D5BK.DE vs. USPY.DE
Compare and contrast key facts about Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and L&G Cyber Security UCITS ETF (USPY.DE).
D5BK.DE and USPY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. D5BK.DE is a passively managed fund by Xtrackers that tracks the performance of the FTSE EPRA/NAREIT Developed Europe. It was launched on Mar 25, 2010. USPY.DE is a passively managed fund by Legal & General that tracks the performance of the ISE Cyber Security UCITS. It was launched on Sep 23, 2015. Both D5BK.DE and USPY.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: D5BK.DE or USPY.DE.
Key characteristics
| D5BK.DE | USPY.DE | |
|---|---|---|
| YTD Return | 0.70% | 14.83% |
| 1Y Return | 17.37% | 31.04% |
| 3Y Return (Ann) | -9.48% | 1.87% |
| Sharpe Ratio | 0.64 | 1.21 |
| Sortino Ratio | 1.05 | 1.79 |
| Omega Ratio | 1.12 | 1.26 |
| Calmar Ratio | 0.31 | 1.44 |
| Martin Ratio | 2.31 | 3.46 |
| Ulcer Index | 4.98% | 8.27% |
| Daily Std Dev | 19.19% | 23.57% |
| Max Drawdown | -46.41% | -33.89% |
| Current Drawdown | -28.50% | 0.00% |
Correlation
The correlation between D5BK.DE and USPY.DE is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
D5BK.DE vs. USPY.DE - Performance Comparison
In the year-to-date period, D5BK.DE achieves a 0.70% return, which is significantly lower than USPY.DE's 14.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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D5BK.DE vs. USPY.DE - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is lower than USPY.DE's 0.69% expense ratio.
Risk-Adjusted Performance
D5BK.DE vs. USPY.DE - Risk-Adjusted Performance 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 L&G Cyber Security UCITS ETF (USPY.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.
Dividends
D5BK.DE vs. USPY.DE - Dividend Comparison
Neither D5BK.DE nor USPY.DE has paid dividends to shareholders.
Drawdowns
D5BK.DE vs. USPY.DE - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, which is greater than USPY.DE's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and USPY.DE. For additional features, visit the drawdowns tool.
Volatility
D5BK.DE vs. USPY.DE - Volatility Comparison
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and L&G Cyber Security UCITS ETF (USPY.DE) have volatilities of 5.72% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.