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DBPG.DE vs. IS20.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBPG.DE vs. IS20.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 iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.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 IS20.DE's 9.38% 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%

IS20.DE

1D
-0.38%
1M
3.94%
YTD
9.38%
6M
8.09%
1Y
29.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBPG.DE vs. IS20.DE - Yearly Performance Comparison


2026 (YTD)20252024
DBPG.DE
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C
19.52%13.51%1.74%
IS20.DE
iShares S&P 500 Top 20 UCITS ETF USD Acc
9.38%6.77%6.20%

Correlation

The correlation between DBPG.DE and IS20.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 (All Time)
Calculated using the full available price history since Nov 18, 2024

0.89

The correlation between DBPG.DE and IS20.DE has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

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Return for Risk

DBPG.DE vs. IS20.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

IS20.DE
IS20.DE Risk / Return Rank: 5555
Overall Rank
IS20.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IS20.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
IS20.DE Omega Ratio Rank: 5959
Omega Ratio Rank
IS20.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
IS20.DE Martin Ratio Rank: 4545
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. IS20.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 iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.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.DEIS20.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.03

Calmar ratioReturn relative to maximum drawdown

3.30

2.35

+0.94

Martin ratioReturn relative to average drawdown

12.66

7.30

+5.35

DBPG.DE vs. IS20.DE - Sharpe Ratio Comparison

The current DBPG.DE Sharpe Ratio is 2.26, which is comparable to the IS20.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of DBPG.DE and IS20.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.DEIS20.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

2.02

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.77

+0.01

Drawdowns

DBPG.DE vs. IS20.DE - Drawdown Comparison

The maximum DBPG.DE drawdown since its inception was -59.28%, which is greater than IS20.DE's maximum drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for DBPG.DE and IS20.DE.


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Drawdown Indicators


DBPG.DEIS20.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.28%

-26.30%

-32.98%

Max Drawdown (1Y)

Largest decline over 1 year

-15.43%

-12.73%

-2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-38.46%

Max Drawdown (5Y)

Largest decline over 5 years

-38.46%

Max Drawdown (10Y)

Largest decline over 10 years

-59.28%

Current Drawdown

Current decline from peak

-1.10%

-1.60%

+0.50%

Average Drawdown

Average peak-to-trough decline

-8.85%

-6.16%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

4.11%

-0.09%

Volatility

DBPG.DE vs. IS20.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 iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) at 3.65%. This indicates that DBPG.DE's price experiences larger fluctuations and is considered to be riskier than IS20.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.DEIS20.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

3.65%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

15.61%

10.03%

+5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

22.46%

14.81%

+7.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.11%

19.57%

+10.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.48%

19.57%

+11.91%

DBPG.DE vs. IS20.DE - Expense Ratio Comparison

DBPG.DE has a 0.60% expense ratio, which is higher than IS20.DE's 0.10% expense ratio.


Dividends

DBPG.DE vs. IS20.DE - Dividend Comparison

Neither DBPG.DE nor IS20.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBPG.DE and IS20.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, IS20.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS20.DE is cheaper with a 0.10% expense ratio, compared with 0.60% for DBPG.DE.

DBPG.DE is categorized as Leveraged Equities, while IS20.DE is S&P 500. DBPG.DE tracks S&P 500 Index, while IS20.DE tracks S&P 500 Top 20 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.60% for DBPG.DE and 0.10% for IS20.DE.

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