D5BM.DE vs. AW1C.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and AW1C.DE (UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc) are both S&P 500 funds - D5BM.DE tracks the S&P 500 Index while AW1C.DE tracks the S&P 500® ESG Elite. Both are passively managed. Over the past 5 years, D5BM.DE returned 14.88%/yr vs 15.78%/yr for AW1C.DE. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.
Performance
D5BM.DE vs. AW1C.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 AW1C.DE's 21.11% 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%
AW1C.DE
- 1D
- -0.12%
- 1M
- 10.22%
- YTD
- 21.11%
- 6M
- 22.20%
- 1Y
- 39.06%
- 3Y*
- 21.18%
- 5Y*
- 15.78%
- 10Y*
- —
D5BM.DE vs. AW1C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 11.37% | 4.79% | 32.48% | 22.66% | -14.28% | 29.66% |
AW1C.DE UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc | 21.11% | 6.94% | 24.89% | 24.93% | -14.50% | 30.17% |
Correlation
The correlation between D5BM.DE and AW1C.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2021 | 0.94 |
The correlation between D5BM.DE and AW1C.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
D5BM.DE vs. AW1C.DE — Risk / Return Rank
D5BM.DE
AW1C.DE
D5BM.DE vs. AW1C.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 UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.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 | AW1C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.48 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 2.33 | +1.25 |
| Martin ratioReturn relative to average drawdown | 12.76 | 4.43 | +8.33 |
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 | AW1C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.56 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.85 | +0.12 |
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 | 0.92 | -0.01 |
Drawdowns
D5BM.DE vs. AW1C.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, which is greater than AW1C.DE's maximum drawdown of -22.40%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and AW1C.DE.
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Drawdown Indicators
| D5BM.DE | AW1C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -22.40% | -11.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -16.86% | +9.73% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -22.40% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -22.40% | -0.82% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.12% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -5.82% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 8.90% | -6.89% |
Volatility
D5BM.DE vs. AW1C.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 2.69%, while UBS ETF (IE) S&P 500 ESG Elite UCITS ETF (USD) A-acc (AW1C.DE) has a volatility of 3.81%. This indicates that D5BM.DE experiences smaller price fluctuations and is considered to be less risky than AW1C.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 | AW1C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 3.81% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 9.14% | -1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 25.24% | -13.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 18.35% | -3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 18.11% | -2.05% |
D5BM.DE vs. AW1C.DE - Expense Ratio Comparison
Both D5BM.DE and AW1C.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. AW1C.DE - Dividend Comparison
Neither D5BM.DE nor AW1C.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BM.DE and AW1C.DE have a correlation of 0.88, 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 AW1C.DE have the same expense ratio: 0.15% per year.
D5BM.DE tracks S&P 500 Index, while AW1C.DE tracks S&P 500® ESG Elite. They also come from different issuers: Xtrackers and UBS.
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