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DBXI.DE vs. IRDEY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DBXI.DEIRDEY

Correlation

-0.50.00.51.0-0.0

The correlation between DBXI.DE and IRDEY is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

DBXI.DE vs. IRDEY - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%JuneJulyAugustSeptemberOctoberNovember
-1.82%
0
DBXI.DE
IRDEY

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Risk-Adjusted Performance

DBXI.DE vs. IRDEY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and Iren SpA ADR (IRDEY). 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
Sharpe ratio
The chart of Sharpe ratio for DBXI.DE, currently valued at 1.52, compared to the broader market-2.000.002.004.006.001.52
Sortino ratio
The chart of Sortino ratio for DBXI.DE, currently valued at 2.06, compared to the broader market0.005.0010.002.06
Omega ratio
The chart of Omega ratio for DBXI.DE, currently valued at 1.26, compared to the broader market1.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for DBXI.DE, currently valued at 2.40, compared to the broader market0.005.0010.0015.002.40
Martin ratio
The chart of Martin ratio for DBXI.DE, currently valued at 8.16, compared to the broader market0.0020.0040.0060.0080.00100.008.16
IRDEY
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for IRDEY, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00

DBXI.DE vs. IRDEY - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.52
-1.00
DBXI.DE
IRDEY

Dividends

DBXI.DE vs. IRDEY - Dividend Comparison

DBXI.DE's dividend yield for the trailing twelve months is around 4.58%, while IRDEY has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
IRDEY
Iren SpA ADR
0.00%6.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DBXI.DE vs. IRDEY - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.73%
-0.54%
DBXI.DE
IRDEY

Volatility

DBXI.DE vs. IRDEY - Volatility Comparison

Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a higher volatility of 4.77% compared to Iren SpA ADR (IRDEY) at 0.00%. This indicates that DBXI.DE's price experiences larger fluctuations and is considered to be riskier than IRDEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.77%
0
DBXI.DE
IRDEY