DBPK.DE vs. XDWT.DE
DBPK.DE (Xtrackers S&P 500 2x Inverse Daily Swap UCITS ETF (Acc)) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - DBPK.DE is a Inverse Equities fund tracking the S&P 500 Short Leverage (-2x) Index, while XDWT.DE is a Technology Equities fund tracking the MSCI World Information Technology 20/35 Custom Index. Both are passively managed. Over the past 10 years, DBPK.DE returned -27.15%/yr vs 23.70%/yr for XDWT.DE. At a correlation of -0.63, they often move in opposite directions. DBPK.DE charges 0.70%/yr vs 0.25%/yr for XDWT.DE.
Performance
DBPK.DE vs. XDWT.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DBPK.DE achieves a -11.09% return, which is significantly lower than XDWT.DE's 20.89% return. Over the past 10 years, DBPK.DE has underperformed XDWT.DE with an annualized return of -27.15%, while XDWT.DE has yielded a comparatively higher 23.70% annualized 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%
XDWT.DE
- 1D
- 0.48%
- 1M
- -5.44%
- 6M
- 21.56%
- YTD
- 20.89%
- 1Y
- 36.99%
- 3Y*
- 27.01%
- 5Y*
- 19.44%
- 10Y*
- 23.70%
DBPK.DE vs. XDWT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBPK.DE Xtrackers S&P 500 2x Inverse Daily Swap UCITS ETF (Acc) | -11.09% | -34.12% | -24.20% | -33.54% | 42.87% | -39.02% | -53.09% | -40.00% | 12.72% | -40.55% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 20.89% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.75% | 21.05% |
Correlation
The correlation between DBPK.DE and XDWT.DE is -0.66, 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 | -0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | -0.63 |
The correlation between DBPK.DE and XDWT.DE has been stable across timeframes, ranging from -0.72 to -0.63 - 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. XDWT.DE — Risk / Return Rank
DBPK.DE
XDWT.DE
DBPK.DE vs. XDWT.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 Information Technology UCITS ETF 1C (XDWT.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.DE | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.43 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.28 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 2.36 | -3.14 |
| Martin ratioReturn relative to average drawdown | -1.42 | 6.00 | -7.41 |
Loading charts...
Drawdowns
DBPK.DE vs. XDWT.DE - Drawdown Comparison
The maximum DBPK.DE drawdown since its inception was -99.58%, which is greater than XDWT.DE's maximum drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for DBPK.DE and XDWT.DE.
Loading charts...
Drawdown Indicators
| DBPK.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.58% | -44.55% | -55.03% |
Max Drawdown (1Y)Largest decline over 1 year | -30.27% | -15.59% | -14.68% |
Max Drawdown (3Y)Largest decline over 3 years | -69.12% | -29.46% | -39.66% |
Max Drawdown (5Y)Largest decline over 5 years | -77.98% | -29.46% | -48.52% |
Max Drawdown (10Y)Largest decline over 10 years | -95.99% | -31.60% | -64.39% |
Current DrawdownCurrent decline from peak | -99.56% | -5.99% | -93.57% |
Average DrawdownAverage peak-to-trough decline | -86.93% | -8.71% | -78.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.61% | 6.15% | +10.46% |
Volatility
DBPK.DE vs. XDWT.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 Information Technology UCITS ETF 1C (XDWT.DE) at 8.17%. This indicates that DBPK.DE's price experiences larger fluctuations and is considered to be riskier than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DBPK.DE | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.83% | 8.17% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 21.00% | 16.29% | +4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.58% | 21.59% | +4.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.45% | 22.76% | +12.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.85% | 22.23% | +12.62% |
DBPK.DE vs. XDWT.DE - Expense Ratio Comparison
DBPK.DE has a 0.70% expense ratio, which is higher than XDWT.DE's 0.25% expense ratio.
Dividends
DBPK.DE vs. XDWT.DE - Dividend Comparison
Neither DBPK.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
DBPK.DE and XDWT.DE have a correlation of -0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWT.DE is cheaper with a 0.25% expense ratio, compared with 0.70% for DBPK.DE.
DBPK.DE is categorized as Inverse Equities, while XDWT.DE is Technology Equities. DBPK.DE tracks S&P 500 Short Leverage (-2x) Index, while XDWT.DE tracks MSCI World Information Technology 20/35 Custom Index. Their fees differ too: 0.70% for DBPK.DE and 0.25% for XDWT.DE.
Find the right allocation for DBPK.DE and XDWT.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