D5BM.DE vs. SSO
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and SSO (ProShares Ultra S&P500) are both exchange-traded funds - D5BM.DE is a S&P 500 fund tracking the S&P 500 Index, while SSO is a Leveraged Equities fund tracking the S&P 500. Both are passively managed. Over the past 10 years, D5BM.DE returned 15.17%/yr vs 23.29%/yr for SSO. A 0.57 correlation means they provide meaningful diversification when combined. D5BM.DE charges 0.15%/yr vs 0.87%/yr for SSO.
Performance
D5BM.DE vs. SSO - Performance Comparison
Loading charts...
Different Trading Currencies
D5BM.DE is traded in EUR, while SSO is traded in USD. To make them comparable, the SSO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, D5BM.DE achieves a 11.37% return, which is significantly lower than SSO's 16.19% return. Over the past 10 years, D5BM.DE has underperformed SSO with an annualized return of 15.17%, while SSO has yielded a comparatively higher 23.29% 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%
SSO
- 1D
- -4.44%
- 1M
- 2.36%
- YTD
- 16.19%
- 6M
- 14.08%
- 1Y
- 46.45%
- 3Y*
- 32.13%
- 5Y*
- 19.81%
- 10Y*
- 23.29%
D5BM.DE vs. SSO - 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% |
SSO ProShares Ultra S&P500 | 16.19% | 11.21% | 52.95% | 42.26% | -35.20% | 72.58% | 11.52% | 67.14% | -10.59% | 26.61% |
Correlation
The correlation between D5BM.DE and SSO is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 18, 2010 | 0.57 |
The correlation between D5BM.DE and SSO has been stable across timeframes, ranging from 0.56 to 0.64 - 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. SSO — Risk / Return Rank
D5BM.DE
SSO
D5BM.DE vs. SSO - 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 ProShares Ultra S&P500 (SSO). 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 | SSO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 2.79 | +0.79 |
| Martin ratioReturn relative to average drawdown | 12.76 | 11.43 | +1.33 |
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 | SSO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.98 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.61 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.66 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.43 | +0.48 |
Drawdowns
D5BM.DE vs. SSO - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, smaller than the maximum SSO drawdown of -82.84%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and SSO.
Loading charts...
Drawdown Indicators
| D5BM.DE | SSO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -82.84% | +49.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -16.71% | +9.58% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -38.36% | +15.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -38.89% | +15.67% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -59.03% | +25.26% |
Current DrawdownCurrent decline from peak | -0.46% | -4.98% | +4.52% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -20.04% | +15.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 4.08% | -2.07% |
Volatility
D5BM.DE vs. SSO - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 2.69%, while ProShares Ultra S&P500 (SSO) has a volatility of 6.58%. This indicates that D5BM.DE experiences smaller price fluctuations and is considered to be less risky than SSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| D5BM.DE | SSO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 6.58% | -3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 17.55% | -9.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 23.61% | -12.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 32.67% | -17.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 35.67% | -19.61% |
D5BM.DE vs. SSO - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is lower than SSO's 0.87% expense ratio.
Dividends
D5BM.DE vs. SSO - Dividend Comparison
D5BM.DE has not paid dividends to shareholders, while SSO's dividend yield for the trailing twelve months is around 0.65%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSO ProShares Ultra S&P500 | 0.65% | 0.68% | 0.85% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.51% | 0.63% |
Frequently Asked Questions
D5BM.DE and SSO have a correlation of 0.64, 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 0.87% for SSO.
D5BM.DE is categorized as S&P 500, while SSO is Leveraged Equities. D5BM.DE tracks S&P 500 Index, while SSO tracks S&P 500. They also come from different issuers: Xtrackers and ProShares. Their fees differ too: 0.15% for D5BM.DE and 0.87% for SSO.
Find the right allocation for D5BM.DE and SSO
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