D5BM.DE vs. XDEQ.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - D5BM.DE is a S&P 500 fund tracking the S&P 500 Index, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, D5BM.DE returned 15.17%/yr vs 12.38%/yr for XDEQ.DE. Their correlation of 0.86 suggests significant overlap in exposure. D5BM.DE charges 0.15%/yr vs 0.25%/yr for XDEQ.DE.
Performance
D5BM.DE vs. XDEQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, D5BM.DE achieves a 11.37% return, which is significantly higher than XDEQ.DE's 9.48% return. Over the past 10 years, D5BM.DE has outperformed XDEQ.DE with an annualized return of 15.17%, while XDEQ.DE has yielded a comparatively lower 12.38% annualized 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%
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
D5BM.DE vs. XDEQ.DE - 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% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
Correlation
The correlation between D5BM.DE and XDEQ.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.86 |
The correlation between D5BM.DE and XDEQ.DE has been stable across timeframes, ranging from 0.86 to 0.95 - a consistent structural relationship.
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. XDEQ.DE — Risk / Return Rank
D5BM.DE
XDEQ.DE
D5BM.DE vs. XDEQ.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 MSCI World Quality Factor UCITS ETF 1C (XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.04 | +0.54 |
| Martin ratioReturn relative to average drawdown | 12.76 | 12.17 | +0.59 |
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 | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.78 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.80 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.85 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.80 | +0.11 |
Drawdowns
D5BM.DE vs. XDEQ.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, which is greater than XDEQ.DE's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and XDEQ.DE.
Loading charts...
Drawdown Indicators
| D5BM.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -32.16% | -1.61% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -6.22% | -0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -20.59% | -2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -20.59% | -2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -32.16% | -1.61% |
Current DrawdownCurrent decline from peak | -0.46% | 0.00% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -4.75% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.56% | +0.45% |
Volatility
D5BM.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) has a higher volatility of 2.69% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that D5BM.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| D5BM.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.36% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 7.32% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 10.64% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 14.12% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 15.35% | +0.71% |
D5BM.DE vs. XDEQ.DE - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is lower than XDEQ.DE's 0.25% 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. XDEQ.DE - Dividend Comparison
Neither D5BM.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BM.DE and XDEQ.DE have a correlation of 0.89, 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 0.25% for XDEQ.DE.
D5BM.DE is categorized as S&P 500, while XDEQ.DE is Global Equities. D5BM.DE tracks S&P 500 Index, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.15% for D5BM.DE and 0.25% for XDEQ.DE.
Find the right allocation for D5BM.DE and XDEQ.DE
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