SPY1.DE vs. DBPG.DE
SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) and DBPG.DE (Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C) are both exchange-traded funds - SPY1.DE is a S&P 500 fund tracking the S&P 500 Low Volatility, while DBPG.DE is a Leveraged Equities fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SPY1.DE returned 7.35%/yr vs 24.01%/yr for DBPG.DE. A 0.63 correlation means they provide meaningful diversification when combined. SPY1.DE charges 0.35%/yr vs 0.60%/yr for DBPG.DE.
Performance
SPY1.DE vs. DBPG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPY1.DE achieves a 2.00% return, which is significantly lower than DBPG.DE's 19.52% return. Over the past 10 years, SPY1.DE has underperformed DBPG.DE with an annualized return of 7.35%, while DBPG.DE has yielded a comparatively higher 24.01% annualized return.
SPY1.DE
- 1D
- -0.18%
- 1M
- -1.34%
- YTD
- 2.00%
- 6M
- 1.72%
- 1Y
- -1.53%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
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%
SPY1.DE vs. DBPG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | -10.69% | 29.65% | 3.67% | 2.32% |
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 SPY1.DE and DBPG.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2012 | 0.63 |
Over the past year, the correlation between SPY1.DE and DBPG.DE has dropped to 0.03 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
SPY1.DE vs. DBPG.DE — Risk / Return Rank
SPY1.DE
DBPG.DE
SPY1.DE vs. DBPG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.
| SPY1.DE | DBPG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.11 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.39 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 3.30 | -3.52 |
| Martin ratioReturn relative to average drawdown | -0.48 | 12.66 | -13.14 |
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
| SPY1.DE | DBPG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 2.26 | -2.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.71 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.76 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.78 | -0.09 |
Drawdowns
SPY1.DE vs. DBPG.DE - Drawdown Comparison
The maximum SPY1.DE drawdown since its inception was -35.30%, smaller than the maximum DBPG.DE drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for SPY1.DE and DBPG.DE.
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Drawdown Indicators
| SPY1.DE | DBPG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.30% | -59.28% | +23.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -15.43% | +8.66% |
Max Drawdown (3Y)Largest decline over 3 years | -14.59% | -38.46% | +23.87% |
Max Drawdown (5Y)Largest decline over 5 years | -16.32% | -38.46% | +22.14% |
Max Drawdown (10Y)Largest decline over 10 years | -35.30% | -59.28% | +23.98% |
Current DrawdownCurrent decline from peak | -11.45% | -1.10% | -10.35% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -8.85% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 4.02% | -0.87% |
Volatility
SPY1.DE vs. DBPG.DE - Volatility Comparison
The current volatility for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) is 3.46%, while Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) has a volatility of 5.65%. This indicates that SPY1.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
| SPY1.DE | DBPG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 5.65% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 15.61% | -8.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 22.46% | -12.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.47% | 30.11% | -17.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.00% | 31.48% | -17.48% |
SPY1.DE vs. DBPG.DE - Expense Ratio Comparison
SPY1.DE has a 0.35% expense ratio, which is lower than DBPG.DE's 0.60% expense ratio.
Dividends
SPY1.DE vs. DBPG.DE - Dividend Comparison
Neither SPY1.DE nor DBPG.DE has paid dividends to shareholders.
Frequently Asked Questions
SPY1.DE and DBPG.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY1.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY1.DE is cheaper with a 0.35% expense ratio, compared with 0.60% for DBPG.DE.
SPY1.DE is categorized as S&P 500, while DBPG.DE is Leveraged Equities. SPY1.DE tracks S&P 500 Low Volatility, while DBPG.DE tracks S&P 500 Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.35% for SPY1.DE and 0.60% for DBPG.DE.
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