DBXI.DE vs. ARZGY
Compare and contrast key facts about Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and Assicurazioni Generali SpA ADR (ARZGY).
DBXI.DE is a passively managed fund by Xtrackers that tracks the performance of the FTSE MIB. It was launched on Jan 4, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBXI.DE or ARZGY.
Key characteristics
| DBXI.DE | ARZGY | |
|---|---|---|
| YTD Return | 17.16% | 35.25% |
| 1Y Return | 26.14% | 40.01% |
| 3Y Return (Ann) | 12.33% | 14.08% |
| 5Y Return (Ann) | 11.85% | 11.89% |
| 10Y Return (Ann) | 9.67% | 12.46% |
| Sharpe Ratio | 1.83 | 2.47 |
| Sortino Ratio | 2.42 | 3.39 |
| Omega Ratio | 1.32 | 1.43 |
| Calmar Ratio | 2.33 | 4.98 |
| Martin Ratio | 9.26 | 14.36 |
| Ulcer Index | 2.63% | 2.82% |
| Daily Std Dev | 13.39% | 16.42% |
| Max Drawdown | -69.40% | -47.64% |
| Current Drawdown | -2.50% | -7.51% |
Correlation
The correlation between DBXI.DE and ARZGY is 0.51, 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.
Performance
DBXI.DE vs. ARZGY - Performance Comparison
In the year-to-date period, DBXI.DE achieves a 17.16% return, which is significantly lower than ARZGY's 35.25% return. Over the past 10 years, DBXI.DE has underperformed ARZGY with an annualized return of 9.67%, while ARZGY has yielded a comparatively higher 12.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DBXI.DE vs. ARZGY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and Assicurazioni Generali SpA ADR (ARZGY). 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.
Dividends
DBXI.DE vs. ARZGY - Dividend Comparison
DBXI.DE's dividend yield for the trailing twelve months is around 4.58%, less than ARZGY's 5.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 4.58% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% | 2.24% | 1.82% |
ARZGY Assicurazioni Generali SpA ADR | 5.05% | 6.07% | 6.62% | 8.30% | 3.12% | 4.90% | 6.28% | 4.88% | 5.48% | 3.56% | 3.03% | 1.13% |
Drawdowns
DBXI.DE vs. ARZGY - Drawdown Comparison
The maximum DBXI.DE drawdown since its inception was -69.40%, which is greater than ARZGY's maximum drawdown of -47.64%. Use the drawdown chart below to compare losses from any high point for DBXI.DE and ARZGY. For additional features, visit the drawdowns tool.
Volatility
DBXI.DE vs. ARZGY - Volatility Comparison
Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and Assicurazioni Generali SpA ADR (ARZGY) have volatilities of 4.77% and 5.01%, 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.