AE5B.DE vs. DBXI.DE
AE5B.DE (Amundi MSCI Europe Climate Action UCITS ETF Dist) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - AE5B.DE tracks the MSCI Europe Climate Action while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past year, AE5B.DE returned 12.32% vs 30.62% for DBXI.DE. A 0.77 correlation means they provide meaningful diversification when combined. AE5B.DE charges 0.09%/yr vs 0.30%/yr for DBXI.DE.
Performance
AE5B.DE vs. DBXI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AE5B.DE achieves a 5.29% return, which is significantly lower than DBXI.DE's 14.49% return.
AE5B.DE
- 1D
- 0.62%
- 1M
- 2.96%
- YTD
- 5.29%
- 6M
- 7.80%
- 1Y
- 12.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBXI.DE
- 1D
- 0.21%
- 1M
- 4.80%
- YTD
- 14.49%
- 6M
- 18.18%
- 1Y
- 30.62%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
AE5B.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AE5B.DE Amundi MSCI Europe Climate Action UCITS ETF Dist | 5.29% | 16.59% | 7.50% | 3.40% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 11.35% |
Correlation
The correlation between AE5B.DE and DBXI.DE is 0.78, 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 | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2023 | 0.77 |
The correlation between AE5B.DE and DBXI.DE has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.
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Return for Risk
AE5B.DE vs. DBXI.DE — Risk / Return Rank
AE5B.DE
DBXI.DE
AE5B.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Climate Action UCITS ETF Dist (AE5B.DE) and Xtrackers FTSE MIB UCITS ETF (DBXI.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.
| AE5B.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.34 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 3.17 | -2.00 |
| Martin ratioReturn relative to average drawdown | 3.95 | 11.42 | -7.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AE5B.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.94 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.09 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.19 | +0.63 |
Drawdowns
AE5B.DE vs. DBXI.DE - Drawdown Comparison
The maximum AE5B.DE drawdown since its inception was -16.86%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for AE5B.DE and DBXI.DE.
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Drawdown Indicators
| AE5B.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.86% | -69.49% | +52.63% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -9.62% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.56% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.10% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.46% | — |
Current DrawdownCurrent decline from peak | -1.65% | -0.77% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -29.56% | +26.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.67% | +0.44% |
Volatility
AE5B.DE vs. DBXI.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe Climate Action UCITS ETF Dist (AE5B.DE) is 3.86%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 4.63%. This indicates that AE5B.DE experiences smaller price fluctuations and is considered to be less risky than DBXI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AE5B.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 4.63% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 12.34% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.37% | 15.69% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.34% | 18.31% | -4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.34% | 20.37% | -7.03% |
AE5B.DE vs. DBXI.DE - Expense Ratio Comparison
AE5B.DE has a 0.09% expense ratio, which is lower than DBXI.DE's 0.30% expense ratio.
Dividends
AE5B.DE vs. DBXI.DE - Dividend Comparison
AE5B.DE's dividend yield for the trailing twelve months is around 2.16%, less than DBXI.DE's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AE5B.DE Amundi MSCI Europe Climate Action UCITS ETF Dist | 2.16% | 2.28% | 2.68% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.63% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
Frequently Asked Questions
AE5B.DE and DBXI.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AE5B.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE5B.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for DBXI.DE.
AE5B.DE tracks MSCI Europe Climate Action, while DBXI.DE tracks FTSE MIB. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.09% for AE5B.DE and 0.30% for DBXI.DE.
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