XMEU.L vs. D5BL.DE
XMEU.L (Xtrackers MSCI Europe UCITS ETF 1C) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds from Xtrackers - XMEU.L tracks the MSCI Europe NR EUR while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, XMEU.L returned 10.17%/yr vs 11.84%/yr for D5BL.DE. A 0.75 correlation means they provide meaningful diversification when combined. XMEU.L charges 0.12%/yr vs 0.15%/yr for D5BL.DE.
Performance
XMEU.L vs. D5BL.DE - Performance Comparison
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Different Trading Currencies
XMEU.L is traded in GBp, while D5BL.DE is traded in EUR. To make them comparable, the D5BL.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XMEU.L achieves a 6.81% return, which is significantly lower than D5BL.DE's 12.95% return. Over the past 10 years, XMEU.L has underperformed D5BL.DE with an annualized return of 10.17%, while D5BL.DE has yielded a comparatively higher 11.84% annualized return.
XMEU.L
- 1D
- 0.54%
- 1M
- 1.15%
- YTD
- 6.81%
- 6M
- 8.75%
- 1Y
- 18.92%
- 3Y*
- 13.78%
- 5Y*
- 10.12%
- 10Y*
- 10.17%
D5BL.DE
- 1D
- -0.25%
- 1M
- 5.13%
- YTD
- 12.95%
- 6M
- 16.00%
- 1Y
- 36.64%
- 3Y*
- 21.94%
- 5Y*
- 14.77%
- 10Y*
- 11.84%
XMEU.L vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMEU.L Xtrackers MSCI Europe UCITS ETF 1C | 6.81% | 25.81% | 3.60% | 13.26% | -3.48% | 16.84% | 2.45% | 19.45% | -9.45% | 14.83% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 12.90% | 42.85% | 5.56% | 11.86% | 0.59% | 17.88% | -3.42% | 16.50% | -12.76% | 14.47% |
Correlation
The correlation between XMEU.L and D5BL.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.75 |
The correlation between XMEU.L and D5BL.DE shifts across timeframes, from 0.75 (all time) to 0.86 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XMEU.L vs. D5BL.DE — Risk / Return Rank
XMEU.L
D5BL.DE
XMEU.L vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) 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.
| XMEU.L | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.47 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 3.39 | -1.55 |
| Martin ratioReturn relative to average drawdown | 6.65 | 12.91 | -6.26 |
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
| XMEU.L | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 2.58 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.94 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.69 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.49 | -0.06 |
Drawdowns
XMEU.L vs. D5BL.DE - Drawdown Comparison
The maximum XMEU.L drawdown since its inception was -44.27%, which is greater than D5BL.DE's maximum drawdown of -34.81%. Use the drawdown chart below to compare losses from any high point for XMEU.L and D5BL.DE.
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Drawdown Indicators
| XMEU.L | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.27% | -34.81% | -9.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -10.77% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -13.16% | -16.20% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -15.60% | -16.71% | +1.11% |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | -34.81% | +6.26% |
Current DrawdownCurrent decline from peak | -1.11% | -0.86% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -6.59% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.83% | +0.03% |
Volatility
XMEU.L vs. D5BL.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) is 3.78%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.67%. This indicates that XMEU.L 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
| XMEU.L | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 4.67% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 11.54% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 14.12% | -2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.80% | 15.47% | -1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.86% | 17.13% | -2.27% |
XMEU.L vs. D5BL.DE - Expense Ratio Comparison
XMEU.L 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
XMEU.L vs. D5BL.DE - Dividend Comparison
Neither XMEU.L nor D5BL.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMEU.L Xtrackers MSCI Europe UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.12% |
Frequently Asked Questions
XMEU.L and D5BL.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XMEU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMEU.L is cheaper with a 0.12% expense ratio, compared with 0.15% for D5BL.DE.
XMEU.L tracks MSCI Europe NR EUR, while D5BL.DE tracks MSCI Europe Enhanced Value. Their fees differ too: 0.12% for XMEU.L and 0.15% for D5BL.DE.
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