D5BM.DE vs. IBCF.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and IBCF.DE (iShares S&P 500 EUR Hedged UCITS ETF (Acc)) are both S&P 500 funds - D5BM.DE tracks the S&P 500 Index while IBCF.DE tracks the S&P 500 EUR Hedged Index. Both are passively managed. Over the past 10 years, D5BM.DE returned 15.17%/yr vs 12.48%/yr for IBCF.DE. Their correlation of 0.82 suggests significant overlap in exposure. D5BM.DE charges 0.15%/yr vs 0.20%/yr for IBCF.DE.
Performance
D5BM.DE vs. IBCF.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, D5BM.DE achieves a 11.37% return, which is significantly higher than IBCF.DE's 8.84% return. Over the past 10 years, D5BM.DE has outperformed IBCF.DE with an annualized return of 15.17%, while IBCF.DE has yielded a comparatively lower 12.48% 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%
IBCF.DE
- 1D
- -0.02%
- 1M
- 3.14%
- YTD
- 8.84%
- 6M
- 9.31%
- 1Y
- 24.23%
- 3Y*
- 19.50%
- 5Y*
- 11.10%
- 10Y*
- 12.48%
D5BM.DE vs. IBCF.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% |
IBCF.DE iShares S&P 500 EUR Hedged UCITS ETF (Acc) | 8.84% | 15.42% | 22.97% | 23.21% | -21.83% | 28.51% | 14.47% | 27.13% | -8.40% | 18.78% |
Correlation
The correlation between D5BM.DE and IBCF.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 | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2011 | 0.82 |
The correlation between D5BM.DE and IBCF.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
D5BM.DE vs. IBCF.DE — Risk / Return Rank
D5BM.DE
IBCF.DE
D5BM.DE vs. IBCF.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 iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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 | IBCF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 2.81 | +0.77 |
| Martin ratioReturn relative to average drawdown | 12.76 | 12.07 | +0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| D5BM.DE | IBCF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.08 | +0.12 |
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 | 0.76 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.72 | +0.19 |
Drawdowns
D5BM.DE vs. IBCF.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, roughly equal to the maximum IBCF.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and IBCF.DE.
Loading charts...
Drawdown Indicators
| D5BM.DE | IBCF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -35.06% | +1.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -8.72% | +1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -18.34% | -4.88% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -26.23% | +3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -35.06% | +1.29% |
Current DrawdownCurrent decline from peak | -0.46% | -0.55% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -4.41% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.04% | -0.03% |
Volatility
D5BM.DE vs. IBCF.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 2.69%, while iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) has a volatility of 3.08%. This indicates that D5BM.DE experiences smaller price fluctuations and is considered to be less risky than IBCF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| D5BM.DE | IBCF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 3.08% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 8.63% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 11.79% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 16.02% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 16.34% | -0.28% |
D5BM.DE vs. IBCF.DE - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is lower than IBCF.DE's 0.20% expense ratio. Despite the difference, 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. IBCF.DE - Dividend Comparison
Neither D5BM.DE nor IBCF.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BM.DE and IBCF.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, 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 0.20% for IBCF.DE.
D5BM.DE tracks S&P 500 Index, while IBCF.DE tracks S&P 500 EUR Hedged Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for D5BM.DE and 0.20% for IBCF.DE.
Find the right allocation for D5BM.DE and IBCF.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer