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XS5E.DE vs. IBCK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XS5E.DE vs. IBCK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.DE) and iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XS5E.DE having a 7.75% return and IBCK.DE slightly lower at 7.43%.


XS5E.DE

1D
0.18%
1M
-0.99%
6M
8.38%
YTD
7.75%
1Y
17.67%
3Y*
17.82%
5Y*
10Y*

IBCK.DE

1D
0.32%
1M
2.18%
6M
8.69%
YTD
7.43%
1Y
12.87%
3Y*
11.19%
5Y*
9.35%
10Y*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XS5E.DE vs. IBCK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XS5E.DE
Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc)
7.75%15.25%23.26%23.58%-21.91%9.25%
IBCK.DE
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)
7.43%-0.69%25.61%6.20%-6.04%13.72%

Correlation

The correlation between XS5E.DE and IBCK.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2021

0.64

The correlation between XS5E.DE and IBCK.DE has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.

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Return for Risk

XS5E.DE vs. IBCK.DE — Risk / Return Rank

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

XS5E.DE
XS5E.DE Risk / Return Rank: 5252
Overall Rank
XS5E.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XS5E.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XS5E.DE Omega Ratio Rank: 4949
Omega Ratio Rank
XS5E.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
XS5E.DE Martin Ratio Rank: 5656
Martin Ratio Rank

IBCK.DE
IBCK.DE Risk / Return Rank: 5454
Overall Rank
IBCK.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IBCK.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBCK.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IBCK.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IBCK.DE Martin Ratio Rank: 5555
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.

XS5E.DE vs. IBCK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.DE) and iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.


XS5E.DEIBCK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratioReturn relative to maximum drawdown

2.04

2.52

-0.49

Martin ratioReturn relative to average drawdown

8.14

7.80

+0.34

XS5E.DE vs. IBCK.DE - Sharpe Ratio Comparison

The current XS5E.DE Sharpe Ratio is 1.46, which is comparable to the IBCK.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of XS5E.DE and IBCK.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

XS5E.DE vs. IBCK.DE - Drawdown Comparison

The maximum XS5E.DE drawdown since its inception was -26.08%, smaller than the maximum IBCK.DE drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for XS5E.DE and IBCK.DE.


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Drawdown Indicators


XS5E.DEIBCK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.08%

-33.12%

+7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-5.08%

-3.55%

Max Drawdown (3Y)

Largest decline over 3 years

-18.49%

-17.55%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

Current Drawdown

Current decline from peak

-1.61%

-0.20%

-1.41%

Average Drawdown

Average peak-to-trough decline

-7.10%

-6.52%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

1.65%

+0.52%

Volatility

XS5E.DE vs. IBCK.DE - Volatility Comparison

Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.DE) has a higher volatility of 4.03% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) at 2.28%. This indicates that XS5E.DE's price experiences larger fluctuations and is considered to be riskier than IBCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XS5E.DEIBCK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

2.28%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

5.74%

+3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

8.75%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

12.37%

+3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

13.97%

+2.27%

XS5E.DE vs. IBCK.DE - Expense Ratio Comparison

Both XS5E.DE and IBCK.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XS5E.DE vs. IBCK.DE - Dividend Comparison

Neither XS5E.DE nor IBCK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XS5E.DE and IBCK.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XS5E.DE and IBCK.DE have the same expense ratio: 0.20% per year.

XS5E.DE tracks S&P 500 Index (EUR Hedged), while IBCK.DE tracks S&P 500 Minimum Volatility. They also come from different issuers: Xtrackers and iShares.

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