D5BM.DE vs. IBCK.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) are both S&P 500 funds - D5BM.DE tracks the S&P 500 Index while IBCK.DE tracks the S&P 500 Minimum Volatility. Both are passively managed. Over the past 10 years, D5BM.DE returned 15.17%/yr vs 10.32%/yr for IBCK.DE. Their correlation of 0.90 suggests significant overlap in exposure. D5BM.DE charges 0.15%/yr vs 0.20%/yr for IBCK.DE.
Performance
D5BM.DE vs. IBCK.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 IBCK.DE's 5.14% return. Over the past 10 years, D5BM.DE has outperformed IBCK.DE with an annualized return of 15.17%, while IBCK.DE has yielded a comparatively lower 10.32% 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%
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.61%
- YTD
- 5.14%
- 6M
- 5.32%
- 1Y
- 9.77%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
D5BM.DE vs. IBCK.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% |
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | -2.18% | 34.85% | -1.47% | 2.29% |
Correlation
The correlation between D5BM.DE and IBCK.DE is 0.77, 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 | 0.77 |
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 | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2013 | 0.90 |
The correlation between D5BM.DE and IBCK.DE shifts across timeframes, from 0.77 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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. IBCK.DE — Risk / Return Rank
D5BM.DE
IBCK.DE
D5BM.DE vs. IBCK.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 Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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 | IBCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.19 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 1.83 | +1.76 |
| Martin ratioReturn relative to average drawdown | 12.76 | 5.31 | +7.45 |
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 | IBCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.07 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.79 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.73 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.88 | +0.03 |
Drawdowns
D5BM.DE vs. IBCK.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, roughly equal to the maximum IBCK.DE drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and IBCK.DE.
Loading charts...
Drawdown Indicators
| D5BM.DE | IBCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -33.11% | -0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -5.08% | -2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -17.55% | -5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -17.55% | -5.67% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -33.11% | -0.66% |
Current DrawdownCurrent decline from peak | -0.46% | -0.47% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -4.50% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.75% | +0.26% |
Volatility
D5BM.DE vs. IBCK.DE - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) has a higher volatility of 2.69% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) at 2.26%. This indicates that D5BM.DE's price experiences larger fluctuations and is considered to be riskier than IBCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| D5BM.DE | IBCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.26% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 5.71% | +1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 8.73% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 12.37% | +2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 14.02% | +2.04% |
D5BM.DE vs. IBCK.DE - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is lower than IBCK.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. IBCK.DE - Dividend Comparison
Neither D5BM.DE nor IBCK.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BM.DE and IBCK.DE have a correlation of 0.77, 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 IBCK.DE.
D5BM.DE tracks S&P 500 Index, while IBCK.DE tracks S&P 500 Minimum Volatility. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for D5BM.DE and 0.20% for IBCK.DE.
Find the right allocation for D5BM.DE and IBCK.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