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DBXI.DE vs. EXXX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXI.DE vs. EXXX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and iShares ATX UCITS ETF (DE) (EXXX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBXI.DE achieves a 18.65% return, which is significantly lower than EXXX.DE's 22.53% return. Over the past 10 years, DBXI.DE has outperformed EXXX.DE with an annualized return of 15.89%, while EXXX.DE has yielded a comparatively lower 14.21% annualized return.


DBXI.DE

1D
-0.84%
1M
-1.14%
6M
16.42%
YTD
18.65%
1Y
34.71%
3Y*
27.49%
5Y*
21.27%
10Y*
15.89%

EXXX.DE

1D
-1.55%
1M
-2.82%
6M
19.05%
YTD
22.53%
1Y
45.03%
3Y*
30.20%
5Y*
17.45%
10Y*
14.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXI.DE vs. EXXX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBXI.DE
Xtrackers FTSE MIB UCITS ETF
18.65%37.48%18.29%33.40%-9.16%26.68%-4.28%33.02%-14.48%16.46%
EXXX.DE
iShares ATX UCITS ETF (DE)
22.53%51.31%10.39%13.71%-16.43%42.16%-11.27%19.95%-18.96%32.71%

Correlation

The correlation between DBXI.DE and EXXX.DE is 0.73, 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

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2007

0.70

The correlation between DBXI.DE and EXXX.DE has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.

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Return for Risk

DBXI.DE vs. EXXX.DE — Risk / Return Rank

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

DBXI.DE
DBXI.DE Risk / Return Rank: 8585
Overall Rank
DBXI.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DBXI.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
DBXI.DE Omega Ratio Rank: 8484
Omega Ratio Rank
DBXI.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
DBXI.DE Martin Ratio Rank: 8585
Martin Ratio Rank

EXXX.DE
EXXX.DE Risk / Return Rank: 9191
Overall Rank
EXXX.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EXXX.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
EXXX.DE Omega Ratio Rank: 8989
Omega Ratio Rank
EXXX.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
EXXX.DE Martin Ratio Rank: 8888
Martin Ratio Rank
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.

DBXI.DE vs. EXXX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and iShares ATX UCITS ETF (DE) (EXXX.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.


DBXI.DEEXXX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.39

1.43

-0.04

Calmar ratioReturn relative to maximum drawdown

3.60

4.19

-0.59

Martin ratioReturn relative to average drawdown

13.31

14.04

-0.73

DBXI.DE vs. EXXX.DE - Sharpe Ratio Comparison

The current DBXI.DE Sharpe Ratio is 2.21, which is comparable to the EXXX.DE Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of DBXI.DE and EXXX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DBXI.DE vs. EXXX.DE - Drawdown Comparison

The maximum DBXI.DE drawdown since its inception was -70.36%, roughly equal to the maximum EXXX.DE drawdown of -71.43%. Use the drawdown chart below to compare losses from any high point for DBXI.DE and EXXX.DE.


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Drawdown Indicators


DBXI.DEEXXX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.36%

-71.43%

+1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-10.71%

+1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-17.56%

-16.11%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-25.05%

-32.69%

+7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.45%

-52.90%

+12.45%

Current Drawdown

Current decline from peak

-1.93%

-3.48%

+1.55%

Average Drawdown

Average peak-to-trough decline

-31.42%

-28.47%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

3.20%

-0.60%

Volatility

DBXI.DE vs. EXXX.DE - Volatility Comparison

The current volatility for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) is 3.75%, while iShares ATX UCITS ETF (DE) (EXXX.DE) has a volatility of 4.88%. This indicates that DBXI.DE experiences smaller price fluctuations and is considered to be less risky than EXXX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXI.DEEXXX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

4.88%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

14.74%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

15.68%

17.54%

-1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.14%

19.15%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

19.93%

-0.53%

DBXI.DE vs. EXXX.DE - Expense Ratio Comparison

DBXI.DE has a 0.30% expense ratio, which is lower than EXXX.DE's 0.32% expense ratio.


Dividends

DBXI.DE vs. EXXX.DE - Dividend Comparison

DBXI.DE's dividend yield for the trailing twelve months is around 3.50%, more than EXXX.DE's 3.01% yield.


PositionTTM20252024202320222021202020192018201720162015
DBXI.DE
Xtrackers FTSE MIB UCITS ETF
3.50%3.93%4.53%3.78%7.45%0.94%4.23%3.33%2.66%1.94%2.51%0.15%
EXXX.DE
iShares ATX UCITS ETF (DE)
3.01%2.53%4.30%3.53%3.61%1.04%1.18%1.73%0.48%0.65%1.08%1.65%

Frequently Asked Questions


DBXI.DE and EXXX.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBXI.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBXI.DE is cheaper with a 0.30% expense ratio, compared with 0.32% for EXXX.DE.

DBXI.DE tracks FTSE MIB, while EXXX.DE tracks ATX Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for DBXI.DE and 0.32% for EXXX.DE.

Portfolio Optimizer

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