XD5E.DE vs. XDEQ.DE
XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XD5E.DE is a Europe Equities fund tracking the MSCI EMU NR EUR, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, XD5E.DE returned 10.03%/yr vs 12.38%/yr for XDEQ.DE. A 0.69 correlation means they provide meaningful diversification when combined. XD5E.DE charges 0.12%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XD5E.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XD5E.DE achieves a 8.92% return, which is significantly lower than XDEQ.DE's 9.48% return. Over the past 10 years, XD5E.DE has underperformed XDEQ.DE with an annualized return of 10.03%, while XDEQ.DE has yielded a comparatively higher 12.38% annualized return.
XD5E.DE
- 1D
- 0.52%
- 1M
- 1.86%
- YTD
- 8.92%
- 6M
- 10.72%
- 1Y
- 17.76%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
XD5E.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 13.47% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
Correlation
The correlation between XD5E.DE and XDEQ.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.69 |
The correlation between XD5E.DE and XDEQ.DE has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.
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Return for Risk
XD5E.DE vs. XDEQ.DE — Risk / Return Rank
XD5E.DE
XDEQ.DE
XD5E.DE vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.34 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.04 | -1.29 |
| Martin ratioReturn relative to average drawdown | 6.40 | 12.17 | -5.78 |
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 | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.78 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.80 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.85 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.80 | -0.25 |
Drawdowns
XD5E.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XD5E.DE drawdown since its inception was -38.04%, which is greater than XDEQ.DE's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XD5E.DE and XDEQ.DE.
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Drawdown Indicators
| XD5E.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -32.16% | -5.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -6.22% | -4.04% |
Max Drawdown (3Y)Largest decline over 3 years | -15.30% | -20.59% | +5.29% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -20.59% | -3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -32.16% | -5.88% |
Current DrawdownCurrent decline from peak | -0.44% | 0.00% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -4.75% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.56% | +1.26% |
Volatility
XD5E.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) has a higher volatility of 4.54% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XD5E.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 2.36% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 7.32% | +4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 10.64% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 14.12% | +2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 15.35% | +1.68% |
XD5E.DE vs. XDEQ.DE - Expense Ratio Comparison
XD5E.DE has a 0.12% expense ratio, which is lower than XDEQ.DE's 0.25% 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
XD5E.DE vs. XDEQ.DE - Dividend Comparison
XD5E.DE's dividend yield for the trailing twelve months is around 2.42%, while XDEQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XD5E.DE and XDEQ.DE have a correlation of 0.76, 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 0.25% for XDEQ.DE.
XD5E.DE is categorized as Europe Equities, while XDEQ.DE is Global Equities. XD5E.DE tracks MSCI EMU NR EUR, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.12% for XD5E.DE and 0.25% for XDEQ.DE.
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