DBPG.DE vs. DBPE.DE
DBPG.DE (Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C) and DBPE.DE (Xtrackers LevDAX Daily Swap UCITS ETF (Acc)) are both Leveraged Equities funds from Xtrackers - DBPG.DE tracks the S&P 500 Index while DBPE.DE tracks the LevDAX (2x) Index. Both are passively managed. Over the past 10 years, DBPG.DE returned 22.82%/yr vs 13.59%/yr for DBPE.DE. A 0.73 correlation means they provide meaningful diversification when combined. DBPG.DE charges 0.60%/yr vs 0.35%/yr for DBPE.DE.
Performance
DBPG.DE vs. DBPE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DBPG.DE achieves a 17.55% return, which is significantly higher than DBPE.DE's -1.40% return. Over the past 10 years, DBPG.DE has outperformed DBPE.DE with an annualized return of 22.82%, while DBPE.DE has yielded a comparatively lower 13.59% annualized return.
DBPG.DE
- 1D
- -2.46%
- 1M
- -0.30%
- 6M
- 14.51%
- YTD
- 17.55%
- 1Y
- 36.92%
- 3Y*
- 31.28%
- 5Y*
- 18.96%
- 10Y*
- 22.82%
DBPE.DE
- 1D
- -0.70%
- 1M
- -1.47%
- 6M
- -7.12%
- YTD
- -1.40%
- 1Y
- -2.63%
- 3Y*
- 24.42%
- 5Y*
- 13.08%
- 10Y*
- 13.59%
DBPG.DE vs. DBPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBPG.DE Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C | 17.55% | 13.51% | 53.27% | 44.01% | -36.17% | 78.07% | 9.47% | 68.69% | -12.04% | 25.82% |
DBPE.DE Xtrackers LevDAX Daily Swap UCITS ETF (Acc) | -1.40% | 41.17% | 32.06% | 35.78% | -27.99% | 30.22% | -4.84% | 53.18% | -35.14% | 23.67% |
Correlation
The correlation between DBPG.DE and DBPE.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2010 | 0.73 |
The correlation between DBPG.DE and DBPE.DE shifts across timeframes, from 0.62 (3 years) to 0.73 (all time), reflecting how their relationship changes across market environments.
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
DBPG.DE vs. DBPE.DE — Risk / Return Rank
DBPG.DE
DBPE.DE
DBPG.DE vs. DBPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) and Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DBPG.DE | DBPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.01 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | -0.11 | +2.49 |
| Martin ratioReturn relative to average drawdown | 8.84 | -0.31 | +9.15 |
Loading charts...
Drawdowns
DBPG.DE vs. DBPE.DE - Drawdown Comparison
The maximum DBPG.DE drawdown since its inception was -59.28%, smaller than the maximum DBPE.DE drawdown of -64.87%. Use the drawdown chart below to compare losses from any high point for DBPG.DE and DBPE.DE.
Loading charts...
Drawdown Indicators
| DBPG.DE | DBPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.28% | -64.87% | +5.59% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -24.16% | +8.73% |
Max Drawdown (3Y)Largest decline over 3 years | -38.46% | -29.95% | -8.51% |
Max Drawdown (5Y)Largest decline over 5 years | -38.46% | -48.69% | +10.23% |
Max Drawdown (10Y)Largest decline over 10 years | -59.28% | -64.87% | +5.59% |
Current DrawdownCurrent decline from peak | -2.73% | -8.10% | +5.37% |
Average DrawdownAverage peak-to-trough decline | -12.04% | -16.46% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 8.42% | -4.25% |
Volatility
DBPG.DE vs. DBPE.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) is 5.83%, while Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.DE) has a volatility of 9.24%. This indicates that DBPG.DE experiences smaller price fluctuations and is considered to be less risky than DBPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DBPG.DE | DBPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 9.24% | -3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 16.48% | 26.93% | -10.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.07% | 32.30% | -9.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.22% | 34.29% | -4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.43% | 36.13% | -4.70% |
DBPG.DE vs. DBPE.DE - Expense Ratio Comparison
DBPG.DE has a 0.60% expense ratio, which is higher than DBPE.DE's 0.35% expense ratio.
Dividends
DBPG.DE vs. DBPE.DE - Dividend Comparison
Neither DBPG.DE nor DBPE.DE has paid dividends to shareholders.
Frequently Asked Questions
DBPG.DE and DBPE.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBPE.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBPE.DE is cheaper with a 0.35% expense ratio, compared with 0.60% for DBPG.DE.
DBPG.DE tracks S&P 500 Index, while DBPE.DE tracks LevDAX (2x) Index. Their fees differ too: 0.60% for DBPG.DE and 0.35% for DBPE.DE.
Find the right allocation for DBPG.DE and DBPE.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