D5BM.DE vs. B500.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and B500.DE (Amundi S&P 500 Buyback ETF) are both S&P 500 funds - D5BM.DE tracks the S&P 500 Index while B500.DE tracks the S&P 500 Buyback NTR. Both are passively managed. Over the past 10 years, D5BM.DE returned 15.17%/yr vs 12.79%/yr for B500.DE. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.
Performance
D5BM.DE vs. B500.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 higher than B500.DE's 8.94% return. Over the past 10 years, D5BM.DE has outperformed B500.DE with an annualized return of 15.17%, while B500.DE has yielded a comparatively lower 12.79% annualized 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%
B500.DE
- 1D
- 0.86%
- 1M
- 5.03%
- YTD
- 8.94%
- 6M
- 9.45%
- 1Y
- 20.46%
- 3Y*
- 15.34%
- 5Y*
- 11.15%
- 10Y*
- 12.79%
D5BM.DE vs. B500.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% | 7.04% |
B500.DE Amundi S&P 500 Buyback ETF | 8.94% | 4.76% | 20.85% | 12.10% | -7.18% | 47.02% | -4.65% | 34.36% | -4.54% | 6.13% |
Correlation
The correlation between D5BM.DE and B500.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 | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2015 | 0.85 |
Over the past year, the correlation between D5BM.DE and B500.DE has dropped to 0.60 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
D5BM.DE vs. B500.DE — Risk / Return Rank
D5BM.DE
B500.DE
D5BM.DE vs. B500.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 Amundi S&P 500 Buyback ETF (B500.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 | B500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.30 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 4.30 | -0.71 |
| Martin ratioReturn relative to average drawdown | 12.76 | 11.16 | +1.60 |
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 | B500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.66 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.68 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.67 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.52 | +0.39 |
Drawdowns
D5BM.DE vs. B500.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, smaller than the maximum B500.DE drawdown of -42.49%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and B500.DE.
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Drawdown Indicators
| D5BM.DE | B500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -42.49% | +8.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -4.75% | -2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -23.66% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -23.66% | +0.44% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -42.49% | +8.72% |
Current DrawdownCurrent decline from peak | -0.46% | 0.00% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -6.31% | +2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.83% | +0.18% |
Volatility
D5BM.DE vs. B500.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 2.69%, while Amundi S&P 500 Buyback ETF (B500.DE) has a volatility of 2.99%. This indicates that D5BM.DE experiences smaller price fluctuations and is considered to be less risky than B500.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 | B500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.99% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 7.82% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 12.29% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 16.18% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 18.96% | -2.90% |
D5BM.DE vs. B500.DE - Expense Ratio Comparison
Both D5BM.DE and B500.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. B500.DE - Dividend Comparison
Neither D5BM.DE nor B500.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BM.DE and B500.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.
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 B500.DE have the same expense ratio: 0.15% per year.
D5BM.DE tracks S&P 500 Index, while B500.DE tracks S&P 500 Buyback NTR. They also come from different issuers: Xtrackers and Amundi.
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