SPXD.L vs. D5BM.DE
Compare and contrast key facts about Invesco S&P 500 UCITS ETF Dist (SPXD.L) and Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE).
SPXD.L and D5BM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPXD.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 26, 2015. D5BM.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500®. It was launched on Mar 26, 2010. Both SPXD.L and D5BM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPXD.L or D5BM.DE.
Key characteristics
| SPXD.L | D5BM.DE | |
|---|---|---|
| YTD Return | 18.94% | 18.65% |
| 1Y Return | 28.21% | 23.53% |
| 3Y Return (Ann) | 9.91% | 11.78% |
| 5Y Return (Ann) | 15.08% | 14.79% |
| Sharpe Ratio | 2.32 | 2.24 |
| Daily Std Dev | 12.20% | 11.67% |
| Max Drawdown | -33.98% | -33.77% |
| Current Drawdown | -0.10% | -1.75% |
Correlation
The correlation between SPXD.L and D5BM.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SPXD.L vs. D5BM.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with SPXD.L having a 18.94% return and D5BM.DE slightly lower at 18.65%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPXD.L vs. D5BM.DE - Expense Ratio Comparison
SPXD.L has a 0.05% 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%.
Risk-Adjusted Performance
SPXD.L vs. D5BM.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF Dist (SPXD.L) 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.
Dividends
SPXD.L vs. D5BM.DE - Dividend Comparison
SPXD.L's dividend yield for the trailing twelve months is around 0.99%, while D5BM.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
SPXD.L Invesco S&P 500 UCITS ETF Dist | 0.99% | 1.51% | 1.68% | 1.31% | 1.55% | 1.87% | 1.92% |
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPXD.L vs. D5BM.DE - Drawdown Comparison
The maximum SPXD.L drawdown since its inception was -33.98%, roughly equal to the maximum D5BM.DE drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for SPXD.L and D5BM.DE. For additional features, visit the drawdowns tool.
Volatility
SPXD.L vs. D5BM.DE - Volatility Comparison
The current volatility for Invesco S&P 500 UCITS ETF Dist (SPXD.L) is 3.87%, while Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) has a volatility of 4.26%. This indicates that SPXD.L experiences smaller price fluctuations and is considered to be less risky than D5BM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.