DBX8.DE vs. DX2S.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) and Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE).

DBX8.DE and DX2S.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBX8.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Korea 20/35 Custom. It was launched on Jul 5, 2007. DX2S.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P/ASX 200. It was launched on Jan 17, 2008. Both DBX8.DE and DX2S.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DBX8.DE vs. DX2S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) and Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE). The values are adjusted to include any dividend payments, if applicable.

DBX8.DE vs. DX2S.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DBX8.DE Xtrackers MSCI Korea UCITS ETF 1C	28.25%	77.39%	-18.45%	15.93%	-23.95%	-0.54%	30.13%	14.92%	-18.04%	28.39%
DX2S.DE Xtrackers S&P/ASX 200 UCITS ETF 1D	5.03%	4.55%	8.00%	7.90%	-3.18%	19.42%	0.73%	25.78%	-8.43%	5.76%

Returns By Period

In the year-to-date period, DBX8.DE achieves a 28.25% return, which is significantly higher than DX2S.DE's 5.03% return. Over the past 10 years, DBX8.DE has outperformed DX2S.DE with an annualized return of 11.30%, while DX2S.DE has yielded a comparatively lower 8.02% annualized return.

DBX8.DE

• 1D: -3.73%
• 1M: -5.48%
• YTD: 28.25%
• 6M: 54.87%
• 1Y: 120.27%
• 3Y*: 27.16%
• 5Y*: 8.37%
• 10Y*: 11.30%

DX2S.DE

• 1D: -0.33%
• 1M: -3.71%
• YTD: 5.03%
• 6M: 4.43%
• 1Y: 15.22%
• 3Y*: 7.99%
• 5Y*: 6.56%
• 10Y*: 8.02%

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

DBX8.DE vs. DX2S.DE - Expense Ratio Comparison

DBX8.DE has a 0.45% expense ratio, which is lower than DX2S.DE's 0.50% expense ratio.

DX2S.DE

Xtrackers S&P/ASX 200 UCITS ETF 1D

DBX8.DE

Xtrackers MSCI Korea UCITS ETF 1C

Return for Risk

DBX8.DE vs. DX2S.DE — Risk / Return Rank

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

DBX8.DE

DBX8.DE Risk / Return Rank: 97
DBX8.DE Sharpe Ratio Rank: 97
DBX8.DE Sortino Ratio Rank: 97
DBX8.DE Omega Ratio Rank: 96
DBX8.DE Calmar Ratio Rank: 97
DBX8.DE Martin Ratio Rank: 96

DX2S.DE

DX2S.DE Risk / Return Rank: 51
DX2S.DE Sharpe Ratio Rank: 43
DX2S.DE Sortino Ratio Rank: 39
DX2S.DE Omega Ratio Rank: 44
DX2S.DE Calmar Ratio Rank: 70
DX2S.DE Martin Ratio Rank: 59

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.

DBX8.DE vs. DX2S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) and Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.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.

	DBX8.DE	DX2S.DE	Difference
Sharpe ratio Return per unit of total volatility	3.04	0.84	+2.20
Sortino ratio Return per unit of downside risk	3.66	1.19	+2.47
Omega ratio Gain probability vs. loss probability	1.54	1.19	+0.35
Calmar ratio Return relative to maximum drawdown	6.07	2.24	+3.84
Martin ratio Return relative to average drawdown	19.21	7.19	+12.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DBX8.DE vs. DX2S.DE - Sharpe Ratio Comparison

The current DBX8.DE Sharpe Ratio is 3.04, which is higher than the DX2S.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of DBX8.DE and DX2S.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DBX8.DE	DX2S.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.04	0.84	+2.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.38	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.41	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.26	-0.05

Correlation

The correlation between DBX8.DE and DX2S.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DBX8.DE vs. DX2S.DE - Dividend Comparison

DBX8.DE has not paid dividends to shareholders, while DX2S.DE's dividend yield for the trailing twelve months is around 2.61%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DBX8.DE Xtrackers MSCI Korea 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%
DX2S.DE Xtrackers S&P/ASX 200 UCITS ETF 1D	2.61%	2.75%	3.13%	3.81%	5.44%	2.05%	5.01%	3.62%	3.60%	3.63%	4.04%

Drawdowns

DBX8.DE vs. DX2S.DE - Drawdown Comparison

The maximum DBX8.DE drawdown since its inception was -68.01%, which is greater than DX2S.DE's maximum drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for DBX8.DE and DX2S.DE.

Drawdown Indicators

	DBX8.DE	DX2S.DE	Difference
Max Drawdown Largest peak-to-trough decline	-68.01%	-55.30%	-12.71%
Max Drawdown (1Y) Largest decline over 1 year	-21.19%	-10.99%	-10.20%
Max Drawdown (5Y) Largest decline over 5 years	-41.52%	-23.42%	-18.10%
Max Drawdown (10Y) Largest decline over 10 years	-41.89%	-43.65%	+1.76%
Current Drawdown Current decline from peak	-16.90%	-6.05%	-10.85%
Average Drawdown Average peak-to-trough decline	-17.68%	-9.20%	-8.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.70%	2.62%	+4.08%

Volatility

DBX8.DE vs. DX2S.DE - Volatility Comparison

Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) has a higher volatility of 17.06% compared to Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) at 5.87%. This indicates that DBX8.DE's price experiences larger fluctuations and is considered to be riskier than DX2S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DBX8.DE	DX2S.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.06%	5.87%	+11.19%
Volatility (6M) Calculated over the trailing 6-month period	35.26%	10.44%	+24.82%
Volatility (1Y) Calculated over the trailing 1-year period	39.32%	17.97%	+21.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.69%	16.88%	+8.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.06%	19.29%	+5.77%