ARZGY vs. DBXI.DE
Compare and contrast key facts about Assicurazioni Generali SpA ADR (ARZGY) and Xtrackers FTSE MIB UCITS ETF (DBXI.DE).
DBXI.DE is a passively managed fund by Xtrackers that tracks the performance of the FTSE MIB. It was launched on Jan 4, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARZGY or DBXI.DE.
Key characteristics
| ARZGY | DBXI.DE | |
|---|---|---|
| YTD Return | 43.63% | 14.75% |
| 1Y Return | 42.31% | 22.54% |
| 3Y Return (Ann) | 19.44% | 14.69% |
| 5Y Return (Ann) | 15.52% | 12.92% |
| 10Y Return (Ann) | 13.29% | 8.36% |
| Sharpe Ratio | 2.67 | 1.64 |
| Daily Std Dev | 16.65% | 13.72% |
| Max Drawdown | -55.49% | -69.40% |
| Current Drawdown | -0.14% | -3.26% |
Correlation
The correlation between ARZGY and DBXI.DE is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ARZGY vs. DBXI.DE - Performance Comparison
In the year-to-date period, ARZGY achieves a 43.63% return, which is significantly higher than DBXI.DE's 14.75% return. Over the past 10 years, ARZGY has outperformed DBXI.DE with an annualized return of 13.29%, while DBXI.DE has yielded a comparatively lower 8.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ARZGY vs. DBXI.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Assicurazioni Generali SpA ADR (ARZGY) 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.
Dividends
ARZGY vs. DBXI.DE - Dividend Comparison
ARZGY's dividend yield for the trailing twelve months is around 4.81%, more than DBXI.DE's 4.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARZGY Assicurazioni Generali SpA ADR | 4.81% | 6.07% | 6.62% | 8.33% | 3.17% | 4.87% | 6.28% | 4.88% | 5.45% | 3.57% | 2.96% | 1.13% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 4.67% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% | 2.24% | 1.82% |
Drawdowns
ARZGY vs. DBXI.DE - Drawdown Comparison
The maximum ARZGY drawdown since its inception was -55.49%, smaller than the maximum DBXI.DE drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for ARZGY and DBXI.DE. For additional features, visit the drawdowns tool.
Volatility
ARZGY vs. DBXI.DE - Volatility Comparison
Assicurazioni Generali SpA ADR (ARZGY) has a higher volatility of 5.16% compared to Xtrackers FTSE MIB UCITS ETF (DBXI.DE) at 3.84%. This indicates that ARZGY's price experiences larger fluctuations and is considered to be riskier than DBXI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.