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

Correlation

The correlation between DBXI.DE and IRDEY is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

DBXI.DE vs. IRDEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and Iren SpA ADR (IRDEY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


DBXI.DE

YTD

18.78%

1M

7.60%

6M

21.35%

1Y

20.03%

3Y*

23.89%

5Y*

22.80%

10Y*

8.88%

IRDEY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Xtrackers FTSE MIB UCITS ETF

Iren SpA ADR

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DBXI.DE vs. IRDEY — Risk-Adjusted Performance Rank

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

DBXI.DE
The Risk-Adjusted Performance Rank of DBXI.DE is 8383
Overall Rank
The Sharpe Ratio Rank of DBXI.DE is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of DBXI.DE is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DBXI.DE is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DBXI.DE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DBXI.DE is 8585
Martin Ratio Rank

IRDEY
The Risk-Adjusted Performance Rank of IRDEY is 4141
Overall Rank
The Sharpe Ratio Rank of IRDEY is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of IRDEY is 3333
Sortino Ratio Rank
The Omega Ratio Rank of IRDEY is 4444
Omega Ratio Rank
The Calmar Ratio Rank of IRDEY is 4343
Calmar Ratio Rank
The Martin Ratio Rank of IRDEY is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DBXI.DE vs. IRDEY - Dividend Comparison

DBXI.DE's dividend yield for the trailing twelve months is around 4.30%, while IRDEY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
DBXI.DE
Xtrackers FTSE MIB UCITS ETF
4.30%4.53%3.78%7.45%0.94%4.23%3.33%2.66%1.94%2.51%0.15%2.24%
IRDEY
Iren SpA ADR
0.00%0.00%6.36%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


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DBXI.DE vs. IRDEY - Volatility Comparison


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