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DBX3.DE vs. 4BRZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX3.DE vs. 4BRZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (DBX3.DE) and iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DBX3.DE is traded in EUR, while 4BRZ.DE is traded in USD. To make them comparable, the 4BRZ.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DBX3.DE achieves a 12.61% return, which is significantly lower than 4BRZ.DE's 15.30% return.


DBX3.DE

1D
-0.68%
1M
-0.48%
6M
5.70%
YTD
12.61%
1Y
33.32%
3Y*
8.38%
5Y*
5.73%
10Y*
3.53%

4BRZ.DE

1D
-0.78%
1M
1.51%
6M
9.53%
YTD
15.30%
1Y
35.91%
3Y*
8.92%
5Y*
6.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX3.DE vs. 4BRZ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DBX3.DE
Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C
12.61%40.51%-24.95%22.19%10.57%-13.63%-21.51%21.33%-3.87%
4BRZ.DE
iShares MSCI Brazil UCITS ETF (DE) USD (Acc)
15.30%31.54%-25.69%28.88%20.67%-12.67%-26.67%31.28%-2.53%

Correlation

The correlation between DBX3.DE and 4BRZ.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.82

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

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.89

The correlation between DBX3.DE and 4BRZ.DE has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

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Return for Risk

DBX3.DE vs. 4BRZ.DE — Risk / Return Rank

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

DBX3.DE
DBX3.DE Risk / Return Rank: 6666
Overall Rank
DBX3.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DBX3.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
DBX3.DE Omega Ratio Rank: 6969
Omega Ratio Rank
DBX3.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
DBX3.DE Martin Ratio Rank: 5555
Martin Ratio Rank

4BRZ.DE
4BRZ.DE Risk / Return Rank: 4949
Overall Rank
4BRZ.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
4BRZ.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
4BRZ.DE Omega Ratio Rank: 5151
Omega Ratio Rank
4BRZ.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
4BRZ.DE Martin Ratio Rank: 3939
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.

DBX3.DE vs. 4BRZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (DBX3.DE) and iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.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.


DBX3.DE4BRZ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.31

1.27

+0.04

Calmar ratioReturn relative to maximum drawdown

2.42

2.02

+0.40

Martin ratioReturn relative to average drawdown

7.12

5.44

+1.68

DBX3.DE vs. 4BRZ.DE - Sharpe Ratio Comparison

The current DBX3.DE Sharpe Ratio is 1.74, which is comparable to the 4BRZ.DE Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of DBX3.DE and 4BRZ.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

DBX3.DE vs. 4BRZ.DE - Drawdown Comparison

The maximum DBX3.DE drawdown since its inception was -60.04%, which is greater than 4BRZ.DE's maximum drawdown of -55.47%. Use the drawdown chart below to compare losses from any high point for DBX3.DE and 4BRZ.DE.


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Drawdown Indicators


DBX3.DE4BRZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.04%

-55.47%

-4.57%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

-17.71%

+4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-25.38%

-28.14%

+2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

-28.14%

+1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-51.11%

Current Drawdown

Current decline from peak

-8.18%

-11.93%

+3.75%

Average Drawdown

Average peak-to-trough decline

-25.02%

-18.19%

-6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

6.58%

-1.91%

Volatility

DBX3.DE vs. 4BRZ.DE - Volatility Comparison

The current volatility for Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (DBX3.DE) is 3.83%, while iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE) has a volatility of 4.56%. This indicates that DBX3.DE experiences smaller price fluctuations and is considered to be less risky than 4BRZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBX3.DE4BRZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

4.56%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

15.92%

17.31%

-1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

19.11%

22.45%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

26.71%

-5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

32.55%

-7.16%

DBX3.DE vs. 4BRZ.DE - Expense Ratio Comparison

DBX3.DE has a 0.40% expense ratio, which is higher than 4BRZ.DE's 0.31% expense ratio.


Dividends

DBX3.DE vs. 4BRZ.DE - Dividend Comparison

Neither DBX3.DE nor 4BRZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBX3.DE and 4BRZ.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 4BRZ.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

4BRZ.DE is cheaper with a 0.31% expense ratio, compared with 0.40% for DBX3.DE.

DBX3.DE tracks MSCI Emerging Markets Latin America Low Carbon SRI Leaders, while 4BRZ.DE tracks MSCI Brazil 25/50 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.40% for DBX3.DE and 0.31% for 4BRZ.DE.

Portfolio Optimizer

Find the right allocation for DBX3.DE and 4BRZ.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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