XSX7.DE vs. D5BL.DE
XSX7.DE (Xtrackers Stoxx Europe 600 UCITS ETF) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds from Xtrackers - XSX7.DE tracks the STOXX® Europe 600 while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 3 years, XSX7.DE returned 14.05%/yr vs 21.76%/yr for D5BL.DE. Their correlation of 0.88 suggests significant overlap in exposure. XSX7.DE charges 0.07%/yr vs 0.15%/yr for D5BL.DE.
Performance
XSX7.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSX7.DE achieves a 7.42% return, which is significantly lower than D5BL.DE's 13.85% return.
XSX7.DE
- 1D
- 0.51%
- 1M
- 0.85%
- YTD
- 7.42%
- 6M
- 10.03%
- 1Y
- 16.27%
- 3Y*
- 14.05%
- 5Y*
- —
- 10Y*
- —
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
XSX7.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 7.42% | 21.04% | 8.43% | 12.54% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 11.36% |
Correlation
The correlation between XSX7.DE and D5BL.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2023 | 0.88 |
The correlation between XSX7.DE and D5BL.DE has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.
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Return for Risk
XSX7.DE vs. D5BL.DE — Risk / Return Rank
XSX7.DE
D5BL.DE
XSX7.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.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.
| XSX7.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.42 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.28 | -1.54 |
| Martin ratioReturn relative to average drawdown | 6.53 | 12.52 | -5.98 |
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
| XSX7.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 2.28 | -1.00 |
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 | 1.20 | 0.48 | +0.72 |
Drawdowns
XSX7.DE vs. D5BL.DE - Drawdown Comparison
The maximum XSX7.DE drawdown since its inception was -16.32%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for XSX7.DE and D5BL.DE.
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Drawdown Indicators
| XSX7.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.32% | -40.40% | +24.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -10.02% | +0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -16.32% | -17.36% | +1.04% |
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 | -1.65% | -1.22% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -1.96% | -7.23% | +5.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.63% | -0.14% |
Volatility
XSX7.DE vs. D5BL.DE - Volatility Comparison
The current volatility for Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) is 4.24%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that XSX7.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
| XSX7.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.83% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 11.54% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 14.44% | -1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.80% | 15.59% | -2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.80% | 17.76% | -4.96% |
XSX7.DE vs. D5BL.DE - Expense Ratio Comparison
XSX7.DE has a 0.07% 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
XSX7.DE vs. D5BL.DE - Dividend Comparison
XSX7.DE's dividend yield for the trailing twelve months is around 2.59%, while D5BL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% |
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 2.59% | 2.67% | 3.32% | 2.25% |
Frequently Asked Questions
XSX7.DE and D5BL.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX7.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX7.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for D5BL.DE.
XSX7.DE tracks STOXX® Europe 600, while D5BL.DE tracks MSCI Europe Enhanced Value. Their fees differ too: 0.07% for XSX7.DE and 0.15% for D5BL.DE.
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