XGLF.DE vs. D5BI.DE
XGLF.DE (Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)) and D5BI.DE (Xtrackers MSCI Mexico UCITS ETF (Acc)) are both Emerging Markets Equities funds from Xtrackers - XGLF.DE tracks the MSCI GCC Countries ex Select Securities Index while D5BI.DE tracks the MSCI Mexico Index. Both are passively managed. Over the past 10 years, XGLF.DE returned 8.00%/yr vs 6.75%/yr for D5BI.DE. At a 0.31 correlation, their price movements are largely independent. Both charge a 0.65% expense ratio.
Performance
XGLF.DE vs. D5BI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGLF.DE achieves a 6.06% return, which is significantly lower than D5BI.DE's 11.27% return. Over the past 10 years, XGLF.DE has outperformed D5BI.DE with an annualized return of 8.00%, while D5BI.DE has yielded a comparatively lower 6.75% annualized return.
XGLF.DE
- 1D
- 0.50%
- 1M
- 2.01%
- 6M
- 5.05%
- YTD
- 6.06%
- 1Y
- 5.74%
- 3Y*
- 3.33%
- 5Y*
- 5.16%
- 10Y*
- 8.00%
D5BI.DE
- 1D
- -1.37%
- 1M
- -1.99%
- 6M
- 12.22%
- YTD
- 11.27%
- 1Y
- 32.11%
- 3Y*
- 8.59%
- 5Y*
- 13.52%
- 10Y*
- 6.75%
XGLF.DE vs. D5BI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGLF.DE Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) | 6.06% | -5.36% | 9.58% | 0.55% | 1.24% | 48.84% | -9.49% | 9.50% | 22.95% | -7.49% |
D5BI.DE Xtrackers MSCI Mexico UCITS ETF (Acc) | 11.27% | 38.94% | -22.34% | 33.20% | 6.01% | 26.63% | -10.02% | 16.19% | -10.43% | -1.01% |
Correlation
The correlation between XGLF.DE and D5BI.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2015 | 0.31 |
The correlation between XGLF.DE and D5BI.DE shifts across timeframes, from 0.18 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XGLF.DE vs. D5BI.DE — Risk / Return Rank
XGLF.DE
D5BI.DE
XGLF.DE vs. D5BI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) and Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.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.
| XGLF.DE | D5BI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.28 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 2.70 | -2.07 |
| Martin ratioReturn relative to average drawdown | 1.39 | 10.42 | -9.03 |
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Drawdowns
XGLF.DE vs. D5BI.DE - Drawdown Comparison
The maximum XGLF.DE drawdown since its inception was -42.15%, smaller than the maximum D5BI.DE drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for XGLF.DE and D5BI.DE.
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Drawdown Indicators
| XGLF.DE | D5BI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.15% | -55.39% | +13.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -11.84% | +2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -18.41% | -30.89% | +12.48% |
Max Drawdown (5Y)Largest decline over 5 years | -31.29% | -30.89% | -0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -35.16% | -49.58% | +14.42% |
Current DrawdownCurrent decline from peak | -17.78% | -4.36% | -13.42% |
Average DrawdownAverage peak-to-trough decline | -18.26% | -19.55% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 3.07% | +1.04% |
Volatility
XGLF.DE vs. D5BI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) is 4.44%, while Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) has a volatility of 6.63%. This indicates that XGLF.DE experiences smaller price fluctuations and is considered to be less risky than D5BI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGLF.DE | D5BI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 6.63% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 16.81% | -7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.62% | 19.87% | -7.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 20.87% | -5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 23.94% | -5.60% |
XGLF.DE vs. D5BI.DE - Expense Ratio Comparison
Both XGLF.DE and D5BI.DE have an expense ratio of 0.65%.
Dividends
XGLF.DE vs. D5BI.DE - Dividend Comparison
Neither XGLF.DE nor D5BI.DE has paid dividends to shareholders.
Frequently Asked Questions
XGLF.DE and D5BI.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XGLF.DE and D5BI.DE have the same expense ratio: 0.65% per year.
XGLF.DE tracks MSCI GCC Countries ex Select Securities Index, while D5BI.DE tracks MSCI Mexico Index.
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