D5BM.DE vs. XAIX.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - D5BM.DE is a S&P 500 fund tracking the S&P 500 Index, while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past 5 years, D5BM.DE returned 14.88%/yr vs 22.22%/yr for XAIX.DE. Their correlation of 0.87 suggests significant overlap in exposure. D5BM.DE charges 0.15%/yr vs 0.35%/yr for XAIX.DE.
Performance
D5BM.DE vs. XAIX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BM.DE achieves a 11.37% return, which is significantly lower than XAIX.DE's 37.21% 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%
XAIX.DE
- 1D
- -2.02%
- 1M
- 16.54%
- YTD
- 37.21%
- 6M
- 37.25%
- 1Y
- 60.71%
- 3Y*
- 36.02%
- 5Y*
- 22.22%
- 10Y*
- —
D5BM.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 11.37% | 4.79% | 32.48% | 22.66% | -14.28% | 41.10% | 7.10% | 22.98% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 37.21% | 15.25% | 34.63% | 63.77% | -31.80% | 35.85% | 24.44% | 15.10% |
Correlation
The correlation between D5BM.DE and XAIX.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2019 | 0.87 |
The correlation between D5BM.DE and XAIX.DE has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.
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Return for Risk
D5BM.DE vs. XAIX.DE — Risk / Return Rank
D5BM.DE
XAIX.DE
D5BM.DE vs. XAIX.DE - 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 Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE). 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 | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.51 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 5.11 | -1.53 |
| Martin ratioReturn relative to average drawdown | 12.76 | 14.72 | -1.96 |
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 | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 3.03 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 1.06 | -0.09 |
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 | 1.08 | -0.17 |
Drawdowns
D5BM.DE vs. XAIX.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, roughly equal to the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and XAIX.DE.
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Drawdown Indicators
| D5BM.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -33.08% | -0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -12.10% | +4.97% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -27.61% | +4.39% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -33.08% | +9.86% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -3.11% | +2.65% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -7.39% | +3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 4.21% | -2.20% |
Volatility
D5BM.DE vs. XAIX.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 2.69%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.63%. This indicates that D5BM.DE experiences smaller price fluctuations and is considered to be less risky than XAIX.DE 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 | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 8.63% | -5.94% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 16.15% | -8.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 20.43% | -8.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 20.73% | -5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 21.30% | -5.24% |
D5BM.DE vs. XAIX.DE - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
D5BM.DE vs. XAIX.DE - Dividend Comparison
Neither D5BM.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BM.DE and XAIX.DE have a correlation of 0.84, 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 0.35% for XAIX.DE.
D5BM.DE is categorized as S&P 500, while XAIX.DE is Technology Equities. D5BM.DE tracks S&P 500 Index, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. Their fees differ too: 0.15% for D5BM.DE and 0.35% for XAIX.DE.
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