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DBPG.DE vs. H4ZF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBPG.DE vs. H4ZF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) and HSBC S&P 500 UCITS ETF USD (H4ZF.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBPG.DE achieves a 19.52% return, which is significantly higher than H4ZF.DE's 11.35% return. Over the past 10 years, DBPG.DE has outperformed H4ZF.DE with an annualized return of 24.01%, while H4ZF.DE has yielded a comparatively lower 15.80% annualized return.


DBPG.DE

1D
-0.23%
1M
7.30%
YTD
19.52%
6M
19.10%
1Y
50.49%
3Y*
34.60%
5Y*
21.51%
10Y*
24.01%

H4ZF.DE

1D
-0.12%
1M
4.35%
YTD
11.35%
6M
10.84%
1Y
25.55%
3Y*
18.88%
5Y*
14.74%
10Y*
15.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBPG.DE vs. H4ZF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBPG.DE
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C
19.52%13.51%53.27%44.01%-36.28%78.38%9.47%68.71%-12.05%25.82%
H4ZF.DE
HSBC S&P 500 UCITS ETF USD
11.35%4.74%32.24%22.66%-14.40%40.68%7.94%36.99%0.78%8.65%

Correlation

The correlation between DBPG.DE and H4ZF.DE is 0.95 - 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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2010

0.92

The correlation between DBPG.DE and H4ZF.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

DBPG.DE vs. H4ZF.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBPG.DE
DBPG.DE Risk / Return Rank: 6767
Overall Rank
DBPG.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DBPG.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
DBPG.DE Omega Ratio Rank: 6565
Omega Ratio Rank
DBPG.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
DBPG.DE Martin Ratio Rank: 6969
Martin Ratio Rank

H4ZF.DE
H4ZF.DE Risk / Return Rank: 6969
Overall Rank
H4ZF.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
H4ZF.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
H4ZF.DE Omega Ratio Rank: 7070
Omega Ratio Rank
H4ZF.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
H4ZF.DE Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBPG.DE vs. H4ZF.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 HSBC S&P 500 UCITS ETF USD (H4ZF.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.


DBPG.DEH4ZF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.39

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

3.30

3.56

-0.27

Martin ratioReturn relative to average drawdown

12.66

12.69

-0.03

DBPG.DE vs. H4ZF.DE - Sharpe Ratio Comparison

The current DBPG.DE Sharpe Ratio is 2.26, which is comparable to the H4ZF.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of DBPG.DE and H4ZF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DBPG.DEH4ZF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

2.20

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.96

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.97

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

1.03

-0.25

Drawdowns

DBPG.DE vs. H4ZF.DE - Drawdown Comparison

The maximum DBPG.DE drawdown since its inception was -59.28%, which is greater than H4ZF.DE's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for DBPG.DE and H4ZF.DE.


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Drawdown Indicators


DBPG.DEH4ZF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.28%

-33.82%

-25.46%

Max Drawdown (1Y)

Largest decline over 1 year

-15.43%

-7.16%

-8.27%

Max Drawdown (3Y)

Largest decline over 3 years

-38.46%

-23.32%

-15.14%

Max Drawdown (5Y)

Largest decline over 5 years

-38.46%

-23.32%

-15.14%

Max Drawdown (10Y)

Largest decline over 10 years

-59.28%

-33.82%

-25.46%

Current Drawdown

Current decline from peak

-1.10%

-0.44%

-0.66%

Average Drawdown

Average peak-to-trough decline

-8.85%

-3.93%

-4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

2.01%

+2.01%

Volatility

DBPG.DE vs. H4ZF.DE - Volatility Comparison

Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) has a higher volatility of 5.65% compared to HSBC S&P 500 UCITS ETF USD (H4ZF.DE) at 2.68%. This indicates that DBPG.DE's price experiences larger fluctuations and is considered to be riskier than H4ZF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBPG.DEH4ZF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

2.68%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

15.61%

7.59%

+8.02%

Volatility (1Y)

Calculated over the trailing 1-year period

22.46%

11.61%

+10.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.11%

15.20%

+14.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.48%

16.12%

+15.36%

DBPG.DE vs. H4ZF.DE - Expense Ratio Comparison

DBPG.DE has a 0.60% expense ratio, which is higher than H4ZF.DE's 0.09% expense ratio.


Dividends

DBPG.DE vs. H4ZF.DE - Dividend Comparison

DBPG.DE has not paid dividends to shareholders, while H4ZF.DE's dividend yield for the trailing twelve months is around 0.82%.


PositionTTM20252024202320222021202020192018201720162015
DBPG.DE
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
H4ZF.DE
HSBC S&P 500 UCITS ETF USD
0.82%0.95%0.96%1.19%1.32%0.91%2.24%2.98%3.49%3.23%3.29%4.21%

Frequently Asked Questions


With a correlation of 0.95, DBPG.DE and H4ZF.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, H4ZF.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZF.DE is cheaper with a 0.09% expense ratio, compared with 0.60% for DBPG.DE.

DBPG.DE is categorized as Leveraged Equities, while H4ZF.DE is S&P 500. Both ETFs track S&P 500 Index. They also come from different issuers: Xtrackers and HSBC. Their fees differ too: 0.60% for DBPG.DE and 0.09% for H4ZF.DE.

Portfolio Optimizer

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