D5BM.DE vs. XDED.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and XDED.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 2D) are both S&P 500 funds from Xtrackers - D5BM.DE tracks the S&P 500 Index while XDED.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past 3 years, D5BM.DE returned 18.95%/yr vs 12.11%/yr for XDED.DE. A 0.77 correlation means they provide meaningful diversification when combined. D5BM.DE charges 0.15%/yr vs 0.20%/yr for XDED.DE.
Performance
D5BM.DE vs. XDED.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 higher than XDED.DE's 10.41% 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%
XDED.DE
- 1D
- 0.26%
- 1M
- 3.92%
- YTD
- 10.41%
- 6M
- 10.28%
- 1Y
- 18.11%
- 3Y*
- 12.11%
- 5Y*
- —
- 10Y*
- —
D5BM.DE vs. XDED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 11.37% | 4.79% | 32.48% | 18.12% |
XDED.DE Xtrackers S&P 500 Equal Weight UCITS ETF 2D | 10.41% | -0.44% | 18.53% | 10.75% |
Correlation
The correlation between D5BM.DE and XDED.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2023 | 0.77 |
The correlation between D5BM.DE and XDED.DE has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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Return for Risk
D5BM.DE vs. XDED.DE — Risk / Return Rank
D5BM.DE
XDED.DE
D5BM.DE vs. XDED.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 S&P 500 Equal Weight UCITS ETF 2D (XDED.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 | XDED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.30 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.46 | +0.12 |
| Martin ratioReturn relative to average drawdown | 12.76 | 10.28 | +2.48 |
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 | XDED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.65 | +0.55 |
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 | 0.90 | +0.01 |
Drawdowns
D5BM.DE vs. XDED.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, which is greater than XDED.DE's maximum drawdown of -22.63%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and XDED.DE.
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Drawdown Indicators
| D5BM.DE | XDED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -22.63% | -11.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -5.11% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -22.63% | -0.59% |
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% | 0.00% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -4.24% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.72% | +0.29% |
Volatility
D5BM.DE vs. XDED.DE - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) has a higher volatility of 2.69% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) at 2.08%. This indicates that D5BM.DE's price experiences larger fluctuations and is considered to be riskier than XDED.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 | XDED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.08% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 6.76% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 10.72% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 13.39% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 13.39% | +2.67% |
D5BM.DE vs. XDED.DE - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is lower than XDED.DE's 0.20% expense ratio. Despite the difference, 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. XDED.DE - Dividend Comparison
D5BM.DE has not paid dividends to shareholders, while XDED.DE's dividend yield for the trailing twelve months is around 1.25%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
XDED.DE Xtrackers S&P 500 Equal Weight UCITS ETF 2D | 1.25% | 1.35% | 1.61% | 0.83% |
Frequently Asked Questions
D5BM.DE and XDED.DE have a correlation of 0.70, 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 0.20% for XDED.DE.
D5BM.DE tracks S&P 500 Index, while XDED.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.15% for D5BM.DE and 0.20% for XDED.DE.
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