D5BM.DE vs. VUSA.AS
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and VUSA.AS (Vanguard S&P 500 UCITS ETF) are both S&P 500 funds tracking the S&P 500 Index, from Xtrackers and Vanguard respectively. Both are passively managed. Over the past 10 years, D5BM.DE returned 15.17%/yr vs 14.95%/yr for VUSA.AS. With a 0.99 correlation, they move nearly in lockstep. D5BM.DE charges 0.15%/yr vs 0.07%/yr for VUSA.AS.
Performance
D5BM.DE vs. VUSA.AS - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with D5BM.DE having a 11.37% return and VUSA.AS slightly higher at 11.59%. Both investments have delivered pretty close results over the past 10 years, with D5BM.DE having a 15.17% annualized return and VUSA.AS not far behind at 14.95%.
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%
VUSA.AS
- 1D
- -0.11%
- 1M
- 5.23%
- YTD
- 11.59%
- 6M
- 11.46%
- 1Y
- 25.64%
- 3Y*
- 18.84%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
D5BM.DE vs. VUSA.AS - 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% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 11.59% | 3.90% | 33.86% | 22.12% | -14.18% | 40.36% | 7.72% | 32.99% | -0.37% | 6.68% |
Correlation
The correlation between D5BM.DE and VUSA.AS is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jun 7, 2013 | 0.99 |
The correlation between D5BM.DE and VUSA.AS has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
D5BM.DE vs. VUSA.AS — Risk / Return Rank
D5BM.DE
VUSA.AS
D5BM.DE vs. VUSA.AS - 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 (VUSA.AS). 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 | VUSA.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.55 | +0.03 |
| Martin ratioReturn relative to average drawdown | 12.76 | 12.69 | +0.07 |
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 | VUSA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.23 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.96 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.92 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.93 | -0.02 |
Drawdowns
D5BM.DE vs. VUSA.AS - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, roughly equal to the maximum VUSA.AS drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and VUSA.AS.
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Drawdown Indicators
| D5BM.DE | VUSA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -33.64% | -0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -7.13% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -23.24% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -23.24% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -33.64% | -0.13% |
Current DrawdownCurrent decline from peak | -0.46% | -0.43% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -4.06% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.01% | 0.00% |
Volatility
D5BM.DE vs. VUSA.AS - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS) have volatilities of 2.69% and 2.62%, 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 | VUSA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.62% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 7.44% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 11.34% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 15.11% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 16.01% | +0.05% |
D5BM.DE vs. VUSA.AS - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is higher than VUSA.AS'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. VUSA.AS - Dividend Comparison
D5BM.DE has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 0.87%.
| 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% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.87% | 0.97% | 0.99% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% |
Frequently Asked Questions
With a correlation of 0.99, D5BM.DE and VUSA.AS 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, VUSA.AS is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUSA.AS is cheaper with a 0.07% expense ratio, compared with 0.15% for D5BM.DE.
Both ETFs track S&P 500 Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.15% for D5BM.DE and 0.07% for VUSA.AS.
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