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BBCK.DE vs. DX2E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBCK.DE vs. DX2E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) and Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) (DX2E.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with BBCK.DE having a 12.42% return and DX2E.DE slightly higher at 12.81%. Over the past 10 years, BBCK.DE has outperformed DX2E.DE with an annualized return of 12.18%, while DX2E.DE has yielded a comparatively lower 7.27% annualized return.


BBCK.DE

1D
0.88%
1M
4.69%
6M
8.25%
YTD
12.42%
1Y
27.23%
3Y*
19.89%
5Y*
11.47%
10Y*
12.18%

DX2E.DE

1D
-0.14%
1M
1.41%
6M
10.65%
YTD
12.81%
1Y
20.10%
3Y*
14.56%
5Y*
11.13%
10Y*
7.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBCK.DE vs. DX2E.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBCK.DE
Invesco Global Buyback Achievers UCITS ETF
12.42%16.70%19.10%11.74%-6.61%30.88%1.65%35.50%-11.65%6.15%
DX2E.DE
Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc)
12.81%7.67%20.50%1.50%5.79%19.36%-15.20%28.45%-6.70%4.17%

Correlation

The correlation between BBCK.DE and DX2E.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.54

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

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2014

0.60

Over the past year, the correlation between BBCK.DE and DX2E.DE has dropped to 0.40 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Return for Risk

BBCK.DE vs. DX2E.DE — Risk / Return Rank

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

BBCK.DE
BBCK.DE Risk / Return Rank: 9090
Overall Rank
BBCK.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BBCK.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
BBCK.DE Omega Ratio Rank: 8787
Omega Ratio Rank
BBCK.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
BBCK.DE Martin Ratio Rank: 9393
Martin Ratio Rank

DX2E.DE
DX2E.DE Risk / Return Rank: 8080
Overall Rank
DX2E.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DX2E.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
DX2E.DE Omega Ratio Rank: 7676
Omega Ratio Rank
DX2E.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
DX2E.DE Martin Ratio Rank: 7272
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.

BBCK.DE vs. DX2E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) and Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) (DX2E.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.


BBCK.DEDX2E.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.42

1.36

+0.07

Calmar ratioReturn relative to maximum drawdown

6.15

4.18

+1.97

Martin ratioReturn relative to average drawdown

18.95

10.39

+8.56

BBCK.DE vs. DX2E.DE - Sharpe Ratio Comparison

The current BBCK.DE Sharpe Ratio is 2.37, which is comparable to the DX2E.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of BBCK.DE and DX2E.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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Drawdowns

BBCK.DE vs. DX2E.DE - Drawdown Comparison

The maximum BBCK.DE drawdown since its inception was -33.24%, smaller than the maximum DX2E.DE drawdown of -63.84%. Use the drawdown chart below to compare losses from any high point for BBCK.DE and DX2E.DE.


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Drawdown Indicators


BBCK.DEDX2E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.24%

-63.84%

+30.60%

Max Drawdown (1Y)

Largest decline over 1 year

-4.40%

-4.79%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-21.54%

-14.59%

-6.95%

Max Drawdown (5Y)

Largest decline over 5 years

-21.54%

-19.57%

-1.97%

Max Drawdown (10Y)

Largest decline over 10 years

-33.24%

-42.15%

+8.91%

Current Drawdown

Current decline from peak

0.00%

-1.35%

+1.35%

Average Drawdown

Average peak-to-trough decline

-6.18%

-18.81%

+12.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.93%

-0.50%

Volatility

BBCK.DE vs. DX2E.DE - Volatility Comparison

Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) has a higher volatility of 2.99% compared to Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) (DX2E.DE) at 2.81%. This indicates that BBCK.DE's price experiences larger fluctuations and is considered to be riskier than DX2E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBCK.DEDX2E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

2.81%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

7.78%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

9.79%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.68%

12.20%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.32%

14.75%

+8.57%

BBCK.DE vs. DX2E.DE - Expense Ratio Comparison

BBCK.DE has a 0.39% expense ratio, which is lower than DX2E.DE's 0.60% expense ratio.


Dividends

BBCK.DE vs. DX2E.DE - Dividend Comparison

BBCK.DE's dividend yield for the trailing twelve months is around 1.64%, while DX2E.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BBCK.DE
Invesco Global Buyback Achievers UCITS ETF
1.64%1.88%1.78%1.74%1.96%1.17%1.61%1.84%1.35%1.23%1.64%1.29%
DX2E.DE
Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BBCK.DE and DX2E.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBCK.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBCK.DE is cheaper with a 0.39% expense ratio, compared with 0.60% for DX2E.DE.

BBCK.DE tracks Nasdaq Global Buyback Achievers, while DX2E.DE tracks S&P Global Infrastructure Net Total Return Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.39% for BBCK.DE and 0.60% for DX2E.DE.

Portfolio Optimizer

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