D5BK.DE vs. SPY2.DE
D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and SPY2.DE (SPDR Dow Jones Global Real Estate UCITS ETF Accumulating) are both REIT funds - D5BK.DE tracks the FTSE EPRA/NAREIT Developed Europe while SPY2.DE tracks the Dow Jones Global Select Real Estate Securities. Both are passively managed. Over the past 5 years, D5BK.DE returned -4.66%/yr vs 2.27%/yr for SPY2.DE. A 0.65 correlation means they provide meaningful diversification when combined. D5BK.DE charges 0.33%/yr vs 0.40%/yr for SPY2.DE.
Performance
D5BK.DE vs. SPY2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BK.DE achieves a -0.60% return, which is significantly lower than SPY2.DE's 8.38% return.
D5BK.DE
- 1D
- 0.72%
- 1M
- -2.59%
- YTD
- -0.60%
- 6M
- 0.51%
- 1Y
- -2.67%
- 3Y*
- 6.51%
- 5Y*
- -4.66%
- 10Y*
- -0.15%
SPY2.DE
- 1D
- 0.10%
- 1M
- -1.74%
- YTD
- 8.38%
- 6M
- 7.43%
- 1Y
- 10.30%
- 3Y*
- 5.92%
- 5Y*
- 2.27%
- 10Y*
- —
D5BK.DE vs. SPY2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | -0.60% | 5.96% | -4.03% | 15.92% | -36.63% | 17.10% | -10.26% | 5.05% |
SPY2.DE SPDR Dow Jones Global Real Estate UCITS ETF Accumulating | 8.38% | -2.42% | 5.09% | 7.66% | -20.98% | 41.62% | -18.78% | -1.52% |
Correlation
The correlation between D5BK.DE and SPY2.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2019 | 0.65 |
The correlation between D5BK.DE and SPY2.DE has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.
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Return for Risk
D5BK.DE vs. SPY2.DE — Risk / Return Rank
D5BK.DE
SPY2.DE
D5BK.DE vs. SPY2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.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.
| D5BK.DE | SPY2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.16 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.48 | -1.66 |
| Martin ratioReturn relative to average drawdown | -0.45 | 4.38 | -4.83 |
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
| D5BK.DE | SPY2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 0.89 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.15 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.05 | +0.22 |
Drawdowns
D5BK.DE vs. SPY2.DE - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, which is greater than SPY2.DE's maximum drawdown of -42.59%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and SPY2.DE.
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Drawdown Indicators
| D5BK.DE | SPY2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.41% | -42.59% | -3.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -6.86% | -8.75% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | -20.14% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -46.41% | -30.72% | -15.69% |
Max Drawdown (10Y)Largest decline over 10 years | -46.41% | — | — |
Current DrawdownCurrent decline from peak | -28.23% | -7.69% | -20.54% |
Average DrawdownAverage peak-to-trough decline | -13.98% | -15.50% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 2.33% | +3.72% |
Volatility
D5BK.DE vs. SPY2.DE - Volatility Comparison
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) has a higher volatility of 4.80% compared to SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) at 2.82%. This indicates that D5BK.DE's price experiences larger fluctuations and is considered to be riskier than SPY2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BK.DE | SPY2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 2.82% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 8.57% | +4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 11.46% | +4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 15.06% | +6.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 19.91% | +0.04% |
D5BK.DE vs. SPY2.DE - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is lower than SPY2.DE's 0.40% expense ratio.
Dividends
D5BK.DE vs. SPY2.DE - Dividend Comparison
Neither D5BK.DE nor SPY2.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BK.DE and SPY2.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BK.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BK.DE is cheaper with a 0.33% expense ratio, compared with 0.40% for SPY2.DE.
D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while SPY2.DE tracks Dow Jones Global Select Real Estate Securities. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.33% for D5BK.DE and 0.40% for SPY2.DE.
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