D5BM.DE vs. SVOL
Compare and contrast key facts about Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) and Simplify Volatility Premium ETF (SVOL).
D5BM.DE and SVOL 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. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: D5BM.DE or SVOL.
Key characteristics
| D5BM.DE | SVOL | |
|---|---|---|
| YTD Return | 31.84% | 9.71% |
| 1Y Return | 38.64% | 13.02% |
| 3Y Return (Ann) | 12.71% | 8.83% |
| Sharpe Ratio | 3.19 | 1.11 |
| Sortino Ratio | 4.33 | 1.49 |
| Omega Ratio | 1.66 | 1.28 |
| Calmar Ratio | 4.57 | 1.21 |
| Martin Ratio | 20.50 | 7.91 |
| Ulcer Index | 1.86% | 1.67% |
| Daily Std Dev | 11.91% | 11.94% |
| Max Drawdown | -33.77% | -15.68% |
| Current Drawdown | 0.00% | -0.05% |
Correlation
The correlation between D5BM.DE and SVOL is 0.45, 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. SVOL - Performance Comparison
In the year-to-date period, D5BM.DE achieves a 31.84% return, which is significantly higher than SVOL's 9.71% 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. SVOL - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
D5BM.DE vs. SVOL - 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 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.
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 16.29%.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
SVOL Simplify Volatility Premium ETF | 16.29% | 16.37% | 18.31% | 4.65% |
Drawdowns
D5BM.DE vs. SVOL - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, which is greater than SVOL's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and SVOL. For additional features, visit the drawdowns tool.
Volatility
D5BM.DE vs. SVOL - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) and Simplify Volatility Premium ETF (SVOL) have volatilities of 3.50% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.