DBX4.DE vs. XU61.DE
DBX4.DE (Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF) and XU61.DE (BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR) are both exchange-traded funds - DBX4.DE is a ESG fund tracking the MSCI EM EMEA Low Carbon SRI Selection Capped Index, while XU61.DE is a Global Equities fund tracking the ECPI Global ESG Infrastructure Equity Index. Both are passively managed. Over the past year, DBX4.DE returned 22.78% vs 25.57% for XU61.DE. At a 0.44 correlation, their price movements are largely independent. DBX4.DE charges 0.65%/yr vs 0.31%/yr for XU61.DE.
Performance
DBX4.DE vs. XU61.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX4.DE achieves a 2.42% return, which is significantly lower than XU61.DE's 12.67% return.
DBX4.DE
- 1D
- -0.48%
- 1M
- 1.15%
- YTD
- 2.42%
- 6M
- 8.92%
- 1Y
- 22.78%
- 3Y*
- 18.40%
- 5Y*
- 8.89%
- 10Y*
- 6.92%
XU61.DE
- 1D
- -0.72%
- 1M
- 0.91%
- YTD
- 12.67%
- 6M
- 13.88%
- 1Y
- 25.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBX4.DE vs. XU61.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DBX4.DE Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF | 2.42% | 26.97% | 16.81% | 4.77% |
XU61.DE BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR | 12.67% | 17.07% | 10.27% | 7.93% |
Correlation
The correlation between DBX4.DE and XU61.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2023 | 0.44 |
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Return for Risk
DBX4.DE vs. XU61.DE — Risk / Return Rank
DBX4.DE
XU61.DE
DBX4.DE vs. XU61.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF (DBX4.DE) and BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.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.
| DBX4.DE | XU61.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.46 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 4.31 | -2.77 |
| Martin ratioReturn relative to average drawdown | 4.76 | 17.45 | -12.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBX4.DE | XU61.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 2.53 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 1.80 | -1.69 |
Drawdowns
DBX4.DE vs. XU61.DE - Drawdown Comparison
The maximum DBX4.DE drawdown since its inception was -60.48%, which is greater than XU61.DE's maximum drawdown of -12.73%. Use the drawdown chart below to compare losses from any high point for DBX4.DE and XU61.DE.
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Drawdown Indicators
| DBX4.DE | XU61.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.48% | -12.73% | -47.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -5.90% | -8.83% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.52% | — | — |
Current DrawdownCurrent decline from peak | -7.60% | -1.75% | -5.85% |
Average DrawdownAverage peak-to-trough decline | -16.01% | -1.39% | -14.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.77% | 1.46% | +3.31% |
Volatility
DBX4.DE vs. XU61.DE - Volatility Comparison
Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF (DBX4.DE) has a higher volatility of 5.72% compared to BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) at 3.30%. This indicates that DBX4.DE's price experiences larger fluctuations and is considered to be riskier than XU61.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBX4.DE | XU61.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 3.30% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 17.36% | 7.78% | +9.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.09% | 10.06% | +10.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 10.63% | +6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.86% | 10.63% | +10.23% |
DBX4.DE vs. XU61.DE - Expense Ratio Comparison
DBX4.DE has a 0.65% expense ratio, which is higher than XU61.DE's 0.31% expense ratio.
Dividends
DBX4.DE vs. XU61.DE - Dividend Comparison
Neither DBX4.DE nor XU61.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX4.DE and XU61.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XU61.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XU61.DE is cheaper with a 0.31% expense ratio, compared with 0.65% for DBX4.DE.
DBX4.DE is categorized as ESG, while XU61.DE is Global Equities. DBX4.DE tracks MSCI EM EMEA Low Carbon SRI Selection Capped Index, while XU61.DE tracks ECPI Global ESG Infrastructure Equity Index. They also come from different issuers: Xtrackers and BNP Paribas Easy. Their fees differ too: 0.65% for DBX4.DE and 0.31% for XU61.DE.
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