I like to think the DXP's have a 'correct' amount of bass. To me, they're very stereotypically German; no more than necessary, but having said that, it's just very good. The HE500's are just so creamy smooth, in line with their style.
Neither is better or worse than the other, just 2 flavours of good. And to my ears, I can listen to the DXP's for a few hours, then put the 500's on, listen to the same music, same DAP, and it's just as good.
The DXP is a bit tighter, but overall they complement each other very well.
If you know that Ultrasone Signature range, there was the DJ, DXP & Studio. The DXP takes the best bits of the DJ & Studio.
It can be a bit confusing as well to compare an open planar to a closed dynamic, and I still get confused referring to graphs as I don't tend to have sine waves in my playlist.
And as a final spanner in the works, I've paid rolled both of them. The DXP'S now wear Brainwavz Oval angled sheepskin pads, and the 500's have Brainwavz Round Hybrid (PU/Velour) pads mounted on a 3D printed adapter, so I can use any 100mm slip on pad.
So if you know anyone with a 3d printer, you can get adaptors for 100mm & 104mm (Brainwavz XL) oval pads printed. You just remove the original mounting ring on the cup, and screw the printed ones on.