DBX0.DE vs. MAGR.DE
DBX0.DE (Xtrackers Portfolio UCITS ETF (Acc)) and MAGR.DE (iShares Growth Portfolio UCITS ETF EUR (Acc)) are both Global Allocation funds. Both are actively managed. Over the past 5 years, DBX0.DE returned 5.70%/yr vs 7.31%/yr for MAGR.DE. At a 0.49 correlation, their price movements are largely independent. DBX0.DE charges 0.70%/yr vs 0.25%/yr for MAGR.DE.
Performance
DBX0.DE vs. MAGR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX0.DE achieves a 10.53% return, which is significantly lower than MAGR.DE's 12.86% return.
DBX0.DE
- 1D
- 0.31%
- 1M
- 1.00%
- 6M
- 10.70%
- YTD
- 10.53%
- 1Y
- 19.52%
- 3Y*
- 11.74%
- 5Y*
- 5.70%
- 10Y*
- 6.92%
MAGR.DE
- 1D
- 0.83%
- 1M
- 0.35%
- 6M
- 13.16%
- YTD
- 12.86%
- 1Y
- 22.62%
- 3Y*
- 14.70%
- 5Y*
- 7.31%
- 10Y*
- —
DBX0.DE vs. MAGR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DBX0.DE Xtrackers Portfolio UCITS ETF (Acc) | 10.53% | 8.75% | 10.83% | 11.97% | -15.01% | 14.60% | 9.66% |
MAGR.DE iShares Growth Portfolio UCITS ETF EUR (Acc) | 12.86% | 10.23% | 16.33% | 12.00% | -18.48% | 17.95% | 7.91% |
Correlation
The correlation between DBX0.DE and MAGR.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.49 |
The correlation between DBX0.DE and MAGR.DE has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.
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Return for Risk
DBX0.DE vs. MAGR.DE — Risk / Return Rank
DBX0.DE
MAGR.DE
DBX0.DE vs. MAGR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Portfolio UCITS ETF (Acc) (DBX0.DE) and iShares Growth Portfolio UCITS ETF EUR (Acc) (MAGR.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.
| DBX0.DE | MAGR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 2.98 | +1.21 |
| Martin ratioReturn relative to average drawdown | 13.95 | 12.47 | +1.48 |
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Drawdowns
DBX0.DE vs. MAGR.DE - Drawdown Comparison
The maximum DBX0.DE drawdown since its inception was -29.17%, which is greater than MAGR.DE's maximum drawdown of -21.40%. Use the drawdown chart below to compare losses from any high point for DBX0.DE and MAGR.DE.
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Drawdown Indicators
| DBX0.DE | MAGR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.17% | -21.40% | -7.77% |
Max Drawdown (1Y)Largest decline over 1 year | -4.64% | -7.55% | +2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -17.65% | +4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.01% | -21.40% | +4.39% |
Max Drawdown (10Y)Largest decline over 10 years | -29.17% | — | — |
Current DrawdownCurrent decline from peak | -0.21% | -0.70% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -6.20% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 1.81% | -0.41% |
Volatility
DBX0.DE vs. MAGR.DE - Volatility Comparison
The current volatility for Xtrackers Portfolio UCITS ETF (Acc) (DBX0.DE) is 3.16%, while iShares Growth Portfolio UCITS ETF EUR (Acc) (MAGR.DE) has a volatility of 4.32%. This indicates that DBX0.DE experiences smaller price fluctuations and is considered to be less risky than MAGR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBX0.DE | MAGR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 4.32% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 9.40% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.09% | 11.64% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.22% | 12.42% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.35% | 12.24% | +0.11% |
DBX0.DE vs. MAGR.DE - Expense Ratio Comparison
DBX0.DE has a 0.70% expense ratio, which is higher than MAGR.DE's 0.25% expense ratio.
Dividends
DBX0.DE vs. MAGR.DE - Dividend Comparison
Neither DBX0.DE nor MAGR.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX0.DE and MAGR.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MAGR.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MAGR.DE is cheaper with a 0.25% expense ratio, compared with 0.70% for DBX0.DE.
They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.70% for DBX0.DE and 0.25% for MAGR.DE.
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