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 Index. It was launched on Mar 26, 2010. SVOL is an actively managed fund by Simplify. It was launched on May 12, 2021.
Performance
D5BM.DE vs. SVOL - Performance Comparison
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D5BM.DE vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | -2.79% | 4.79% | 32.48% | 22.66% | -14.28% | 25.54% |
SVOL Simplify Volatility Premium ETF | -5.40% | -9.74% | 13.82% | 19.20% | 2.70% | 19.28% |
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 -2.79% return, which is significantly higher than SVOL's -5.40% return.
D5BM.DE
- 1D
- 0.19%
- 1M
- -2.53%
- YTD
- -2.79%
- 6M
- -0.11%
- 1Y
- 10.47%
- 3Y*
- 16.12%
- 5Y*
- 12.28%
- 10Y*
- 13.89%
SVOL
- 1D
- 1.04%
- 1M
- -3.82%
- YTD
- -5.40%
- 6M
- -3.43%
- 1Y
- -3.83%
- 3Y*
- 4.16%
- 5Y*
- —
- 10Y*
- —
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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.
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 | 0.61 | -0.09 | +0.71 |
Sortino ratioReturn per unit of downside risk | 0.92 | 0.16 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.02 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | -0.11 | +2.48 |
Martin ratioReturn relative to average drawdown | 8.03 | -0.28 | +8.32 |
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 | 0.61 | -0.09 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.32 | +0.54 |
Correlation
The correlation between D5BM.DE and SVOL is 0.44, 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.
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 22.93%.
| 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 | 22.93% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% |
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% | -33.50% | -0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -18.83% | +10.49% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | — | — |
Current DrawdownCurrent decline from peak | -4.99% | -9.48% | +4.49% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -4.74% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 7.51% | -5.41% |
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 3.65% and 3.59%, 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.
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Volatility by Period
| D5BM.DE | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 3.59% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 14.63% | -6.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.08% | 40.77% | -23.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 23.17% | -7.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 23.17% | -7.06% |