DBXI.DE vs. ^IBEX
DBXI.DE (Xtrackers FTSE MIB UCITS ETF) is Europe Equities fund tracking the FTSE MIB, while ^IBEX (IBEX 35 Index) is an index. Over the past 10 years, DBXI.DE returned 14.91%/yr vs 7.55%/yr for ^IBEX. A 0.72 correlation means they provide meaningful diversification when combined.
Performance
DBXI.DE vs. ^IBEX - Performance Comparison
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Returns By Period
In the year-to-date period, DBXI.DE achieves a 14.49% return, which is significantly higher than ^IBEX's 5.59% return. Over the past 10 years, DBXI.DE has outperformed ^IBEX with an annualized return of 14.91%, while ^IBEX has yielded a comparatively lower 7.55% annualized return.
DBXI.DE
- 1D
- 0.21%
- 1M
- 2.55%
- YTD
- 14.49%
- 6M
- 18.42%
- 1Y
- 29.63%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
^IBEX
- 1D
- 0.55%
- 1M
- 0.95%
- YTD
- 5.59%
- 6M
- 9.51%
- 1Y
- 28.67%
- 3Y*
- 25.31%
- 5Y*
- 15.00%
- 10Y*
- 7.55%
DBXI.DE vs. ^IBEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | -4.28% | 33.02% | -14.48% | 16.46% |
^IBEX IBEX 35 Index | 5.59% | 49.27% | 14.78% | 22.76% | -5.56% | 7.93% | -15.45% | 11.82% | -14.97% | 7.40% |
Correlation
The correlation between DBXI.DE and ^IBEX is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2007 | 0.72 |
The correlation between DBXI.DE and ^IBEX shifts across timeframes, from 0.72 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DBXI.DE vs. ^IBEX — Risk / Return Rank
DBXI.DE
^IBEX
DBXI.DE vs. ^IBEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and IBEX 35 Index (^IBEX). 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.
| DBXI.DE | ^IBEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.33 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 2.99 | +0.18 |
| Martin ratioReturn relative to average drawdown | 11.42 | 9.92 | +1.49 |
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
| DBXI.DE | ^IBEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.82 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.09 | 0.90 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.40 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.26 | -0.06 |
Drawdowns
DBXI.DE vs. ^IBEX - Drawdown Comparison
The maximum DBXI.DE drawdown since its inception was -69.49%, which is greater than ^IBEX's maximum drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for DBXI.DE and ^IBEX.
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Drawdown Indicators
| DBXI.DE | ^IBEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.49% | -62.65% | -6.84% |
Max Drawdown (1Y)Largest decline over 1 year | -9.62% | -9.64% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -17.56% | -12.60% | -4.96% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -21.76% | -3.34% |
Max Drawdown (10Y)Largest decline over 10 years | -40.46% | -45.16% | +4.70% |
Current DrawdownCurrent decline from peak | -0.77% | -1.19% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -29.56% | -28.32% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.90% | -0.23% |
Volatility
DBXI.DE vs. ^IBEX - Volatility Comparison
Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and IBEX 35 Index (^IBEX) have volatilities of 4.63% and 4.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBXI.DE | ^IBEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 4.44% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.34% | 13.16% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 15.88% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.31% | 16.30% | +2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.37% | 18.50% | +1.87% |
Frequently Asked Questions
DBXI.DE and ^IBEX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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