EFRW.DE vs. DBPG.DE
EFRW.DE (iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc) and DBPG.DE (Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C) are both exchange-traded funds - EFRW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while DBPG.DE is a Leveraged Equities fund tracking the S&P 500 Index. Both are passively managed. Over the past year, EFRW.DE returned 17.03% vs 50.49% for DBPG.DE. A 0.69 correlation means they provide meaningful diversification when combined. EFRW.DE charges 0.17%/yr vs 0.60%/yr for DBPG.DE.
Performance
EFRW.DE vs. DBPG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFRW.DE achieves a 8.09% return, which is significantly lower than DBPG.DE's 19.52% return.
EFRW.DE
- 1D
- 0.36%
- 1M
- 2.58%
- YTD
- 8.09%
- 6M
- 8.98%
- 1Y
- 17.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
EFRW.DE vs. DBPG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc | 8.09% | 9.95% |
DBPG.DE Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C | 19.52% | 29.90% |
Correlation
The correlation between EFRW.DE and DBPG.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 13, 2025 | 0.69 |
The correlation between EFRW.DE and DBPG.DE has been stable across timeframes, ranging from 0.68 to 0.69 - a consistent structural relationship.
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Return for Risk
EFRW.DE vs. DBPG.DE — Risk / Return Rank
EFRW.DE
DBPG.DE
EFRW.DE vs. DBPG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) and Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.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.
| EFRW.DE | DBPG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.30 | -0.93 |
| Martin ratioReturn relative to average drawdown | 8.32 | 12.66 | -4.33 |
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
| EFRW.DE | DBPG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 2.26 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.55 | 0.78 | +0.77 |
Drawdowns
EFRW.DE vs. DBPG.DE - Drawdown Comparison
The maximum EFRW.DE drawdown since its inception was -7.12%, smaller than the maximum DBPG.DE drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for EFRW.DE and DBPG.DE.
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Drawdown Indicators
| EFRW.DE | DBPG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.12% | -59.28% | +52.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -15.43% | +8.31% |
Max Drawdown (3Y)Largest decline over 3 years | — | -38.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.28% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.10% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -1.35% | -8.85% | +7.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 4.02% | -1.99% |
Volatility
EFRW.DE vs. DBPG.DE - Volatility Comparison
The current volatility for iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) is 2.64%, while Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) has a volatility of 5.65%. This indicates that EFRW.DE experiences smaller price fluctuations and is considered to be less risky than DBPG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFRW.DE | DBPG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 5.65% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 15.61% | -7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 22.46% | -11.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.32% | 30.11% | -18.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.32% | 31.48% | -20.16% |
EFRW.DE vs. DBPG.DE - Expense Ratio Comparison
EFRW.DE has a 0.17% expense ratio, which is lower than DBPG.DE's 0.60% expense ratio.
Dividends
EFRW.DE vs. DBPG.DE - Dividend Comparison
Neither EFRW.DE nor DBPG.DE has paid dividends to shareholders.
Frequently Asked Questions
EFRW.DE and DBPG.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, EFRW.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFRW.DE is cheaper with a 0.17% expense ratio, compared with 0.60% for DBPG.DE.
EFRW.DE is categorized as S&P 500, while DBPG.DE is Leveraged Equities. EFRW.DE tracks S&P 500 Equal Weight Index, while DBPG.DE tracks S&P 500 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.17% for EFRW.DE and 0.60% for DBPG.DE.
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