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XDPE.DE vs. DBPG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDPE.DE vs. DBPG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) and Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDPE.DE achieves a 7.25% return, which is significantly lower than DBPG.DE's 17.55% return. Over the past 10 years, XDPE.DE has underperformed DBPG.DE with an annualized return of 12.00%, while DBPG.DE has yielded a comparatively higher 22.82% annualized return.


XDPE.DE

1D
-1.23%
1M
-0.71%
6M
6.60%
YTD
7.25%
1Y
16.98%
3Y*
16.74%
5Y*
9.98%
10Y*
12.00%

DBPG.DE

1D
-2.46%
1M
-0.30%
6M
14.51%
YTD
17.55%
1Y
36.92%
3Y*
31.28%
5Y*
18.96%
10Y*
22.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDPE.DE vs. DBPG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDPE.DE
Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)
7.25%15.08%22.74%23.31%-21.95%28.44%15.08%27.18%-8.63%18.89%
DBPG.DE
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C
17.55%13.51%53.27%44.01%-36.17%78.07%9.47%68.69%-12.04%25.82%

Correlation

The correlation between XDPE.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 Feb 27, 2015

0.95

The correlation between XDPE.DE and DBPG.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

XDPE.DE vs. DBPG.DE — Risk / Return Rank

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

XDPE.DE
XDPE.DE Risk / Return Rank: 5555
Overall Rank
XDPE.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XDPE.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
XDPE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XDPE.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XDPE.DE Martin Ratio Rank: 6060
Martin Ratio Rank

DBPG.DE
DBPG.DE Risk / Return Rank: 6262
Overall Rank
DBPG.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DBPG.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
DBPG.DE Omega Ratio Rank: 5959
Omega Ratio Rank
DBPG.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
DBPG.DE Martin Ratio Rank: 6565
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.

XDPE.DE vs. DBPG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.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.

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.


XDPE.DEDBPG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.25

1.28

-0.03

Calmar ratioReturn relative to maximum drawdown

1.96

2.38

-0.43

Martin ratioReturn relative to average drawdown

7.77

8.84

-1.06

XDPE.DE vs. DBPG.DE - Sharpe Ratio Comparison

The current XDPE.DE Sharpe Ratio is 1.39, which is comparable to the DBPG.DE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of XDPE.DE and DBPG.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.


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Drawdowns

XDPE.DE vs. DBPG.DE - Drawdown Comparison

The maximum XDPE.DE drawdown since its inception was -34.35%, smaller than the maximum DBPG.DE drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for XDPE.DE and DBPG.DE.


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Drawdown Indicators


XDPE.DEDBPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.35%

-59.28%

+24.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-15.43%

+6.79%

Max Drawdown (3Y)

Largest decline over 3 years

-18.52%

-38.46%

+19.94%

Max Drawdown (5Y)

Largest decline over 5 years

-26.17%

-38.46%

+12.29%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

-59.28%

+24.93%

Current Drawdown

Current decline from peak

-2.02%

-2.73%

+0.71%

Average Drawdown

Average peak-to-trough decline

-5.09%

-12.04%

+6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

4.17%

-1.99%

Volatility

XDPE.DE vs. DBPG.DE - Volatility Comparison

The current volatility for Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) is 2.97%, while Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) has a volatility of 5.83%. This indicates that XDPE.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


XDPE.DEDBPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

5.83%

-2.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

16.48%

-7.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

23.07%

-10.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

30.22%

-14.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

31.43%

-15.14%

XDPE.DE vs. DBPG.DE - Expense Ratio Comparison

XDPE.DE has a 0.20% expense ratio, which is lower than DBPG.DE's 0.60% expense ratio.


Dividends

XDPE.DE vs. DBPG.DE - Dividend Comparison

Neither XDPE.DE nor DBPG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, XDPE.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, XDPE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDPE.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for DBPG.DE.

XDPE.DE is categorized as S&P 500, while DBPG.DE is Leveraged Equities. XDPE.DE tracks S&P 500 Index (EUR Hedged), while DBPG.DE tracks S&P 500 Index. Their fees differ too: 0.20% for XDPE.DE and 0.60% for DBPG.DE.

Portfolio Optimizer

Find the right allocation for XDPE.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.

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