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XESD.DE vs. D5BG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XESD.DE vs. D5BG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Spanish Equity UCITS ETF (XESD.DE) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.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, XESD.DE achieves a 7.26% return, which is significantly higher than D5BG.DE's 0.58% return.


XESD.DE

1D
0.58%
1M
1.30%
YTD
7.26%
6M
11.75%
1Y
34.69%
3Y*
29.40%
5Y*
18.89%
10Y*

D5BG.DE

1D
0.15%
1M
0.36%
YTD
0.58%
6M
0.60%
1Y
2.20%
3Y*
4.59%
5Y*
0.10%
10Y*
0.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XESD.DE vs. D5BG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XESD.DE
Xtrackers Spanish Equity UCITS ETF
7.26%58.73%14.57%26.73%-1.59%10.90%-10.12%15.71%-12.40%-1.58%
D5BG.DE
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.58%3.14%4.22%7.44%-12.98%-1.39%2.51%6.25%-1.42%1.63%

Correlation

The correlation between XESD.DE and D5BG.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

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

0.31

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2017

0.21

Over the past year, XESD.DE and D5BG.DE have become more correlated (0.48) than their long-term average of 0.21, meaning their price movements have been converging.

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Return for Risk

XESD.DE vs. D5BG.DE — Risk / Return Rank

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

XESD.DE
XESD.DE Risk / Return Rank: 6565
Overall Rank
XESD.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XESD.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
XESD.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XESD.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
XESD.DE Martin Ratio Rank: 6666
Martin Ratio Rank

D5BG.DE
D5BG.DE Risk / Return Rank: 2020
Overall Rank
D5BG.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
D5BG.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
D5BG.DE Omega Ratio Rank: 1919
Omega Ratio Rank
D5BG.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
D5BG.DE Martin Ratio Rank: 2121
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.

XESD.DE vs. D5BG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Spanish Equity UCITS ETF (XESD.DE) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.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.


XESD.DED5BG.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+1.91

Omega ratioGain probability vs. loss probability

1.37

1.12

+0.25

Calmar ratioReturn relative to maximum drawdown

3.46

0.74

+2.73

Martin ratioReturn relative to average drawdown

12.05

2.53

+9.52

XESD.DE vs. D5BG.DE - Sharpe Ratio Comparison

The current XESD.DE Sharpe Ratio is 2.10, which is higher than the D5BG.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of XESD.DE and D5BG.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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Sharpe Ratios by Period


XESD.DED5BG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

0.63

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.02

+1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.48

+0.07

Drawdowns

XESD.DE vs. D5BG.DE - Drawdown Comparison

The maximum XESD.DE drawdown since its inception was -38.77%, which is greater than D5BG.DE's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for XESD.DE and D5BG.DE.


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Drawdown Indicators


XESD.DED5BG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.77%

-17.22%

-21.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.27%

-2.68%

-7.59%

Max Drawdown (3Y)

Largest decline over 3 years

-12.49%

-2.68%

-9.81%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

-17.22%

-1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-17.22%

Current Drawdown

Current decline from peak

-0.56%

-0.97%

+0.41%

Average Drawdown

Average peak-to-trough decline

-7.38%

-2.88%

-4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

0.78%

+2.18%

Volatility

XESD.DE vs. D5BG.DE - Volatility Comparison

Xtrackers Spanish Equity UCITS ETF (XESD.DE) has a higher volatility of 4.46% compared to Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) at 1.16%. This indicates that XESD.DE's price experiences larger fluctuations and is considered to be riskier than D5BG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XESD.DED5BG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

1.16%

+3.30%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

2.72%

+11.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

3.13%

+13.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

4.49%

+12.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

4.64%

+14.17%

XESD.DE vs. D5BG.DE - Expense Ratio Comparison

XESD.DE has a 0.30% expense ratio, which is higher than D5BG.DE's 0.12% expense ratio.


Dividends

XESD.DE vs. D5BG.DE - Dividend Comparison

XESD.DE's dividend yield for the trailing twelve months is around 2.50%, while D5BG.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
D5BG.DE
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
2.50%2.43%3.14%2.57%3.98%1.51%4.30%3.35%4.48%

Frequently Asked Questions


XESD.DE and D5BG.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, D5BG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D5BG.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for XESD.DE.

XESD.DE is categorized as Europe Equities, while D5BG.DE is European Corporate Bonds. XESD.DE tracks Solactive Spain 40, while D5BG.DE tracks Bloomberg Euro Corporate Bond. Their fees differ too: 0.30% for XESD.DE and 0.12% for D5BG.DE.

Portfolio Optimizer

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