D5BM.DE vs. EXUS.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - D5BM.DE is a S&P 500 fund tracking the S&P 500 Index, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, D5BM.DE returned 25.59% vs 20.06% for EXUS.DE. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
D5BM.DE vs. EXUS.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 EXUS.DE's 9.64% 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%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
D5BM.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 11.37% | 4.79% | 20.83% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between D5BM.DE and EXUS.DE is 0.65, 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 | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.63 |
The correlation between D5BM.DE and EXUS.DE has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.
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Return for Risk
D5BM.DE vs. EXUS.DE — Risk / Return Rank
D5BM.DE
EXUS.DE
D5BM.DE vs. EXUS.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 MSCI World ex USA UCITS ETF 1C USD (EXUS.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 | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.31 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 2.30 | +1.28 |
| Martin ratioReturn relative to average drawdown | 12.76 | 9.01 | +3.75 |
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 | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.62 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | — | — |
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 | 1.10 | -0.19 |
Drawdowns
D5BM.DE vs. EXUS.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, which is greater than EXUS.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and EXUS.DE.
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Drawdown Indicators
| D5BM.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -16.21% | -17.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -8.68% | +1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.76% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -1.78% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.23% | -0.22% |
Volatility
D5BM.DE vs. EXUS.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 2.69%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.28%. This indicates that D5BM.DE experiences smaller price fluctuations and is considered to be less risky than EXUS.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 | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 3.28% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 10.06% | -2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 12.37% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 13.39% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 13.39% | +2.67% |
D5BM.DE vs. EXUS.DE - Expense Ratio Comparison
Both D5BM.DE and EXUS.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. EXUS.DE - Dividend Comparison
Neither D5BM.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BM.DE and EXUS.DE have a correlation of 0.65, 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 EXUS.DE have the same expense ratio: 0.15% per year.
D5BM.DE is categorized as S&P 500, while EXUS.DE is Global Equities. D5BM.DE tracks S&P 500 Index, while EXUS.DE tracks MSCI World ex USA index.
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