D5BM.DE vs. 2B7B.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and 2B7B.DE (iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF) are both exchange-traded funds - D5BM.DE is a S&P 500 fund tracking the S&P 500 Index, while 2B7B.DE is a Materials fund tracking the S&P 500 Capped 35/20 Materials Sector Index. Both are passively managed. Over the past 5 years, D5BM.DE returned 14.88%/yr vs 5.89%/yr for 2B7B.DE. A 0.71 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
D5BM.DE vs. 2B7B.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BM.DE achieves a 11.37% return, which is significantly lower than 2B7B.DE's 12.98% return.
D5BM.DE
- 1D
- -0.13%
- 1M
- 4.39%
- YTD
- 11.37%
- 6M
- 10.87%
- 1Y
- 25.59%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.17%
2B7B.DE
- 1D
- -0.32%
- 1M
- -0.26%
- YTD
- 12.98%
- 6M
- 16.62%
- 1Y
- 16.36%
- 3Y*
- 8.06%
- 5Y*
- 5.89%
- 10Y*
- —
D5BM.DE vs. 2B7B.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 11.37% | 4.79% | 32.48% | 22.66% | -14.28% | 41.10% | 7.10% | 34.88% | -0.79% | 4.32% |
2B7B.DE iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF | 12.98% | -1.07% | 5.24% | 8.58% | -7.10% | 39.56% | 8.41% | 25.77% | -11.22% | 6.42% |
Correlation
The correlation between D5BM.DE and 2B7B.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2017 | 0.71 |
Over the past year, the correlation between D5BM.DE and 2B7B.DE has dropped to 0.43 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
D5BM.DE vs. 2B7B.DE — Risk / Return Rank
D5BM.DE
2B7B.DE
D5BM.DE vs. 2B7B.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) and iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF (2B7B.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.
| D5BM.DE | 2B7B.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.18 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 1.58 | +2.00 |
| Martin ratioReturn relative to average drawdown | 12.76 | 4.68 | +8.08 |
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
| D5BM.DE | 2B7B.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.04 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.34 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.45 | +0.46 |
Drawdowns
D5BM.DE vs. 2B7B.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, roughly equal to the maximum 2B7B.DE drawdown of -34.61%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and 2B7B.DE.
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Drawdown Indicators
| D5BM.DE | 2B7B.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -34.61% | +0.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -10.19% | +3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -24.54% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -24.54% | +1.32% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -2.44% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -6.21% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.44% | -1.43% |
Volatility
D5BM.DE vs. 2B7B.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 2.69%, while iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF (2B7B.DE) has a volatility of 4.84%. This indicates that D5BM.DE experiences smaller price fluctuations and is considered to be less risky than 2B7B.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BM.DE | 2B7B.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 4.84% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 12.31% | -4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 15.43% | -3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 17.20% | -2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 19.16% | -3.10% |
D5BM.DE vs. 2B7B.DE - Expense Ratio Comparison
Both D5BM.DE and 2B7B.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
D5BM.DE vs. 2B7B.DE - Dividend Comparison
Neither D5BM.DE nor 2B7B.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BM.DE and 2B7B.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
D5BM.DE and 2B7B.DE have the same expense ratio: 0.15% per year.
D5BM.DE is categorized as S&P 500, while 2B7B.DE is Materials. D5BM.DE tracks S&P 500 Index, while 2B7B.DE tracks S&P 500 Capped 35/20 Materials Sector Index. They also come from different issuers: Xtrackers and iShares.
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