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IBCF.DE vs. DBPG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCF.DE vs. DBPG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) and Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.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, IBCF.DE achieves a 8.84% return, which is significantly lower than DBPG.DE's 19.52% return. Over the past 10 years, IBCF.DE has underperformed DBPG.DE with an annualized return of 12.48%, while DBPG.DE has yielded a comparatively higher 24.01% annualized return.


IBCF.DE

1D
-0.02%
1M
4.41%
YTD
8.84%
6M
9.66%
1Y
24.65%
3Y*
19.50%
5Y*
11.10%
10Y*
12.48%

DBPG.DE

1D
-0.23%
1M
9.51%
YTD
19.52%
6M
20.06%
1Y
51.09%
3Y*
34.60%
5Y*
21.51%
10Y*
24.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCF.DE vs. DBPG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCF.DE
iShares S&P 500 EUR Hedged UCITS ETF (Acc)
8.84%15.42%22.97%23.21%-21.83%28.51%14.47%27.13%-8.40%18.78%
DBPG.DE
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C
19.52%13.51%53.27%44.01%-36.28%78.38%9.47%68.71%-12.05%25.82%

Correlation

The correlation between IBCF.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

0.96

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2011

0.92

The correlation between IBCF.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

IBCF.DE vs. DBPG.DE — Risk / Return Rank

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

IBCF.DE
IBCF.DE Risk / Return Rank: 6464
Overall Rank
IBCF.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IBCF.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBCF.DE Omega Ratio Rank: 6363
Omega Ratio Rank
IBCF.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
IBCF.DE Martin Ratio Rank: 6767
Martin Ratio Rank

DBPG.DE
DBPG.DE Risk / Return Rank: 6767
Overall Rank
DBPG.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DBPG.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
DBPG.DE Omega Ratio Rank: 6565
Omega Ratio Rank
DBPG.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
DBPG.DE Martin Ratio Rank: 6969
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.

IBCF.DE vs. DBPG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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.


IBCF.DEDBPG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.37

1.39

-0.01

Calmar ratioReturn relative to maximum drawdown

2.81

3.30

-0.48

Martin ratioReturn relative to average drawdown

12.07

12.66

-0.58

IBCF.DE vs. DBPG.DE - Sharpe Ratio Comparison

The current IBCF.DE Sharpe Ratio is 2.08, which is comparable to the DBPG.DE Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of IBCF.DE and DBPG.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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Sharpe Ratios by Period


IBCF.DEDBPG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.26

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.71

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.76

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.78

-0.06

Drawdowns

IBCF.DE vs. DBPG.DE - Drawdown Comparison

The maximum IBCF.DE drawdown since its inception was -35.06%, smaller than the maximum DBPG.DE drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for IBCF.DE and DBPG.DE.


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Drawdown Indicators


IBCF.DEDBPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-59.28%

+24.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.72%

-15.43%

+6.71%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-38.46%

+20.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-38.46%

+12.23%

Max Drawdown (10Y)

Largest decline over 10 years

-35.06%

-59.28%

+24.22%

Current Drawdown

Current decline from peak

-0.55%

-1.10%

+0.55%

Average Drawdown

Average peak-to-trough decline

-4.41%

-8.85%

+4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

4.02%

-1.98%

Volatility

IBCF.DE vs. DBPG.DE - Volatility Comparison

The current volatility for iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) is 3.08%, while Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) has a volatility of 5.65%. This indicates that IBCF.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


IBCF.DEDBPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

5.65%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

15.61%

-6.98%

Volatility (1Y)

Calculated over the trailing 1-year period

11.79%

22.46%

-10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

30.11%

-14.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

31.48%

-15.14%

IBCF.DE vs. DBPG.DE - Expense Ratio Comparison

IBCF.DE has a 0.20% expense ratio, which is lower than DBPG.DE's 0.60% expense ratio.


Dividends

IBCF.DE vs. DBPG.DE - Dividend Comparison

Neither IBCF.DE nor DBPG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, IBCF.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, IBCF.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCF.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for DBPG.DE.

IBCF.DE is categorized as S&P 500, while DBPG.DE is Leveraged Equities. IBCF.DE tracks S&P 500 EUR Hedged Index, while DBPG.DE tracks S&P 500 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IBCF.DE and 0.60% for DBPG.DE.

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