DBPG.DE vs. VUAA.DE
DBPG.DE (Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - DBPG.DE is a Leveraged Equities fund tracking the S&P 500 Index, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, DBPG.DE returned 19.58%/yr vs 13.92%/yr for VUAA.DE. With a 0.96 correlation, they move nearly in lockstep. DBPG.DE charges 0.60%/yr vs 0.07%/yr for VUAA.DE.
Performance
DBPG.DE vs. VUAA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBPG.DE achieves a 15.40% return, which is significantly higher than VUAA.DE's 10.86% return.
DBPG.DE
- 1D
- -1.52%
- 1M
- -2.15%
- YTD
- 15.40%
- 6M
- 15.47%
- 1Y
- 43.39%
- 3Y*
- 32.89%
- 5Y*
- 19.58%
- 10Y*
- 24.52%
VUAA.DE
- 1D
- -0.90%
- 1M
- 0.23%
- YTD
- 10.86%
- 6M
- 11.15%
- 1Y
- 24.80%
- 3Y*
- 18.92%
- 5Y*
- 13.92%
- 10Y*
- —
DBPG.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DBPG.DE Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C | 15.40% | 13.51% | 53.27% | 44.01% | -36.17% | 78.07% | 7.52% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 10.86% | 4.69% | 32.34% | 22.51% | -14.29% | 40.75% | 4.36% |
Correlation
The correlation between DBPG.DE and VUAA.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 | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2020 | 0.96 |
The correlation between DBPG.DE and VUAA.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
DBPG.DE vs. VUAA.DE — Risk / Return Rank
DBPG.DE
VUAA.DE
DBPG.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.39 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 3.53 | -0.73 |
| Martin ratioReturn relative to average drawdown | 10.46 | 12.59 | -2.12 |
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Drawdowns
DBPG.DE vs. VUAA.DE - Drawdown Comparison
The maximum DBPG.DE drawdown since its inception was -59.28%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for DBPG.DE and VUAA.DE.
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Drawdown Indicators
| DBPG.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.28% | -33.67% | -25.61% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -7.00% | -8.43% |
Max Drawdown (3Y)Largest decline over 3 years | -38.46% | -23.33% | -15.13% |
Max Drawdown (5Y)Largest decline over 5 years | -38.46% | -23.33% | -15.13% |
Max Drawdown (10Y)Largest decline over 10 years | -59.28% | — | — |
Current DrawdownCurrent decline from peak | -4.51% | -0.94% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -12.08% | -5.02% | -7.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 1.97% | +2.17% |
Volatility
DBPG.DE vs. VUAA.DE - Volatility Comparison
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) has a higher volatility of 7.00% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.34%. This indicates that DBPG.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 3.34% | +3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 16.59% | 7.87% | +8.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.02% | 11.77% | +11.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.21% | 15.15% | +15.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.48% | 17.55% | +13.93% |
DBPG.DE vs. VUAA.DE - Expense Ratio Comparison
DBPG.DE has a 0.60% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio.
Dividends
DBPG.DE vs. VUAA.DE - Dividend Comparison
Neither DBPG.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, DBPG.DE and VUAA.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, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.60% for DBPG.DE.
DBPG.DE is categorized as Leveraged Equities, while VUAA.DE is S&P 500. Both ETFs track S&P 500 Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.60% for DBPG.DE and 0.07% for VUAA.DE.
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