SPY5.DE vs. DBPG.DE
SPY5.DE (SPDR S&P 500 UCITS ETF) and DBPG.DE (Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C) are both exchange-traded funds - SPY5.DE is a S&P 500 fund tracking the S&P 500 Index, while DBPG.DE is a Leveraged Equities fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SPY5.DE returned 15.13%/yr vs 24.01%/yr for DBPG.DE. Their correlation of 0.94 suggests significant overlap in exposure. SPY5.DE charges 0.03%/yr vs 0.60%/yr for DBPG.DE.
Performance
SPY5.DE vs. DBPG.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPY5.DE achieves a 11.39% return, which is significantly lower than DBPG.DE's 19.52% return. Over the past 10 years, SPY5.DE has underperformed DBPG.DE with an annualized return of 15.13%, while DBPG.DE has yielded a comparatively higher 24.01% annualized return.
SPY5.DE
- 1D
- -0.13%
- 1M
- 5.22%
- YTD
- 11.39%
- 6M
- 11.43%
- 1Y
- 25.61%
- 3Y*
- 18.89%
- 5Y*
- 14.76%
- 10Y*
- 15.13%
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%
SPY5.DE vs. DBPG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 11.39% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.93% | 0.25% | 6.69% |
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 SPY5.DE and DBPG.DE is 0.95 - 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2012 | 0.94 |
The correlation between SPY5.DE and DBPG.DE has been stable across timeframes, ranging from 0.94 to 0.96 - 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
SPY5.DE vs. DBPG.DE — Risk / Return Rank
SPY5.DE
DBPG.DE
SPY5.DE vs. DBPG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPY5.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.
| SPY5.DE | DBPG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.39 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 3.30 | +0.27 |
| Martin ratioReturn relative to average drawdown | 12.77 | 12.66 | +0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SPY5.DE | DBPG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 2.26 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.71 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.76 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.78 | +0.19 |
Drawdowns
SPY5.DE vs. DBPG.DE - Drawdown Comparison
The maximum SPY5.DE drawdown since its inception was -33.86%, smaller than the maximum DBPG.DE drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for SPY5.DE and DBPG.DE.
Loading charts...
Drawdown Indicators
| SPY5.DE | DBPG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.86% | -59.28% | +25.42% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -15.43% | +8.28% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -38.46% | +15.12% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -38.46% | +15.12% |
Max Drawdown (10Y)Largest decline over 10 years | -33.86% | -59.28% | +25.42% |
Current DrawdownCurrent decline from peak | -0.44% | -1.10% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -8.85% | +4.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 4.02% | -2.02% |
Volatility
SPY5.DE vs. DBPG.DE - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF (SPY5.DE) is 2.66%, while Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) has a volatility of 5.65%. This indicates that SPY5.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.
Loading charts...
Volatility by Period
| SPY5.DE | DBPG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 5.65% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 15.61% | -8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 22.46% | -10.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 30.11% | -14.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 31.48% | -15.41% |
SPY5.DE vs. DBPG.DE - Expense Ratio Comparison
SPY5.DE has a 0.03% expense ratio, which is lower than DBPG.DE's 0.60% expense ratio.
Dividends
SPY5.DE vs. DBPG.DE - Dividend Comparison
SPY5.DE's dividend yield for the trailing twelve months is around 0.89%, while DBPG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBPG.DE Xtrackers S&P 500 2x Leveraged Daily 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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 0.89% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
Frequently Asked Questions
With a correlation of 0.95, SPY5.DE and DBPG.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, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.60% for DBPG.DE.
SPY5.DE is categorized as S&P 500, while DBPG.DE is Leveraged Equities. Both ETFs track S&P 500 Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.03% for SPY5.DE and 0.60% for DBPG.DE.
Find the right allocation for SPY5.DE and DBPG.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