PortfoliosLab logoPortfoliosLab logo
DBPK.DE vs. EXUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBPK.DE vs. EXUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 2x Inverse Daily Swap UCITS ETF (Acc) (DBPK.DE) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DBPK.DE achieves a -11.09% return, which is significantly lower than EXUS.DE's 13.41% return.


DBPK.DE

1D
-0.07%
1M
3.67%
6M
-12.79%
YTD
-11.09%
1Y
-23.56%
3Y*
-26.50%
5Y*
-19.09%
10Y*
-27.15%

EXUS.DE

1D
0.66%
1M
3.63%
6M
13.12%
YTD
13.41%
1Y
25.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBPK.DE vs. EXUS.DE - Yearly Performance Comparison


2026 (YTD)20252024
DBPK.DE
Xtrackers S&P 500 2x Inverse Daily Swap UCITS ETF (Acc)
-11.09%-34.12%-14.12%
EXUS.DE
Xtrackers MSCI World ex USA UCITS ETF 1C USD
13.41%17.80%4.15%

Correlation

The correlation between DBPK.DE and EXUS.DE is -0.68, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.68

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2024

-0.64

The correlation between DBPK.DE and EXUS.DE has been stable across timeframes, ranging from -0.68 to -0.64 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DBPK.DE vs. EXUS.DE — Risk / Return Rank

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

DBPK.DE
DBPK.DE Risk / Return Rank: 22
Overall Rank
DBPK.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DBPK.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
DBPK.DE Omega Ratio Rank: 33
Omega Ratio Rank
DBPK.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
DBPK.DE Martin Ratio Rank: 22
Martin Ratio Rank

EXUS.DE
EXUS.DE Risk / Return Rank: 7777
Overall Rank
EXUS.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EXUS.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EXUS.DE Omega Ratio Rank: 7878
Omega Ratio Rank
EXUS.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EXUS.DE Martin Ratio Rank: 7777
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.

DBPK.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 2x Inverse Daily Swap UCITS ETF (Acc) (DBPK.DE) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.


DBPK.DEEXUS.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.91

Sortino ratioReturn per unit of downside risk

-4.05

Omega ratioGain probability vs. loss probability

0.87

1.38

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.78

2.94

-3.72

Martin ratioReturn relative to average drawdown

-1.42

11.77

-13.19

DBPK.DE vs. EXUS.DE - Sharpe Ratio Comparison

The current DBPK.DE Sharpe Ratio is -0.89, which is lower than the EXUS.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of DBPK.DE and EXUS.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.


Loading charts...

Drawdowns

DBPK.DE vs. EXUS.DE - Drawdown Comparison

The maximum DBPK.DE drawdown since its inception was -99.58%, which is greater than EXUS.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for DBPK.DE and EXUS.DE.


Loading charts...

Drawdown Indicators


DBPK.DEEXUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-16.21%

-83.37%

Max Drawdown (1Y)

Largest decline over 1 year

-30.27%

-8.67%

-21.60%

Max Drawdown (3Y)

Largest decline over 3 years

-69.12%

Max Drawdown (5Y)

Largest decline over 5 years

-77.98%

Max Drawdown (10Y)

Largest decline over 10 years

-95.99%

Current Drawdown

Current decline from peak

-99.56%

0.00%

-99.56%

Average Drawdown

Average peak-to-trough decline

-86.93%

-1.75%

-85.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.61%

2.17%

+14.44%

Volatility

DBPK.DE vs. EXUS.DE - Volatility Comparison

Xtrackers S&P 500 2x Inverse Daily Swap UCITS ETF (Acc) (DBPK.DE) has a higher volatility of 8.83% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.18%. This indicates that DBPK.DE's price experiences larger fluctuations and is considered to be riskier than EXUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DBPK.DEEXUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

3.18%

+5.65%

Volatility (6M)

Calculated over the trailing 6-month period

21.00%

10.31%

+10.69%

Volatility (1Y)

Calculated over the trailing 1-year period

26.58%

12.59%

+13.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.45%

13.36%

+22.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.85%

13.36%

+21.49%

DBPK.DE vs. EXUS.DE - Expense Ratio Comparison

DBPK.DE has a 0.70% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio.


Dividends

DBPK.DE vs. EXUS.DE - Dividend Comparison

Neither DBPK.DE nor EXUS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBPK.DE and EXUS.DE have a correlation of -0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.70% for DBPK.DE.

DBPK.DE is categorized as Inverse Equities, while EXUS.DE is Global Equities. DBPK.DE tracks S&P 500 Short Leverage (-2x) Index, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.70% for DBPK.DE and 0.15% for EXUS.DE.

Portfolio Optimizer

Find the right allocation for DBPK.DE and EXUS.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer