IBCK.DE vs. DBPG.DE
IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) and DBPG.DE (Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C) are both exchange-traded funds - IBCK.DE is a S&P 500 fund tracking the S&P 500 Minimum Volatility, while DBPG.DE is a Leveraged Equities fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IBCK.DE returned 10.32%/yr vs 24.01%/yr for DBPG.DE. Their correlation of 0.83 suggests significant overlap in exposure. IBCK.DE charges 0.20%/yr vs 0.60%/yr for DBPG.DE.
Performance
IBCK.DE vs. DBPG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCK.DE achieves a 5.14% return, which is significantly lower than DBPG.DE's 19.52% return. Over the past 10 years, IBCK.DE has underperformed DBPG.DE with an annualized return of 10.32%, while DBPG.DE has yielded a comparatively higher 24.01% annualized return.
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.61%
- YTD
- 5.14%
- 6M
- 5.32%
- 1Y
- 9.77%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
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%
IBCK.DE vs. DBPG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | -2.18% | 34.85% | -1.47% | 2.29% |
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 IBCK.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 (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2013 | 0.83 |
The correlation between IBCK.DE and DBPG.DE shifts across timeframes, from 0.68 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBCK.DE vs. DBPG.DE — Risk / Return Rank
IBCK.DE
DBPG.DE
IBCK.DE vs. DBPG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.
| IBCK.DE | DBPG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.39 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.30 | -1.47 |
| Martin ratioReturn relative to average drawdown | 5.31 | 12.66 | -7.35 |
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
| IBCK.DE | DBPG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.26 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.71 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.76 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.78 | +0.10 |
Drawdowns
IBCK.DE vs. DBPG.DE - Drawdown Comparison
The maximum IBCK.DE drawdown since its inception was -33.11%, smaller than the maximum DBPG.DE drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for IBCK.DE and DBPG.DE.
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Drawdown Indicators
| IBCK.DE | DBPG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -59.28% | +26.17% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -15.43% | +10.35% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -38.46% | +20.91% |
Max Drawdown (5Y)Largest decline over 5 years | -17.55% | -38.46% | +20.91% |
Max Drawdown (10Y)Largest decline over 10 years | -33.11% | -59.28% | +26.17% |
Current DrawdownCurrent decline from peak | -0.47% | -1.10% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -8.85% | +4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 4.02% | -2.27% |
Volatility
IBCK.DE vs. DBPG.DE - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) is 2.26%, while Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) has a volatility of 5.65%. This indicates that IBCK.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
| IBCK.DE | DBPG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 5.65% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 5.71% | 15.61% | -9.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.73% | 22.46% | -13.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.37% | 30.11% | -17.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.02% | 31.48% | -17.46% |
IBCK.DE vs. DBPG.DE - Expense Ratio Comparison
IBCK.DE has a 0.20% expense ratio, which is lower than DBPG.DE's 0.60% expense ratio.
Dividends
IBCK.DE vs. DBPG.DE - Dividend Comparison
Neither IBCK.DE nor DBPG.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCK.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, IBCK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBCK.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for DBPG.DE.
IBCK.DE is categorized as S&P 500, while DBPG.DE is Leveraged Equities. IBCK.DE tracks S&P 500 Minimum Volatility, while DBPG.DE tracks S&P 500 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IBCK.DE and 0.60% for DBPG.DE.
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