D5BM.DE vs. E500.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and E500.DE (Invesco S&P 500 UCITS ETF (EUR Hdg)) are both S&P 500 funds tracking the S&P 500 Index, from Xtrackers and Invesco respectively. Both are passively managed. Over the past 10 years, D5BM.DE returned 15.17%/yr vs 12.71%/yr for E500.DE. A 0.80 correlation means they provide meaningful diversification when combined. D5BM.DE charges 0.15%/yr vs 0.05%/yr for E500.DE.
Performance
D5BM.DE vs. E500.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 E500.DE's 8.91% return. Over the past 10 years, D5BM.DE has outperformed E500.DE with an annualized return of 15.17%, while E500.DE has yielded a comparatively lower 12.71% 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%
E500.DE
- 1D
- 0.01%
- 1M
- 3.11%
- YTD
- 8.91%
- 6M
- 9.39%
- 1Y
- 24.19%
- 3Y*
- 19.53%
- 5Y*
- 11.18%
- 10Y*
- 12.71%
D5BM.DE vs. E500.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% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 8.91% | 15.32% | 22.74% | 23.33% | -21.41% | 28.61% | 16.03% | 27.42% | -8.60% | 18.82% |
Correlation
The correlation between D5BM.DE and E500.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2014 | 0.80 |
The correlation between D5BM.DE and E500.DE has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
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Return for Risk
D5BM.DE vs. E500.DE — Risk / Return Rank
D5BM.DE
E500.DE
D5BM.DE vs. E500.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 Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.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 | E500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 2.80 | +0.78 |
| Martin ratioReturn relative to average drawdown | 12.76 | 11.96 | +0.80 |
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 | E500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.08 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.69 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.78 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.73 | +0.18 |
Drawdowns
D5BM.DE vs. E500.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, roughly equal to the maximum E500.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and E500.DE.
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Drawdown Indicators
| D5BM.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -34.20% | +0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -8.73% | +1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -18.50% | -4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -25.83% | +2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -34.20% | +0.43% |
Current DrawdownCurrent decline from peak | -0.46% | -0.59% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -4.97% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.05% | -0.04% |
Volatility
D5BM.DE vs. E500.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 2.69%, while Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) has a volatility of 3.11%. This indicates that D5BM.DE experiences smaller price fluctuations and is considered to be less risky than E500.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 | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 3.11% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 8.64% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 11.77% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 15.99% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 16.61% | -0.55% |
D5BM.DE vs. E500.DE - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is higher than E500.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
D5BM.DE vs. E500.DE - Dividend Comparison
Neither D5BM.DE nor E500.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BM.DE and E500.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E500.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for D5BM.DE.
Both ETFs track S&P 500 Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.15% for D5BM.DE and 0.05% for E500.DE.
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