(D5BM) SP500 Swap 1C EUR - Overview
Etf: Equity, Large-Cap, Mid-Cap, Swap
| Risk 5d forecast | |
|---|---|
| Volatility | 13.7% |
| Relative Tail Risk | -3.94% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.08 |
| Alpha | -5.94 |
| Character TTM | |
|---|---|
| Beta | 0.216 |
| Beta Downside | 0.457 |
| Drawdowns 3y | |
|---|---|
| Max DD | 23.22% |
| CAGR/Max DD | 0.76 |
Description: D5BM SP500 Swap 1C EUR January 08, 2026
The Xtrackers S&P 500 Swap UCITS ETF 1C EUR (ticker D5BM) is a German-domiciled, exchange-traded fund that aims to replicate the performance of the Morningstar US Large-Mid NR USD index, providing investors with exposure to the U.S. large-cap blend equity market.
Key characteristics include a swap-based replication strategy that minimizes tracking error, an annual expense ratio of roughly 0.09 % (subject to change), and a dividend-adjusted net asset value denominated in euros. As of the latest reporting period, the fund holds about €2 bn in assets under management and tracks the S&P 500 with a correlation above 0.99, giving it a strong proxy for U.S. equity market movements. Current macro drivers-such as the Federal Reserve’s interest-rate stance, corporate earnings growth, and the tech sector’s weighting (≈27 % of the index)-are the primary forces shaping its performance.
If you want a deeper, data-driven view of how D5BM fits into a broader portfolio, the ValueRay platform offers granular analytics that can help you assess risk-adjusted returns and sector sensitivities.
What is the price of D5BM shares?
Over the past week, the price has changed by -0.90%, over one month by -1.97%, over three months by +0.09% and over the past year by +0.69%.
Is D5BM a buy, sell or hold?
What are the forecasts/targets for the D5BM price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 133.2 | 13.2% |
D5BM Fundamental Data Overview February 03, 2026
Revenue TTM = 0.0 EUR
EBIT TTM = 0.0 EUR
EBITDA TTM = 0.0 EUR
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 5.55b EUR (5.55b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 5.55b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 5.55b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 25.0% (EU avg default 25%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 25.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.71% (E(5.55b)/V(5.55b) * Re(6.71%) + (debt-free company))
Discount Rate = 6.71% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)