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DBPK.DE vs. XESC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBPK.DE vs. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBPK.DE achieves a -11.09% return, which is significantly lower than XESC.DE's 11.96% return. Over the past 10 years, DBPK.DE has underperformed XESC.DE with an annualized return of -27.15%, while XESC.DE has yielded a comparatively higher 11.67% 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%

XESC.DE

1D
0.00%
1M
5.24%
6M
10.86%
YTD
11.96%
1Y
22.20%
3Y*
16.35%
5Y*
12.51%
10Y*
11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
11.96%22.24%11.06%22.50%-8.87%23.54%-2.88%30.09%-12.09%10.25%

Correlation

The correlation between DBPK.DE and XESC.DE is -0.67, 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

-0.67

Correlation (3Y)
Calculated over the trailing 3-year period

-0.66

Correlation (5Y)
Calculated over the trailing 5-year period

-0.73

Correlation (10Y)
Calculated over the trailing 10-year period

-0.71

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

-0.71

The correlation between DBPK.DE and XESC.DE has been stable across timeframes, ranging from -0.73 to -0.66 - a consistent structural relationship.

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Return for Risk

DBPK.DE vs. XESC.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

XESC.DE
XESC.DE Risk / Return Rank: 4949
Overall Rank
XESC.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 4747
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 5050
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. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.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.DEXESC.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.27

Sortino ratioReturn per unit of downside risk

-3.24

Omega ratioGain probability vs. loss probability

0.87

1.25

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.78

2.04

-2.82

Martin ratioReturn relative to average drawdown

-1.42

7.10

-8.51

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

The current DBPK.DE Sharpe Ratio is -0.89, which is lower than the XESC.DE Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of DBPK.DE and XESC.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.


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Drawdowns

DBPK.DE vs. XESC.DE - Drawdown Comparison

The maximum DBPK.DE drawdown since its inception was -99.58%, which is greater than XESC.DE's maximum drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for DBPK.DE and XESC.DE.


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Drawdown Indicators


DBPK.DEXESC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-46.74%

-52.84%

Max Drawdown (1Y)

Largest decline over 1 year

-30.27%

-10.88%

-19.39%

Max Drawdown (3Y)

Largest decline over 3 years

-69.12%

-16.53%

-52.59%

Max Drawdown (5Y)

Largest decline over 5 years

-77.98%

-23.33%

-54.65%

Max Drawdown (10Y)

Largest decline over 10 years

-95.99%

-38.51%

-57.48%

Current Drawdown

Current decline from peak

-99.56%

0.00%

-99.56%

Average Drawdown

Average peak-to-trough decline

-86.93%

-9.05%

-77.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.61%

3.13%

+13.48%

Volatility

DBPK.DE vs. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 3.86%. This indicates that DBPK.DE's price experiences larger fluctuations and is considered to be riskier than XESC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBPK.DEXESC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

3.86%

+4.97%

Volatility (6M)

Calculated over the trailing 6-month period

21.00%

13.34%

+7.66%

Volatility (1Y)

Calculated over the trailing 1-year period

26.58%

16.07%

+10.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.45%

17.58%

+17.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.85%

17.93%

+16.92%

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

DBPK.DE has a 0.70% expense ratio, which is higher than XESC.DE's 0.09% expense ratio.


Dividends

DBPK.DE vs. XESC.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


DBPK.DE and XESC.DE have a correlation of -0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.70% for DBPK.DE.

DBPK.DE is categorized as Inverse Equities, while XESC.DE is Europe Equities. DBPK.DE tracks S&P 500 Short Leverage (-2x) Index, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.70% for DBPK.DE and 0.09% for XESC.DE.

Portfolio Optimizer

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