BDB.MI vs. XSNR.L

Last updated Jun 5, 2026

BDB.MI (Banco di Desio e della Brianza S.p.A.) is a stock, while XSNR.L (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) is Industrials Equities fund tracking the MSCI World/Materials NR USD. Over the past 10 years, BDB.MI returned 22.11%/yr vs 10.98%/yr for XSNR.L. At a 0.21 correlation, their price movements are largely independent.

Performance

BDB.MI vs. XSNR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Banco di Desio e della Brianza S.p.A. (BDB.MI) and Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

BDB.MI is traded in EUR, while XSNR.L is traded in GBp. To make them comparable, the XSNR.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BDB.MI achieves a 6.31% return, which is significantly lower than XSNR.L's 8.77% return. Over the past 10 years, BDB.MI has outperformed XSNR.L with an annualized return of 22.11%, while XSNR.L has yielded a comparatively lower 10.98% annualized return.

BDB.MI

• 1D: 1.71%
• 1M: 12.17%
• YTD: 6.31%
• 6M: 8.49%
• 1Y: 33.77%
• 3Y*: 49.95%
• 5Y*: 28.81%
• 10Y*: 22.11%

XSNR.L

• 1D: 0.28%
• 1M: -0.45%
• YTD: 8.77%
• 6M: 10.66%
• 1Y: 14.48%
• 3Y*: 14.03%
• 5Y*: 9.02%
• 10Y*: 10.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BDB.MI vs. XSNR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BDB.MI Banco di Desio e della Brianza S.p.A.	6.31%	47.49%	97.32%	26.48%	5.68%	22.24%	5.79%	53.32%	-21.13%	20.83%
XSNR.L Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C	8.77%	14.34%	10.28%	24.15%	-18.95%	29.07%	6.08%	35.47%	-13.17%	16.63%

Correlation

The correlation between BDB.MI and XSNR.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009	0.21

Over the past year, BDB.MI and XSNR.L have become more correlated (0.46) than their long-term average of 0.21, meaning their price movements have been converging.

Return for Risk

BDB.MI vs. XSNR.L — Risk / Return Rank

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

BDB.MI

BDB.MI Risk / Return Rank: 75
BDB.MI Sharpe Ratio Rank: 75
BDB.MI Sortino Ratio Rank: 70
BDB.MI Omega Ratio Rank: 68
BDB.MI Calmar Ratio Rank: 80
BDB.MI Martin Ratio Rank: 82

XSNR.L

XSNR.L Risk / Return Rank: 28
XSNR.L Sharpe Ratio Rank: 27
XSNR.L Sortino Ratio Rank: 27
XSNR.L Omega Ratio Rank: 27
XSNR.L Calmar Ratio Rank: 26
XSNR.L Martin Ratio Rank: 30

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.

BDB.MI vs. XSNR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco di Desio e della Brianza S.p.A. (BDB.MI) and Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.L). 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.

	BDB.MI	XSNR.L	Difference
Sharpe ratio: Return per unit of total volatility	1.16	0.76	+0.40
Sortino ratio: Return per unit of downside risk	1.71	1.23	+0.48
Omega ratio: Gain probability vs. loss probability	1.21	1.15	+0.06
Calmar ratio: Return relative to maximum drawdown	2.68	1.07	+1.61
Martin ratio: Return relative to average drawdown	7.30	3.74	+3.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BDB.MI vs. XSNR.L - Sharpe Ratio Comparison

The current BDB.MI Sharpe Ratio is 1.16, which is higher than the XSNR.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of BDB.MI and XSNR.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BDB.MI	XSNR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.16	0.76	+0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.03	0.47	+0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.56	+0.19
Sharpe Ratio (All Time) Calculated using the full available price history	-0.39	0.68	-1.07

Drawdowns

BDB.MI vs. XSNR.L - Drawdown Comparison

The maximum BDB.MI drawdown since its inception was -99.95%, which is greater than XSNR.L's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for BDB.MI and XSNR.L.

Drawdown Indicators

	BDB.MI	XSNR.L	Difference
Max Drawdown Largest peak-to-trough decline	-99.95%	-42.65%	-57.30%
Max Drawdown (1Y) Largest decline over 1 year	-12.59%	-13.46%	+0.87%
Max Drawdown (3Y) Largest decline over 3 years	-23.34%	-20.00%	-3.34%
Max Drawdown (5Y) Largest decline over 5 years	-24.97%	-31.06%	+6.09%
Max Drawdown (10Y) Largest decline over 10 years	-40.03%	-42.65%	+2.62%
Current Drawdown Current decline from peak	-99.09%	-3.46%	-95.63%
Average Drawdown Average peak-to-trough decline	-99.74%	-6.76%	-92.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.63%	3.86%	+0.77%

Volatility

BDB.MI vs. XSNR.L - Volatility Comparison

Banco di Desio e della Brianza S.p.A. (BDB.MI) has a higher volatility of 7.98% compared to Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.L) at 6.17%. This indicates that BDB.MI's price experiences larger fluctuations and is considered to be riskier than XSNR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BDB.MI	XSNR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.98%	6.17%	+1.81%
Volatility (6M) Calculated over the trailing 6-month period	20.19%	15.26%	+4.93%
Volatility (1Y) Calculated over the trailing 1-year period	29.23%	18.94%	+10.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.86%	19.24%	+8.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.29%	19.73%	+9.56%

Dividends

BDB.MI vs. XSNR.L - Dividend Comparison

BDB.MI's dividend yield for the trailing twelve months is around 5.38%, while XSNR.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BDB.MI Banco di Desio e della Brianza S.p.A.	5.38%	4.83%	3.88%	5.41%	4.48%	4.25%	4.02%	3.30%	5.79%	3.68%	4.30%	2.72%
XSNR.L Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BDB.MI and XSNR.L in my portfolio?

BDB.MI and XSNR.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.