XECT.DE vs. D5BL.DE
XECT.DE (Xtrackers MSCI Europe Climate Transition UCITS ETF 1C) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - XECT.DE tracks the MSCI Europe NR EUR while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 3 years, XECT.DE returned 12.10%/yr vs 21.76%/yr for D5BL.DE. Their correlation of 0.85 suggests significant overlap in exposure. XECT.DE charges 0.12%/yr vs 0.15%/yr for D5BL.DE.
Performance
XECT.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XECT.DE achieves a 6.91% return, which is significantly lower than D5BL.DE's 13.85% return.
XECT.DE
- 1D
- 0.42%
- 1M
- 3.27%
- YTD
- 6.91%
- 6M
- 9.38%
- 1Y
- 14.52%
- 3Y*
- 12.10%
- 5Y*
- —
- 10Y*
- —
D5BL.DE
- 1D
- -0.38%
- 1M
- 4.90%
- YTD
- 13.85%
- 6M
- 17.13%
- 1Y
- 33.04%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
XECT.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XECT.DE Xtrackers MSCI Europe Climate Transition UCITS ETF 1C | 6.91% | 16.87% | 7.18% | 7.63% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 3.38% |
Correlation
The correlation between XECT.DE and D5BL.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.85 |
The correlation between XECT.DE and D5BL.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
XECT.DE vs. D5BL.DE — Risk / Return Rank
XECT.DE
D5BL.DE
XECT.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) 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.
| XECT.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.42 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 3.28 | -1.99 |
| Martin ratioReturn relative to average drawdown | 4.73 | 12.52 | -7.78 |
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
| XECT.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.28 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.48 | +0.43 |
Drawdowns
XECT.DE vs. D5BL.DE - Drawdown Comparison
The maximum XECT.DE drawdown since its inception was -16.63%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for XECT.DE and D5BL.DE.
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Drawdown Indicators
| XECT.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -40.40% | +23.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -10.02% | -1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -17.36% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.40% | — |
Current DrawdownCurrent decline from peak | -1.91% | -1.22% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -7.23% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.63% | +0.43% |
Volatility
XECT.DE vs. D5BL.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) is 4.45%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that XECT.DE 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
| XECT.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 4.83% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.31% | 11.54% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.52% | 14.44% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.05% | 15.59% | -2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.05% | 17.76% | -4.71% |
XECT.DE vs. D5BL.DE - Expense Ratio Comparison
XECT.DE has a 0.12% expense ratio, which is lower than D5BL.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%.
Dividends
XECT.DE vs. D5BL.DE - Dividend Comparison
Neither XECT.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
XECT.DE and D5BL.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XECT.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XECT.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for D5BL.DE.
XECT.DE tracks MSCI Europe NR EUR, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: DWS and Xtrackers. Their fees differ too: 0.12% for XECT.DE and 0.15% for D5BL.DE.
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