D5BM.DE vs. XDWD.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - D5BM.DE is a S&P 500 fund tracking the S&P 500 Index, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, D5BM.DE returned 15.17%/yr vs 12.83%/yr for XDWD.DE. With a 0.97 correlation, they move nearly in lockstep. D5BM.DE charges 0.15%/yr vs 0.19%/yr for XDWD.DE.
Performance
D5BM.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with D5BM.DE having a 11.37% return and XDWD.DE slightly lower at 10.91%. Over the past 10 years, D5BM.DE has outperformed XDWD.DE with an annualized return of 15.17%, while XDWD.DE has yielded a comparatively lower 12.83% 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%
XDWD.DE
- 1D
- -0.01%
- 1M
- 3.63%
- YTD
- 10.91%
- 6M
- 10.96%
- 1Y
- 23.80%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
D5BM.DE vs. XDWD.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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between D5BM.DE and XDWD.DE is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.97 |
The correlation between D5BM.DE and XDWD.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
D5BM.DE vs. XDWD.DE — Risk / Return Rank
D5BM.DE
XDWD.DE
D5BM.DE vs. XDWD.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 UCITS ETF 1C (XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.40 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.63 | -0.05 |
| Martin ratioReturn relative to average drawdown | 12.76 | 14.44 | -1.68 |
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 | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.14 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.90 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.84 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.78 | +0.13 |
Drawdowns
D5BM.DE vs. XDWD.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, roughly equal to the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and XDWD.DE.
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Drawdown Indicators
| D5BM.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -33.55% | -0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -6.54% | -0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -21.64% | -1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -21.64% | -1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -33.55% | -0.22% |
Current DrawdownCurrent decline from peak | -0.46% | -0.33% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -4.55% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.65% | +0.36% |
Volatility
D5BM.DE vs. XDWD.DE - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) have volatilities of 2.69% and 2.60%, 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 | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.60% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 7.77% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 11.12% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 14.13% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 15.16% | +0.90% |
D5BM.DE vs. XDWD.DE - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is lower than XDWD.DE's 0.19% 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. XDWD.DE - Dividend Comparison
Neither D5BM.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, D5BM.DE and XDWD.DE 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, 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 0.19% for XDWD.DE.
D5BM.DE is categorized as S&P 500, while XDWD.DE is Global Equities. D5BM.DE tracks S&P 500 Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.15% for D5BM.DE and 0.19% for XDWD.DE.
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