DBPG.DE vs. SPY1.DE
DBPG.DE (Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C) and SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) are both exchange-traded funds - DBPG.DE is a Leveraged Equities fund tracking the S&P 500 Index, while SPY1.DE is a S&P 500 fund tracking the S&P 500 Low Volatility. Both are passively managed. Over the past 10 years, DBPG.DE returned 24.01%/yr vs 7.35%/yr for SPY1.DE. A 0.63 correlation means they provide meaningful diversification when combined. DBPG.DE charges 0.60%/yr vs 0.35%/yr for SPY1.DE.
Performance
DBPG.DE vs. SPY1.DE - Performance Comparison
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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 SPY1.DE's 2.00% return. Over the past 10 years, DBPG.DE has outperformed SPY1.DE with an annualized return of 24.01%, while SPY1.DE has yielded a comparatively lower 7.35% 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%
SPY1.DE
- 1D
- -0.18%
- 1M
- -0.80%
- YTD
- 2.00%
- 6M
- 1.78%
- 1Y
- -0.66%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
DBPG.DE vs. SPY1.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 | 19.52% | 13.51% | 53.27% | 44.01% | -36.28% | 78.38% | 9.47% | 68.71% | -12.05% | 25.82% |
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | -10.69% | 29.65% | 3.67% | 2.32% |
Correlation
The correlation between DBPG.DE and SPY1.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2012 | 0.63 |
Over the past year, the correlation between DBPG.DE and SPY1.DE has dropped to 0.03 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
DBPG.DE vs. SPY1.DE — Risk / Return Rank
DBPG.DE
SPY1.DE
DBPG.DE vs. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.DE | SPY1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.41 | ||
| Sortino ratioReturn per unit of downside risk | +3.11 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.98 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | -0.23 | +3.52 |
| Martin ratioReturn relative to average drawdown | 12.66 | -0.48 | +13.14 |
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
| DBPG.DE | SPY1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | -0.15 | +2.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.47 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.52 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.69 | +0.09 |
Drawdowns
DBPG.DE vs. SPY1.DE - Drawdown Comparison
The maximum DBPG.DE drawdown since its inception was -59.28%, which is greater than SPY1.DE's maximum drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for DBPG.DE and SPY1.DE.
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Drawdown Indicators
| DBPG.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.28% | -35.30% | -23.98% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -6.77% | -8.66% |
Max Drawdown (3Y)Largest decline over 3 years | -38.46% | -14.59% | -23.87% |
Max Drawdown (5Y)Largest decline over 5 years | -38.46% | -16.32% | -22.14% |
Max Drawdown (10Y)Largest decline over 10 years | -59.28% | -35.30% | -23.98% |
Current DrawdownCurrent decline from peak | -1.10% | -11.45% | +10.35% |
Average DrawdownAverage peak-to-trough decline | -8.85% | -6.16% | -2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 3.15% | +0.87% |
Volatility
DBPG.DE vs. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) at 3.46%. This indicates that DBPG.DE's price experiences larger fluctuations and is considered to be riskier than SPY1.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.DE | SPY1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 3.46% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 15.61% | 7.38% | +8.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.46% | 10.25% | +12.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.11% | 12.47% | +17.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.48% | 14.00% | +17.48% |
DBPG.DE vs. SPY1.DE - Expense Ratio Comparison
DBPG.DE has a 0.60% expense ratio, which is higher than SPY1.DE's 0.35% expense ratio.
Dividends
DBPG.DE vs. SPY1.DE - Dividend Comparison
Neither DBPG.DE nor SPY1.DE has paid dividends to shareholders.
Frequently Asked Questions
DBPG.DE and SPY1.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY1.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY1.DE is cheaper with a 0.35% expense ratio, compared with 0.60% for DBPG.DE.
DBPG.DE is categorized as Leveraged Equities, while SPY1.DE is S&P 500. DBPG.DE tracks S&P 500 Index, while SPY1.DE tracks S&P 500 Low Volatility. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.60% for DBPG.DE and 0.35% for SPY1.DE.
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