DBXD.DE vs. SXRY.DE
DBXD.DE (Xtrackers DAX UCITS ETF 1C) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - DBXD.DE tracks the DAX® while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, DBXD.DE returned 9.92%/yr vs 17.09%/yr for SXRY.DE. A 0.75 correlation means they provide meaningful diversification when combined. DBXD.DE charges 0.09%/yr vs 0.33%/yr for SXRY.DE.
Performance
DBXD.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXD.DE achieves a 1.61% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, DBXD.DE has underperformed SXRY.DE with an annualized return of 9.92%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
DBXD.DE
- 1D
- 1.10%
- 1M
- -0.77%
- YTD
- 1.61%
- 6M
- 2.39%
- 1Y
- 5.95%
- 3Y*
- 15.96%
- 5Y*
- 9.34%
- 10Y*
- 9.92%
SXRY.DE
- 1D
- 0.23%
- 1M
- 4.00%
- YTD
- 18.23%
- 6M
- 19.05%
- 1Y
- 37.48%
- 3Y*
- 29.61%
- 5Y*
- 20.54%
- 10Y*
- 17.09%
DBXD.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXD.DE Xtrackers DAX UCITS ETF 1C | 1.61% | 22.65% | 18.18% | 19.60% | -12.74% | 15.26% | 3.11% | 24.69% | -18.52% | 12.12% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between DBXD.DE and SXRY.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.75 |
The correlation between DBXD.DE and SXRY.DE has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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Return for Risk
DBXD.DE vs. SXRY.DE — Risk / Return Rank
DBXD.DE
SXRY.DE
DBXD.DE vs. SXRY.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 FTSE MIB UCITS ETF (Acc) (SXRY.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.
| DBXD.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.41 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 3.85 | -3.37 |
| Martin ratioReturn relative to average drawdown | 1.49 | 14.30 | -12.81 |
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Drawdowns
DBXD.DE vs. SXRY.DE - Drawdown Comparison
The maximum DBXD.DE drawdown since its inception was -54.83%, which is greater than SXRY.DE's maximum drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for DBXD.DE and SXRY.DE.
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Drawdown Indicators
| DBXD.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.83% | -43.59% | -11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -9.69% | -2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | -17.61% | +1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -25.00% | -1.70% |
Max Drawdown (10Y)Largest decline over 10 years | -38.83% | -40.81% | +1.98% |
Current DrawdownCurrent decline from peak | -2.01% | -1.98% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -11.30% | -11.61% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.61% | +1.37% |
Volatility
DBXD.DE vs. SXRY.DE - Volatility Comparison
The current volatility for Xtrackers DAX UCITS ETF 1C (DBXD.DE) is 3.45%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that DBXD.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.90% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.07% | 12.78% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 15.89% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 18.29% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 19.65% | -1.51% |
DBXD.DE vs. SXRY.DE - Expense Ratio Comparison
DBXD.DE has a 0.09% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
DBXD.DE vs. SXRY.DE - Dividend Comparison
Neither DBXD.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXD.DE and SXRY.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXD.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXD.DE is cheaper with a 0.09% expense ratio, compared with 0.33% for SXRY.DE.
DBXD.DE tracks DAX®, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for DBXD.DE and 0.33% for SXRY.DE.
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