D5BG.DE vs. SXR8.DE
Compare and contrast key facts about Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
D5BG.DE and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. D5BG.DE is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg Euro Corporate Bond. It was launched on Feb 23, 2010. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both D5BG.DE and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
D5BG.DE vs. SXR8.DE - Performance Comparison
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D5BG.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | -0.60% | 3.14% | 4.22% | 7.44% | -12.98% | -1.39% | 2.51% | 6.25% | -1.42% | 1.73% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | -2.80% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Returns By Period
In the year-to-date period, D5BG.DE achieves a -0.60% return, which is significantly higher than SXR8.DE's -2.80% return. Over the past 10 years, D5BG.DE has underperformed SXR8.DE with an annualized return of 0.86%, while SXR8.DE has yielded a comparatively higher 13.67% annualized return.
D5BG.DE
- 1D
- 0.45%
- 1M
- -1.52%
- YTD
- -0.60%
- 6M
- -0.32%
- 1Y
- 2.21%
- 3Y*
- 4.23%
- 5Y*
- -0.20%
- 10Y*
- 0.86%
SXR8.DE
- 1D
- 0.21%
- 1M
- -2.54%
- YTD
- -2.80%
- 6M
- -0.13%
- 1Y
- 10.46%
- 3Y*
- 16.02%
- 5Y*
- 12.15%
- 10Y*
- 13.67%
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D5BG.DE vs. SXR8.DE - Expense Ratio Comparison
Both D5BG.DE and SXR8.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
D5BG.DE vs. SXR8.DE — Risk / Return Rank
D5BG.DE
SXR8.DE
D5BG.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
| D5BG.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.61 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.12 | 0.92 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.37 | -1.49 |
Martin ratioReturn relative to average drawdown | 3.90 | 8.02 | -4.12 |
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
| D5BG.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.61 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.79 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.84 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.74 | -0.28 |
Correlation
The correlation between D5BG.DE and SXR8.DE is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
D5BG.DE vs. SXR8.DE - Dividend Comparison
Neither D5BG.DE nor SXR8.DE has paid dividends to shareholders.
Drawdowns
D5BG.DE vs. SXR8.DE - Drawdown Comparison
The maximum D5BG.DE drawdown since its inception was -17.22%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for D5BG.DE and SXR8.DE.
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Drawdown Indicators
| D5BG.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -33.78% | +16.56% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -8.40% | +5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -23.32% | +6.10% |
Max Drawdown (10Y)Largest decline over 10 years | -17.22% | -33.78% | +16.56% |
Current DrawdownCurrent decline from peak | -2.13% | -5.01% | +2.88% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -5.22% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 2.10% | -1.49% |
Volatility
D5BG.DE vs. SXR8.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) is 1.59%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.62%. This indicates that D5BG.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BG.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 3.62% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.03% | 8.61% | -6.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.73% | 17.16% | -14.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.42% | 15.18% | -10.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.61% | 16.14% | -11.53% |