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BRIC.AS vs. DBXP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRIC.AS vs. DBXP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares BIC 50 UCITS ETF (BRIC.AS) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRIC.AS achieves a -16.10% return, which is significantly lower than DBXP.DE's 0.47% return. Over the past 10 years, BRIC.AS has outperformed DBXP.DE with an annualized return of 2.05%, while DBXP.DE has yielded a comparatively lower 0.26% annualized return.


BRIC.AS

1D
-2.87%
1M
-9.79%
YTD
-16.10%
6M
-16.03%
1Y
-11.96%
3Y*
3.10%
5Y*
-9.03%
10Y*
2.05%

DBXP.DE

1D
0.07%
1M
0.33%
YTD
0.47%
6M
0.58%
1Y
1.21%
3Y*
2.81%
5Y*
0.78%
10Y*
0.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRIC.AS vs. DBXP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRIC.AS
iShares BIC 50 UCITS ETF
-16.10%15.29%19.91%-10.17%-24.74%-17.47%9.83%24.15%-4.06%20.26%
DBXP.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
0.47%2.21%2.99%3.41%-4.65%-0.79%-0.18%0.17%-0.37%-0.45%

Correlation

The correlation between BRIC.AS and DBXP.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2007

-0.02

The correlation between BRIC.AS and DBXP.DE shifts across timeframes, from -0.03 (5 years) to 0.08 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BRIC.AS vs. DBXP.DE — Risk / Return Rank

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

BRIC.AS
BRIC.AS Risk / Return Rank: 44
Overall Rank
BRIC.AS Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BRIC.AS Sortino Ratio Rank: 44
Sortino Ratio Rank
BRIC.AS Omega Ratio Rank: 44
Omega Ratio Rank
BRIC.AS Calmar Ratio Rank: 55
Calmar Ratio Rank
BRIC.AS Martin Ratio Rank: 44
Martin Ratio Rank

DBXP.DE
DBXP.DE Risk / Return Rank: 2626
Overall Rank
DBXP.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DBXP.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
DBXP.DE Omega Ratio Rank: 2828
Omega Ratio Rank
DBXP.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
DBXP.DE Martin Ratio Rank: 2525
Martin Ratio Rank
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.

BRIC.AS vs. DBXP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares BIC 50 UCITS ETF (BRIC.AS) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BRIC.ASDBXP.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

0.91

1.18

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.49

0.98

-1.46

Martin ratioReturn relative to average drawdown

-1.21

3.04

-4.25

BRIC.AS vs. DBXP.DE - Sharpe Ratio Comparison

The current BRIC.AS Sharpe Ratio is -0.64, which is lower than the DBXP.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of BRIC.AS and DBXP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BRIC.AS vs. DBXP.DE - Drawdown Comparison

The maximum BRIC.AS drawdown since its inception was -73.80%, which is greater than DBXP.DE's maximum drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for BRIC.AS and DBXP.DE.


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Drawdown Indicators


BRIC.ASDBXP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.80%

-6.77%

-67.03%

Max Drawdown (1Y)

Largest decline over 1 year

-24.22%

-1.24%

-22.98%

Max Drawdown (3Y)

Largest decline over 3 years

-24.22%

-1.24%

-22.98%

Max Drawdown (5Y)

Largest decline over 5 years

-52.42%

-5.67%

-46.75%

Max Drawdown (10Y)

Largest decline over 10 years

-58.58%

-6.77%

-51.81%

Current Drawdown

Current decline from peak

-46.01%

-0.13%

-45.88%

Average Drawdown

Average peak-to-trough decline

-34.49%

-0.99%

-33.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.86%

0.40%

+9.46%

Volatility

BRIC.AS vs. DBXP.DE - Volatility Comparison

iShares BIC 50 UCITS ETF (BRIC.AS) has a higher volatility of 6.19% compared to Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE) at 0.32%. This indicates that BRIC.AS's price experiences larger fluctuations and is considered to be riskier than DBXP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRIC.ASDBXP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

0.32%

+5.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

1.19%

+12.00%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

1.30%

+17.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.95%

1.66%

+27.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.59%

1.80%

+23.79%

BRIC.AS vs. DBXP.DE - Expense Ratio Comparison

BRIC.AS has a 0.74% expense ratio, which is higher than DBXP.DE's 0.15% expense ratio.


Dividends

BRIC.AS vs. DBXP.DE - Dividend Comparison

BRIC.AS's dividend yield for the trailing twelve months is around 1.74%, while DBXP.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BRIC.AS
iShares BIC 50 UCITS ETF
1.74%1.78%2.75%2.64%3.71%1.56%1.49%2.06%2.99%1.98%1.84%2.72%
DBXP.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
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


BRIC.AS and DBXP.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBXP.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBXP.DE is cheaper with a 0.15% expense ratio, compared with 0.74% for BRIC.AS.

BRIC.AS is categorized as Emerging Markets Equities, while DBXP.DE is European Government Bonds. BRIC.AS tracks FTSE BIC 50 Net of Tax Index, while DBXP.DE tracks iBoxx® EUR Eurozone 1-3. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.74% for BRIC.AS and 0.15% for DBXP.DE.

Portfolio Optimizer

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