DBPG.DE vs. XDEM.DE
DBPG.DE (Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - DBPG.DE is a Leveraged Equities fund tracking the S&P 500 Index, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, DBPG.DE returned 24.01%/yr vs 15.65%/yr for XDEM.DE. A 0.75 correlation means they provide meaningful diversification when combined. DBPG.DE charges 0.60%/yr vs 0.25%/yr for XDEM.DE.
Performance
DBPG.DE vs. XDEM.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 lower than XDEM.DE's 22.76% return. Over the past 10 years, DBPG.DE has outperformed XDEM.DE with an annualized return of 24.01%, while XDEM.DE has yielded a comparatively lower 15.65% 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%
XDEM.DE
- 1D
- -0.95%
- 1M
- 6.77%
- YTD
- 22.76%
- 6M
- 23.63%
- 1Y
- 31.42%
- 3Y*
- 26.15%
- 5Y*
- 14.74%
- 10Y*
- 15.65%
DBPG.DE vs. XDEM.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% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 22.76% | 8.09% | 38.24% | 8.17% | -13.85% | 25.04% | 16.52% | 31.63% | 0.79% | 16.07% |
Correlation
The correlation between DBPG.DE and XDEM.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2014 | 0.75 |
The correlation between DBPG.DE and XDEM.DE has been stable across timeframes, ranging from 0.75 to 0.85 - a consistent structural relationship.
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Return for Risk
DBPG.DE vs. XDEM.DE — Risk / Return Rank
DBPG.DE
XDEM.DE
DBPG.DE vs. XDEM.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 MSCI World Momentum Factor UCITS ETF 1C (XDEM.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 | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 3.47 | -0.17 |
| Martin ratioReturn relative to average drawdown | 12.66 | 13.27 | -0.61 |
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 | XDEM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 1.86 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.84 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.94 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.90 | -0.12 |
Drawdowns
DBPG.DE vs. XDEM.DE - Drawdown Comparison
The maximum DBPG.DE drawdown since its inception was -59.28%, which is greater than XDEM.DE's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for DBPG.DE and XDEM.DE.
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Drawdown Indicators
| DBPG.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.28% | -30.93% | -28.35% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -9.05% | -6.38% |
Max Drawdown (3Y)Largest decline over 3 years | -38.46% | -23.51% | -14.95% |
Max Drawdown (5Y)Largest decline over 5 years | -38.46% | -23.51% | -14.95% |
Max Drawdown (10Y)Largest decline over 10 years | -59.28% | -30.93% | -28.35% |
Current DrawdownCurrent decline from peak | -1.10% | -0.95% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -8.85% | -5.97% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 2.36% | +1.66% |
Volatility
DBPG.DE vs. XDEM.DE - Volatility Comparison
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) have volatilities of 5.65% and 5.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBPG.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 5.80% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 15.61% | 14.20% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.46% | 16.85% | +5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.11% | 17.30% | +12.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.48% | 17.85% | +13.63% |
DBPG.DE vs. XDEM.DE - Expense Ratio Comparison
DBPG.DE has a 0.60% expense ratio, which is higher than XDEM.DE's 0.25% expense ratio.
Dividends
DBPG.DE vs. XDEM.DE - Dividend Comparison
Neither DBPG.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
DBPG.DE and XDEM.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEM.DE is cheaper with a 0.25% expense ratio, compared with 0.60% for DBPG.DE.
DBPG.DE is categorized as Leveraged Equities, while XDEM.DE is Momentum. DBPG.DE tracks S&P 500 Index, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: Xtrackers and DWS. Their fees differ too: 0.60% for DBPG.DE and 0.25% for XDEM.DE.
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