SPGP.L vs. D5BK.DE
SPGP.L (iShares Gold Producers UCITS ETF) and D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) are both exchange-traded funds - SPGP.L is a Precious Metals fund tracking the EMIX Global Mining Global Gold TR USD, while D5BK.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Europe. Both are passively managed. Over the past 10 years, SPGP.L returned 13.80%/yr vs 1.26%/yr for D5BK.DE. At a 0.16 correlation, their price movements are largely independent. SPGP.L charges 0.55%/yr vs 0.33%/yr for D5BK.DE.
Performance
SPGP.L vs. D5BK.DE - Performance Comparison
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Different Trading Currencies
SPGP.L is traded in GBp, while D5BK.DE is traded in EUR. To make them comparable, the D5BK.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPGP.L achieves a -5.80% return, which is significantly lower than D5BK.DE's 0.16% return. Over the past 10 years, SPGP.L has outperformed D5BK.DE with an annualized return of 13.80%, while D5BK.DE has yielded a comparatively lower 1.26% annualized return.
SPGP.L
- 1D
- 5.49%
- 1M
- -16.05%
- YTD
- -5.80%
- 6M
- -4.88%
- 1Y
- 52.23%
- 3Y*
- 36.39%
- 5Y*
- 18.46%
- 10Y*
- 13.80%
D5BK.DE
- 1D
- 1.83%
- 1M
- 1.79%
- YTD
- 0.16%
- 6M
- 2.59%
- 1Y
- 0.56%
- 3Y*
- 7.93%
- 5Y*
- -4.55%
- 10Y*
- 1.26%
SPGP.L vs. D5BK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGP.L iShares Gold Producers UCITS ETF | -5.80% | 137.41% | 12.81% | 3.72% | -0.45% | -9.15% | 19.43% | 41.00% | -4.37% | -2.80% |
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | 0.16% | 11.48% | -8.21% | 13.61% | -32.99% | 8.57% | -5.21% | 22.91% | -7.64% | 17.43% |
Correlation
The correlation between SPGP.L and D5BK.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2011 | 0.16 |
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Return for Risk
SPGP.L vs. D5BK.DE — Risk / Return Rank
SPGP.L
D5BK.DE
SPGP.L vs. D5BK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (SPGP.L) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.
| SPGP.L | D5BK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.02 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 0.03 | +1.51 |
| Martin ratioReturn relative to average drawdown | 4.40 | 0.09 | +4.32 |
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Drawdowns
SPGP.L vs. D5BK.DE - Drawdown Comparison
The maximum SPGP.L drawdown since its inception was -86.56%, which is greater than D5BK.DE's maximum drawdown of -45.18%. Use the drawdown chart below to compare losses from any high point for SPGP.L and D5BK.DE.
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Drawdown Indicators
| SPGP.L | D5BK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.56% | -45.18% | -41.38% |
Max Drawdown (1Y)Largest decline over 1 year | -33.69% | -16.40% | -17.29% |
Max Drawdown (3Y)Largest decline over 3 years | -33.69% | -20.36% | -13.33% |
Max Drawdown (5Y)Largest decline over 5 years | -34.81% | -45.18% | +10.37% |
Max Drawdown (10Y)Largest decline over 10 years | -43.71% | -45.18% | +1.47% |
Current DrawdownCurrent decline from peak | -29.46% | -25.90% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -60.25% | -13.17% | -47.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.81% | 6.38% | +5.43% |
Volatility
SPGP.L vs. D5BK.DE - Volatility Comparison
iShares Gold Producers UCITS ETF (SPGP.L) has a higher volatility of 13.22% compared to Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) at 4.90%. This indicates that SPGP.L's price experiences larger fluctuations and is considered to be riskier than D5BK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPGP.L | D5BK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.22% | 4.90% | +8.32% |
Volatility (6M)Calculated over the trailing 6-month period | 33.40% | 13.43% | +19.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.37% | 15.86% | +25.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.91% | 21.48% | +13.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.95% | 19.33% | +14.62% |
SPGP.L vs. D5BK.DE - Expense Ratio Comparison
SPGP.L has a 0.55% expense ratio, which is higher than D5BK.DE's 0.33% expense ratio.
Dividends
SPGP.L vs. D5BK.DE - Dividend Comparison
Neither SPGP.L nor D5BK.DE has paid dividends to shareholders.
Frequently Asked Questions
SPGP.L and D5BK.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BK.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BK.DE is cheaper with a 0.33% expense ratio, compared with 0.55% for SPGP.L.
SPGP.L is categorized as Precious Metals, while D5BK.DE is REIT. SPGP.L tracks EMIX Global Mining Global Gold TR USD, while D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.55% for SPGP.L and 0.33% for D5BK.DE.
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