D5BM.DE vs. XNAS.DE
D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - D5BM.DE is a S&P 500 fund tracking the S&P 500 Index, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, D5BM.DE returned 14.88%/yr vs 18.79%/yr for XNAS.DE. Their correlation of 0.92 suggests significant overlap in exposure. D5BM.DE charges 0.15%/yr vs 0.20%/yr for XNAS.DE.
Performance
D5BM.DE vs. XNAS.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 XNAS.DE's 20.53% 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%
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
D5BM.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 11.37% | 4.79% | 32.48% | 22.66% | -14.28% | 37.14% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between D5BM.DE and XNAS.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.92 |
The correlation between D5BM.DE and XNAS.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
D5BM.DE vs. XNAS.DE — Risk / Return Rank
D5BM.DE
XNAS.DE
D5BM.DE vs. XNAS.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 Nasdaq 100 UCITS ETF 1C (XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.77 | -0.19 |
| Martin ratioReturn relative to average drawdown | 12.76 | 11.16 | +1.60 |
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 | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.40 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.93 | +0.04 |
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 | 0.91 | 0.00 |
Drawdowns
D5BM.DE vs. XNAS.DE - Drawdown Comparison
The maximum D5BM.DE drawdown since its inception was -33.77%, which is greater than XNAS.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for D5BM.DE and XNAS.DE.
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Drawdown Indicators
| D5BM.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.77% | -31.25% | -2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -10.00% | +2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -26.72% | +3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.22% | -31.25% | +8.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.83% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -7.83% | +3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.38% | -1.37% |
Volatility
D5BM.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) is 2.69%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that D5BM.DE experiences smaller price fluctuations and is considered to be less risky than XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 4.31% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 10.91% | -3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 15.71% | -4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 19.88% | -4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 19.84% | -3.78% |
D5BM.DE vs. XNAS.DE - Expense Ratio Comparison
D5BM.DE has a 0.15% expense ratio, which is lower than XNAS.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. XNAS.DE - Dividend Comparison
Neither D5BM.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, D5BM.DE and XNAS.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 0.20% for XNAS.DE.
D5BM.DE is categorized as S&P 500, while XNAS.DE is Nasdaq-100. D5BM.DE tracks S&P 500 Index, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.15% for D5BM.DE and 0.20% for XNAS.DE.
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