D5BM.DE vs. DBPG.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and DBPG.DE (Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C) are both exchange-traded funds - D5BM.DE is a S&P 500 fund tracking the S&P 500 Index, while DBPG.DE is a Leveraged Equities fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, D5BM.DE returned 15.17%/yr vs 24.01%/yr for DBPG.DE. Their correlation of 0.92 suggests significant overlap in exposure. D5BM.DE charges 0.15%/yr vs 0.60%/yr for DBPG.DE.
Performance
D5BM.DE vs. DBPG.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 DBPG.DE's 19.52% return. Over the past 10 years, D5BM.DE has underperformed DBPG.DE with an annualized return of 15.17%, while DBPG.DE has yielded a comparatively higher 24.01% 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%
DBPG.DE
- 1D
- -0.23%
- 1M
- 7.30%
- YTD
- 19.52%
- 6M
- 19.10%
- 1Y
- 50.49%
- 3Y*
- 34.60%
- 5Y*
- 21.51%
- 10Y*
- 24.01%
D5BM.DE vs. DBPG.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% |
DBPG.DE Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C | 19.52% | 13.51% | 53.27% | 44.01% | -36.28% | 78.38% | 9.47% | 68.71% | -12.05% | 25.82% |
Correlation
The correlation between D5BM.DE and DBPG.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since May 18, 2010 | 0.92 |
The correlation between D5BM.DE and DBPG.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
D5BM.DE vs. DBPG.DE — Risk / Return Rank
D5BM.DE
DBPG.DE
D5BM.DE vs. DBPG.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 Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.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 | DBPG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.39 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.30 | +0.29 |
| Martin ratioReturn relative to average drawdown | 12.76 | 12.66 | +0.10 |
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 | DBPG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.26 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.71 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.76 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.78 | +0.13 |
Drawdowns
D5BM.DE vs. DBPG.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, smaller than the maximum DBPG.DE drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and DBPG.DE.
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Drawdown Indicators
| D5BM.DE | DBPG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -59.28% | +25.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -15.43% | +8.30% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -38.46% | +15.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -38.46% | +15.24% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -59.28% | +25.51% |
Current DrawdownCurrent decline from peak | -0.46% | -1.10% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -8.85% | +4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 4.02% | -2.01% |
Volatility
D5BM.DE vs. DBPG.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 2.69%, while Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) has a volatility of 5.65%. This indicates that D5BM.DE experiences smaller price fluctuations and is considered to be less risky than DBPG.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 | DBPG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 5.65% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 15.61% | -8.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 22.46% | -10.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 30.11% | -14.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 31.48% | -15.42% |
D5BM.DE vs. DBPG.DE - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is lower than DBPG.DE's 0.60% expense ratio.
Dividends
D5BM.DE vs. DBPG.DE - Dividend Comparison
Neither D5BM.DE nor DBPG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, D5BM.DE and DBPG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, D5BM.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BM.DE is cheaper with a 0.15% expense ratio, compared with 0.60% for DBPG.DE.
D5BM.DE is categorized as S&P 500, while DBPG.DE is Leveraged Equities. Both ETFs track S&P 500 Index. Their fees differ too: 0.15% for D5BM.DE and 0.60% for DBPG.DE.
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