D5BM.DE vs. SVOL
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and SVOL (Simplify Volatility Premium ETF) are both exchange-traded funds - D5BM.DE is a S&P 500 fund tracking the S&P 500 Index, while SVOL is a Volatility fund actively managed by Simplify. D5BM.DE is passively managed, while SVOL is actively managed. Over the past 5 years, D5BM.DE returned 14.88%/yr vs 7.66%/yr for SVOL. At a 0.43 correlation, their price movements are largely independent. D5BM.DE charges 0.15%/yr vs 0.50%/yr for SVOL.
Performance
D5BM.DE vs. SVOL - Performance Comparison
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Different Trading Currencies
D5BM.DE is traded in EUR, while SVOL is traded in USD. To make them comparable, the SVOL 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 higher than SVOL's 0.60% 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%
SVOL
- 1D
- -1.19%
- 1M
- 4.03%
- YTD
- 0.60%
- 6M
- 1.51%
- 1Y
- 11.03%
- 3Y*
- 3.24%
- 5Y*
- 7.66%
- 10Y*
- —
D5BM.DE vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 11.37% | 4.79% | 32.48% | 22.66% | -14.28% | 25.54% |
SVOL Simplify Volatility Premium ETF | 0.60% | -9.74% | 13.82% | 19.20% | 2.70% | 19.28% |
Correlation
The correlation between D5BM.DE and SVOL is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since May 14, 2021 | 0.43 |
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Return for Risk
D5BM.DE vs. SVOL — Risk / Return Rank
D5BM.DE
SVOL
D5BM.DE vs. SVOL - 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 Simplify Volatility Premium ETF (SVOL). 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 | SVOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.12 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 0.94 | +2.64 |
| Martin ratioReturn relative to average drawdown | 12.76 | 2.08 | +10.67 |
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 | SVOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 0.53 | +1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.34 | +0.63 |
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 | 0.37 | +0.54 |
Drawdowns
D5BM.DE vs. SVOL - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, smaller than the maximum SVOL drawdown of -36.92%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and SVOL.
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Drawdown Indicators
| D5BM.DE | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -36.92% | +3.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -11.73% | +4.60% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -36.92% | +13.70% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -36.92% | +13.70% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -13.30% | +12.84% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -6.35% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 5.30% | -3.29% |
Volatility
D5BM.DE vs. SVOL - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) has a higher volatility of 2.69% compared to Simplify Volatility Premium ETF (SVOL) at 2.30%. This indicates that D5BM.DE's price experiences larger fluctuations and is considered to be riskier than SVOL 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 | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.30% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 10.12% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 21.22% | -9.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 22.90% | -7.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 22.82% | -6.76% |
D5BM.DE vs. SVOL - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Dividends
D5BM.DE vs. SVOL - Dividend Comparison
D5BM.DE has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 22.31%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SVOL Simplify Volatility Premium ETF | 22.31% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% |
Frequently Asked Questions
D5BM.DE and SVOL have a correlation of 0.47, 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 0.50% for SVOL.
D5BM.DE is categorized as S&P 500, while SVOL is Volatility. They also come from different issuers: Xtrackers and Simplify. Their fees differ too: 0.15% for D5BM.DE and 0.50% for SVOL.
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