.91%
- YTD
- -1.30%
- 6M
- 1.75%
- 1Y
- 12.37%
- 3Y*
- 15.95%
- 5Y*
- 11.89%
- 10Y*
- 13.76%
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XD5E.DE vs. H4ZJ.DE - Expense Ratio Comparison
XD5E.DE has a 0.12% expense ratio, which is lower than H4ZJ.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%.
Return for Risk
XD5E.DE vs. H4ZJ.DE — Risk / Return Rank
XD5E.DE
H4ZJ.DE
XD5E.DE vs. H4ZJ.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 HSBC MSCI World UCITS ETF USD (H4ZJ.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.
| XD5E.DE | H4ZJ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.76 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.10 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.77 | -1.03 |
Martin ratioReturn relative to average drawdown | 6.64 | 10.58 | -3.94 |
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
| XD5E.DE | H4ZJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.76 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.83 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.90 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.87 | -0.35 |
Correlation
The correlation between XD5E.DE and H4ZJ.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XD5E.DE vs. H4ZJ.DE - Dividend Comparison
XD5E.DE's dividend yield for the trailing twelve months is around 2.63%, more than H4ZJ.DE's 1.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.63% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
H4ZJ.DE HSBC MSCI World UCITS ETF USD | 1.29% | 1.28% | 2.06% | 3.02% | 2.65% | 2.73% | 3.30% | 4.02% | 4.71% | 3.58% | 4.02% | 3.46% |
Drawdowns
XD5E.DE vs. H4ZJ.DE - Drawdown Comparison
The maximum XD5E.DE drawdown since its inception was -38.04%, which is greater than H4ZJ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for XD5E.DE and H4ZJ.DE.
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Drawdown Indicators
| XD5E.DE | H4ZJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -33.60% | -4.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -8.71% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -21.65% | -2.91% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -33.60% | -4.44% |
Current DrawdownCurrent decline from peak | -6.53% | -4.01% | -2.52% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -4.07% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 1.72% | +0.96% |
Volatility
XD5E.DE vs. H4ZJ.DE - Volatility Comparison
Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) has a higher volatility of 6.14% compared to HSBC MSCI World UCITS ETF USD (H4ZJ.DE) at 4.21%. This indicates that XD5E.DE's price experiences larger fluctuations and is considered to be riskier than H4ZJ.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 | H4ZJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 4.21% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.19% | 8.44% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 16.15% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 14.16% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 15.09% | +1.89% |