PortfoliosLab logoPortfoliosLab logo
IUSA.DE vs. D5BM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSA.DE vs. D5BM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) and Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with IUSA.DE having a 11.42% return and D5BM.DE slightly lower at 11.37%. Both investments have delivered pretty close results over the past 10 years, with IUSA.DE having a 15.16% annualized return and D5BM.DE not far ahead at 15.17%.


IUSA.DE

1D
-0.13%
1M
4.35%
YTD
11.42%
6M
10.93%
1Y
25.71%
3Y*
19.00%
5Y*
14.90%
10Y*
15.16%

D5BM.DE

1D
-0.13%
1M
4.39%
YTD
11.37%
6M
10.87%
1Y
25.59%
3Y*
18.95%
5Y*
14.88%
10Y*
15.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSA.DE vs. D5BM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSA.DE
iShares Core S&P 500 UCITS ETF USD Dist
11.42%4.84%32.50%22.60%-14.19%41.00%7.02%34.79%-0.83%7.30%
D5BM.DE
Xtrackers S&P 500 Swap UCITS ETF 1C
11.37%4.79%32.48%22.66%-14.28%41.10%7.10%34.88%-0.79%7.04%

Correlation

The correlation between IUSA.DE and D5BM.DE is 1.00 - 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

1.00

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

1.00

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

1.00

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

1.00

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

0.99

The correlation between IUSA.DE and D5BM.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IUSA.DE vs. D5BM.DE — Risk / Return Rank

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

IUSA.DE
IUSA.DE Risk / Return Rank: 7070
Overall Rank
IUSA.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IUSA.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IUSA.DE Omega Ratio Rank: 7171
Omega Ratio Rank
IUSA.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
IUSA.DE Martin Ratio Rank: 7070
Martin Ratio Rank

D5BM.DE
D5BM.DE Risk / Return Rank: 6969
Overall Rank
D5BM.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
D5BM.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
D5BM.DE Omega Ratio Rank: 7070
Omega Ratio Rank
D5BM.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
D5BM.DE Martin Ratio Rank: 7070
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.

IUSA.DE vs. D5BM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) and Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.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.


IUSA.DED5BM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

3.63

3.58

+0.04

Martin ratioReturn relative to average drawdown

12.88

12.76

+0.12

IUSA.DE vs. D5BM.DE - Sharpe Ratio Comparison

The current IUSA.DE Sharpe Ratio is 2.24, which is comparable to the D5BM.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of IUSA.DE and D5BM.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.


Loading charts...

Sharpe Ratios by Period


IUSA.DED5BM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.20

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.97

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.94

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.91

-0.24

Drawdowns

IUSA.DE vs. D5BM.DE - Drawdown Comparison

The maximum IUSA.DE drawdown since its inception was -50.54%, which is greater than D5BM.DE's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and D5BM.DE.


Loading charts...

Drawdown Indicators


IUSA.DED5BM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.54%

-33.77%

-16.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-7.13%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-23.34%

-23.22%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-23.34%

-23.22%

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-33.77%

+0.14%

Current Drawdown

Current decline from peak

-0.46%

-0.46%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.19%

-4.12%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.01%

-0.01%

Volatility

IUSA.DE vs. D5BM.DE - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) and Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) have volatilities of 2.67% and 2.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUSA.DED5BM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

2.69%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

7.59%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.48%

11.59%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

15.18%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

16.06%

0.00%

IUSA.DE vs. D5BM.DE - Expense Ratio Comparison

IUSA.DE has a 0.07% expense ratio, which is lower than D5BM.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUSA.DE vs. D5BM.DE - Dividend Comparison

IUSA.DE's dividend yield for the trailing twelve months is around 0.99%, while D5BM.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
D5BM.DE
Xtrackers S&P 500 Swap UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUSA.DE
iShares Core S&P 500 UCITS ETF USD Dist
0.99%1.08%1.07%1.35%1.54%1.16%1.62%1.66%2.00%2.09%1.50%1.68%

Frequently Asked Questions


With a correlation of 1.00, IUSA.DE and D5BM.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, IUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for D5BM.DE.

Both ETFs track S&P 500 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for IUSA.DE and 0.15% for D5BM.DE.

Portfolio Optimizer

Find the right allocation for IUSA.DE and D5BM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer