XWQS.L vs. D5BK.DE
XWQS.L (Xtrackers MSCI World Quality ESG UCITS ETF 1C) and D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) are both exchange-traded funds - XWQS.L is a ESG fund tracking the MSCI World Quality Low Carbon SRI Screened Select Index, while D5BK.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Europe. Both are passively managed. Over the past year, XWQS.L returned 27.33% vs -0.13% for D5BK.DE. At a 0.27 correlation, their price movements are largely independent. XWQS.L charges 0.25%/yr vs 0.33%/yr for D5BK.DE.
Performance
XWQS.L vs. D5BK.DE - Performance Comparison
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Different Trading Currencies
XWQS.L is traded in GBP, while D5BK.DE is traded in EUR. To make them comparable, the D5BK.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, XWQS.L achieves a 9.17% return, which is significantly higher than D5BK.DE's -1.39% return.
XWQS.L
- 1D
- 0.98%
- 1M
- 4.52%
- YTD
- 9.17%
- 6M
- 10.62%
- 1Y
- 27.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
D5BK.DE
- 1D
- 0.84%
- 1M
- -0.05%
- YTD
- -1.39%
- 6M
- -0.95%
- 1Y
- -0.13%
- 3Y*
- 6.67%
- 5Y*
- -4.53%
- 10Y*
- 0.82%
XWQS.L vs. D5BK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWQS.L Xtrackers MSCI World Quality ESG UCITS ETF 1C | 9.17% | 9.12% | 20.95% | -12.78% |
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | -1.39% | 11.48% | -8.21% | 22.88% |
Correlation
The correlation between XWQS.L and D5BK.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2023 | 0.27 |
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Return for Risk
XWQS.L vs. D5BK.DE — Risk / Return Rank
XWQS.L
D5BK.DE
XWQS.L vs. D5BK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.
| XWQS.L | D5BK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.49 | ||
| Sortino ratioReturn per unit of downside risk | +3.45 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.01 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | -0.01 | +3.49 |
| Martin ratioReturn relative to average drawdown | 14.34 | -0.02 | +14.36 |
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
| XWQS.L | D5BK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | -0.01 | +2.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.21 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.29 | +0.15 |
Drawdowns
XWQS.L vs. D5BK.DE - Drawdown Comparison
The maximum XWQS.L drawdown since its inception was -23.95%, smaller than the maximum D5BK.DE drawdown of -45.17%. Use the drawdown chart below to compare losses from any high point for XWQS.L and D5BK.DE.
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Drawdown Indicators
| XWQS.L | D5BK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.95% | -45.17% | +21.22% |
Max Drawdown (1Y)Largest decline over 1 year | -7.82% | -16.42% | +8.60% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.35% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.17% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.17% | — |
Current DrawdownCurrent decline from peak | 0.00% | -27.04% | +27.04% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -13.58% | +6.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 6.10% | -4.20% |
Volatility
XWQS.L vs. D5BK.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) is 2.97%, while Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) has a volatility of 4.73%. This indicates that XWQS.L experiences smaller price fluctuations and is considered to be less risky than D5BK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XWQS.L | D5BK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 4.73% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 7.99% | 13.31% | -5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.96% | 15.67% | -4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.61% | 21.45% | -2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 19.32% | -0.71% |
XWQS.L vs. D5BK.DE - Expense Ratio Comparison
XWQS.L has a 0.25% expense ratio, which is lower than D5BK.DE's 0.33% expense ratio.
Dividends
XWQS.L vs. D5BK.DE - Dividend Comparison
Neither XWQS.L nor D5BK.DE has paid dividends to shareholders.
Frequently Asked Questions
XWQS.L and D5BK.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWQS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWQS.L is cheaper with a 0.25% expense ratio, compared with 0.33% for D5BK.DE.
XWQS.L is categorized as ESG, while D5BK.DE is REIT. XWQS.L tracks MSCI World Quality Low Carbon SRI Screened Select Index, while D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe. Their fees differ too: 0.25% for XWQS.L and 0.33% for D5BK.DE.
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