D5BM.DE vs. 2B7D.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and 2B7D.DE (iShares S&P 500 Consumer Staples Sector UCITS ETF) are both exchange-traded funds - D5BM.DE is a S&P 500 fund tracking the S&P 500 Index, while 2B7D.DE is a Consumer Staples Equities fund tracking the S&P 500 Capped 35/20 Consumer Staples. Both are passively managed. Over the past 5 years, D5BM.DE returned 14.88%/yr vs 7.77%/yr for 2B7D.DE. At a 0.44 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
D5BM.DE vs. 2B7D.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, D5BM.DE achieves a 11.37% return, which is significantly higher than 2B7D.DE's 7.60% 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%
2B7D.DE
- 1D
- 0.07%
- 1M
- -1.79%
- YTD
- 7.60%
- 6M
- 6.06%
- 1Y
- 2.02%
- 3Y*
- 5.47%
- 5Y*
- 7.77%
- 10Y*
- —
D5BM.DE vs. 2B7D.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% | 5.01% |
2B7D.DE iShares S&P 500 Consumer Staples Sector UCITS ETF | 7.60% | -8.12% | 21.83% | -3.82% | 5.50% | 28.07% | -0.37% | 32.49% | -6.43% | -11.68% |
Correlation
The correlation between D5BM.DE and 2B7D.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2017 | 0.44 |
Over the past year, the correlation between D5BM.DE and 2B7D.DE has dropped to 0.03 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
D5BM.DE vs. 2B7D.DE — Risk / Return Rank
D5BM.DE
2B7D.DE
D5BM.DE vs. 2B7D.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 S&P 500 Consumer Staples Sector UCITS ETF (2B7D.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 | 2B7D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.04 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 0.03 | +3.55 |
| Martin ratioReturn relative to average drawdown | 12.76 | 0.05 | +12.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| D5BM.DE | 2B7D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 0.02 | +2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.47 | +0.50 |
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 | 0.35 | +0.56 |
Drawdowns
D5BM.DE vs. 2B7D.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, which is greater than 2B7D.DE's maximum drawdown of -26.89%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and 2B7D.DE.
Loading charts...
Drawdown Indicators
| D5BM.DE | 2B7D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -26.89% | -6.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -16.85% | +9.72% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -16.85% | -6.37% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -16.85% | -6.37% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -9.21% | +8.75% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -8.47% | +4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 8.88% | -6.87% |
Volatility
D5BM.DE vs. 2B7D.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 2.69%, while iShares S&P 500 Consumer Staples Sector UCITS ETF (2B7D.DE) has a volatility of 6.09%. This indicates that D5BM.DE experiences smaller price fluctuations and is considered to be less risky than 2B7D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| D5BM.DE | 2B7D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 6.09% | -3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 11.56% | -3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 25.70% | -14.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 16.48% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 16.93% | -0.87% |
D5BM.DE vs. 2B7D.DE - Expense Ratio Comparison
Both D5BM.DE and 2B7D.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. 2B7D.DE - Dividend Comparison
Neither D5BM.DE nor 2B7D.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BM.DE and 2B7D.DE have a correlation of 0.03, 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 2B7D.DE have the same expense ratio: 0.15% per year.
D5BM.DE is categorized as S&P 500, while 2B7D.DE is Consumer Staples Equities. D5BM.DE tracks S&P 500 Index, while 2B7D.DE tracks S&P 500 Capped 35/20 Consumer Staples. They also come from different issuers: Xtrackers and iShares.
Find the right allocation for D5BM.DE and 2B7D.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer