DBXD.DE vs. SXRW.DE
DBXD.DE (Xtrackers DAX UCITS ETF 1C) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both Europe Equities funds - DBXD.DE tracks the DAX® while SXRW.DE tracks the FTSE 100. Both are passively managed. Over the past 10 years, DBXD.DE returned 8.92%/yr vs 8.04%/yr for SXRW.DE. A 0.73 correlation means they provide meaningful diversification when combined. DBXD.DE charges 0.09%/yr vs 0.07%/yr for SXRW.DE.
Performance
DBXD.DE vs. SXRW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXD.DE achieves a 1.35% return, which is significantly lower than SXRW.DE's 6.50% return. Over the past 10 years, DBXD.DE has outperformed SXRW.DE with an annualized return of 8.92%, while SXRW.DE has yielded a comparatively lower 8.04% annualized return.
DBXD.DE
- 1D
- 0.50%
- 1M
- -0.04%
- YTD
- 1.35%
- 6M
- 3.40%
- 1Y
- 2.06%
- 3Y*
- 15.51%
- 5Y*
- 9.16%
- 10Y*
- 8.92%
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
DBXD.DE vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXD.DE Xtrackers DAX UCITS ETF 1C | 1.35% | 22.65% | 18.18% | 19.60% | -12.74% | 15.26% | 3.11% | 24.69% | -18.52% | 12.12% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
Correlation
The correlation between DBXD.DE and SXRW.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.73 |
The correlation between DBXD.DE and SXRW.DE has been stable across timeframes, ranging from 0.65 to 0.75 - a consistent structural relationship.
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Return for Risk
DBXD.DE vs. SXRW.DE — Risk / Return Rank
DBXD.DE
SXRW.DE
DBXD.DE vs. SXRW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (DBXD.DE) and iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
| DBXD.DE | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.28 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 2.30 | -2.11 |
| Martin ratioReturn relative to average drawdown | 0.58 | 8.40 | -7.82 |
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
| DBXD.DE | SXRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 1.50 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.81 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.47 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.50 | -0.19 |
Drawdowns
DBXD.DE vs. SXRW.DE - Drawdown Comparison
The maximum DBXD.DE drawdown since its inception was -54.98%, which is greater than SXRW.DE's maximum drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for DBXD.DE and SXRW.DE.
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Drawdown Indicators
| DBXD.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.98% | -40.31% | -14.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -7.91% | -4.37% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | -16.86% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -16.86% | -9.84% |
Max Drawdown (10Y)Largest decline over 10 years | -38.83% | -40.31% | +1.48% |
Current DrawdownCurrent decline from peak | -2.23% | -2.75% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -11.34% | -6.05% | -5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.17% | +1.80% |
Volatility
DBXD.DE vs. SXRW.DE - Volatility Comparison
Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a higher volatility of 5.10% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 4.45%. This indicates that DBXD.DE's price experiences larger fluctuations and is considered to be riskier than SXRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBXD.DE | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 4.45% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 10.16% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.13% | 12.13% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 14.13% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 16.93% | +1.42% |
DBXD.DE vs. SXRW.DE - Expense Ratio Comparison
DBXD.DE has a 0.09% expense ratio, which is higher than SXRW.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DBXD.DE vs. SXRW.DE - Dividend Comparison
Neither DBXD.DE nor SXRW.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXD.DE and SXRW.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for DBXD.DE.
DBXD.DE tracks DAX®, while SXRW.DE tracks FTSE 100. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for DBXD.DE and 0.07% for SXRW.DE.
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