H1D5.DE vs. DBPG.DE
H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and DBPG.DE (Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C) are both exchange-traded funds - H1D5.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), while DBPG.DE is a Leveraged Equities fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, H1D5.DE returned 12.23%/yr vs 22.82%/yr for DBPG.DE. Their correlation of 0.92 suggests significant overlap in exposure. H1D5.DE charges 0.28%/yr vs 0.60%/yr for DBPG.DE.
Performance
H1D5.DE vs. DBPG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H1D5.DE achieves a 7.28% return, which is significantly lower than DBPG.DE's 17.55% return. Over the past 10 years, H1D5.DE has underperformed DBPG.DE with an annualized return of 12.23%, while DBPG.DE has yielded a comparatively higher 22.82% annualized return.
H1D5.DE
- 1D
- -1.25%
- 1M
- -0.69%
- 6M
- 6.60%
- YTD
- 7.28%
- 1Y
- 16.97%
- 3Y*
- 16.78%
- 5Y*
- 10.07%
- 10Y*
- 12.23%
DBPG.DE
- 1D
- -2.46%
- 1M
- -0.30%
- 6M
- 14.51%
- YTD
- 17.55%
- 1Y
- 36.92%
- 3Y*
- 31.28%
- 5Y*
- 18.96%
- 10Y*
- 22.82%
H1D5.DE vs. DBPG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.28% | 15.23% | 22.75% | 23.18% | -21.57% | 28.78% | 15.86% | 27.46% | -8.35% | 19.09% |
DBPG.DE Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C | 17.55% | 13.51% | 53.27% | 44.01% | -36.17% | 78.07% | 9.47% | 68.69% | -12.04% | 25.82% |
Correlation
The correlation between H1D5.DE and DBPG.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since May 9, 2012 | 0.92 |
The correlation between H1D5.DE and DBPG.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
H1D5.DE vs. DBPG.DE — Risk / Return Rank
H1D5.DE
DBPG.DE
H1D5.DE vs. DBPG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.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.
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.
| H1D5.DE | DBPG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 2.38 | -0.43 |
| Martin ratioReturn relative to average drawdown | 7.79 | 8.84 | -1.05 |
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Drawdowns
H1D5.DE vs. DBPG.DE - Drawdown Comparison
The maximum H1D5.DE drawdown since its inception was -33.97%, smaller than the maximum DBPG.DE drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for H1D5.DE and DBPG.DE.
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Drawdown Indicators
| H1D5.DE | DBPG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -59.28% | +25.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -15.43% | +6.77% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -38.46% | +20.10% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | -38.46% | +12.49% |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | -59.28% | +25.31% |
Current DrawdownCurrent decline from peak | -2.03% | -2.73% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -12.04% | +7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 4.17% | -1.99% |
Volatility
H1D5.DE vs. DBPG.DE - Volatility Comparison
The current volatility for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) is 3.00%, while Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) has a volatility of 5.83%. This indicates that H1D5.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
| H1D5.DE | DBPG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 5.83% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 16.48% | -7.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 23.07% | -10.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 30.22% | -14.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 31.43% | -15.31% |
H1D5.DE vs. DBPG.DE - Expense Ratio Comparison
H1D5.DE has a 0.28% expense ratio, which is lower than DBPG.DE's 0.60% expense ratio.
Dividends
H1D5.DE vs. DBPG.DE - Dividend Comparison
Neither H1D5.DE nor DBPG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, H1D5.DE and DBPG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, H1D5.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H1D5.DE is cheaper with a 0.28% expense ratio, compared with 0.60% for DBPG.DE.
H1D5.DE is categorized as S&P 500, while DBPG.DE is Leveraged Equities. H1D5.DE tracks S&P 500 Index (EUR Hedged), while DBPG.DE tracks S&P 500 Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.28% for H1D5.DE and 0.60% for DBPG.DE.
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