D5BM.DE vs. SPLG
Compare and contrast key facts about Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) and SPDR Portfolio S&P 500 ETF (SPLG).
D5BM.DE and SPLG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. D5BM.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500®. It was launched on Mar 26, 2010. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005. Both D5BM.DE and SPLG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: D5BM.DE or SPLG.
Key characteristics
| D5BM.DE | SPLG | |
|---|---|---|
| YTD Return | 30.52% | 27.16% |
| 1Y Return | 38.34% | 39.88% |
| 3Y Return (Ann) | 12.75% | 10.28% |
| 5Y Return (Ann) | 16.36% | 16.07% |
| 10Y Return (Ann) | 14.88% | 13.53% |
| Sharpe Ratio | 3.06 | 3.16 |
| Sortino Ratio | 4.16 | 4.21 |
| Omega Ratio | 1.63 | 1.59 |
| Calmar Ratio | 4.37 | 4.60 |
| Martin Ratio | 19.61 | 20.90 |
| Ulcer Index | 1.86% | 1.86% |
| Daily Std Dev | 11.88% | 12.27% |
| Max Drawdown | -33.77% | -54.50% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between D5BM.DE and SPLG is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
D5BM.DE vs. SPLG - Performance Comparison
In the year-to-date period, D5BM.DE achieves a 30.52% return, which is significantly higher than SPLG's 27.16% return. Over the past 10 years, D5BM.DE has outperformed SPLG with an annualized return of 14.88%, while SPLG has yielded a comparatively lower 13.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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D5BM.DE vs. SPLG - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is higher than SPLG's 0.03% 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%.
Risk-Adjusted Performance
D5BM.DE vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) and SPDR Portfolio S&P 500 ETF (SPLG). 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.
Dividends
D5BM.DE vs. SPLG - Dividend Comparison
D5BM.DE has not paid dividends to shareholders, while SPLG's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLG SPDR Portfolio S&P 500 ETF | 1.22% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
D5BM.DE vs. SPLG - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, smaller than the maximum SPLG drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and SPLG. For additional features, visit the drawdowns tool.
Volatility
D5BM.DE vs. SPLG - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 3.52%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 3.94%. This indicates that D5BM.DE experiences smaller price fluctuations and is considered to be less risky than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.