D5BM.DE vs. XDWT.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - D5BM.DE is a S&P 500 fund tracking the S&P 500 Index, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, D5BM.DE returned 15.17%/yr vs 24.00%/yr for XDWT.DE. Their correlation of 0.87 suggests significant overlap in exposure. D5BM.DE charges 0.15%/yr vs 0.25%/yr for XDWT.DE.
Performance
D5BM.DE vs. XDWT.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 XDWT.DE's 25.23% return. Over the past 10 years, D5BM.DE has underperformed XDWT.DE with an annualized return of 15.17%, while XDWT.DE has yielded a comparatively higher 24.00% 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%
XDWT.DE
- 1D
- -2.03%
- 1M
- 12.76%
- YTD
- 25.23%
- 6M
- 23.47%
- 1Y
- 47.87%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
D5BM.DE vs. XDWT.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% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.78% | 21.03% |
Correlation
The correlation between D5BM.DE and XDWT.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.87 |
The correlation between D5BM.DE and XDWT.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
D5BM.DE vs. XDWT.DE — Risk / Return Rank
D5BM.DE
XDWT.DE
D5BM.DE vs. XDWT.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 Information Technology UCITS ETF 1C (XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.12 | +0.46 |
| Martin ratioReturn relative to average drawdown | 12.76 | 8.24 | +4.52 |
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 | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.38 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.99 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 1.11 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 1.09 | -0.18 |
Drawdowns
D5BM.DE vs. XDWT.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and XDWT.DE.
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Drawdown Indicators
| D5BM.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -31.61% | -2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -15.59% | +8.46% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -29.46% | +6.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -29.46% | +6.24% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -31.61% | -2.16% |
Current DrawdownCurrent decline from peak | -0.46% | -2.61% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -5.82% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 5.91% | -3.90% |
Volatility
D5BM.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 2.69%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that D5BM.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 7.11% | -4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 14.96% | -7.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 20.39% | -8.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 22.55% | -7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 21.46% | -5.40% |
D5BM.DE vs. XDWT.DE - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is lower than XDWT.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. XDWT.DE - Dividend Comparison
Neither D5BM.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BM.DE and XDWT.DE have a correlation of 0.87, 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 XDWT.DE.
D5BM.DE is categorized as S&P 500, while XDWT.DE is Technology Equities. D5BM.DE tracks S&P 500 Index, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.15% for D5BM.DE and 0.25% for XDWT.DE.
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