D5BM.DE vs. VUAA.L
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) are both S&P 500 funds - D5BM.DE tracks the S&P 500 Index while VUAA.L tracks the S&P 500 Net Total Return. Both are passively managed. Their correlation of 0.92 suggests significant overlap in exposure. D5BM.DE charges 0.15%/yr vs 0.07%/yr for VUAA.L.
Performance
D5BM.DE vs. VUAA.L - Performance Comparison
Loading charts...
Different Trading Currencies
D5BM.DE is traded in EUR, while VUAA.L is traded in USD. To make them comparable, the VUAA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with D5BM.DE having a 11.37% return and VUAA.L slightly lower at 11.28%.
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%
VUAA.L
- 1D
- -0.27%
- 1M
- 4.14%
- YTD
- 11.28%
- 6M
- 10.75%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
D5BM.DE vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 11.37% | 12.32% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 11.28% | 12.15% |
Correlation
The correlation between D5BM.DE and VUAA.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025 | 0.92 |
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. VUAA.L — Risk / Return Rank
D5BM.DE
VUAA.L
D5BM.DE vs. VUAA.L - 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 Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). 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 | VUAA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | — | — |
| Martin ratioReturn relative to average drawdown | 12.76 | — | — |
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 | VUAA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | — | — |
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 | 2.00 | -1.09 |
Drawdowns
D5BM.DE vs. VUAA.L - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, which is greater than VUAA.L's maximum drawdown of -7.08%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and VUAA.L.
Loading charts...
Drawdown Indicators
| D5BM.DE | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -7.08% | -26.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | — | — |
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 | -0.46% | -0.67% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -1.45% | -2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.07% | -0.06% |
Volatility
D5BM.DE vs. VUAA.L - Volatility Comparison
Loading charts...
Volatility by Period
| D5BM.DE | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 12.45% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 12.45% | +2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 12.45% | +3.61% |
D5BM.DE vs. VUAA.L - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is higher than VUAA.L's 0.07% 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%.
Dividends
D5BM.DE vs. VUAA.L - Dividend Comparison
Neither D5BM.DE nor VUAA.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, D5BM.DE and VUAA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VUAA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.L is cheaper with a 0.07% expense ratio, compared with 0.15% for D5BM.DE.
D5BM.DE tracks S&P 500 Index, while VUAA.L tracks S&P 500 Net Total Return. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.15% for D5BM.DE and 0.07% for VUAA.L.
Find the right allocation for D5BM.DE and VUAA.L
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