DBXI.DE vs. ISEU.L
DBXI.DE (Xtrackers FTSE MIB UCITS ETF) and ISEU.L (iShares MSCI Europe UCITS Dist) are both Europe Equities funds - DBXI.DE tracks the FTSE MIB while ISEU.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, DBXI.DE returned 19.73%/yr vs 9.99%/yr for ISEU.L. A 0.74 correlation means they provide meaningful diversification when combined. DBXI.DE charges 0.30%/yr vs 1.00%/yr for ISEU.L.
Performance
DBXI.DE vs. ISEU.L - Performance Comparison
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Different Trading Currencies
DBXI.DE is traded in EUR, while ISEU.L is traded in USD. To make them comparable, the ISEU.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DBXI.DE achieves a 14.49% return, which is significantly higher than ISEU.L's 7.70% 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%
ISEU.L
- 1D
- 0.52%
- 1M
- 3.45%
- YTD
- 7.70%
- 6M
- 9.84%
- 1Y
- 16.13%
- 3Y*
- 13.75%
- 5Y*
- 9.99%
- 10Y*
- —
DBXI.DE vs. ISEU.L - 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% |
ISEU.L iShares MSCI Europe UCITS Dist | 7.72% | 19.15% | 8.93% | 15.94% | -8.38% | 24.50% | -2.99% | 26.35% | -10.36% | 10.71% |
Correlation
The correlation between DBXI.DE and ISEU.L is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2016 | 0.74 |
The correlation between DBXI.DE and ISEU.L has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.
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Return for Risk
DBXI.DE vs. ISEU.L — Risk / Return Rank
DBXI.DE
ISEU.L
DBXI.DE vs. ISEU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and iShares MSCI Europe UCITS Dist (ISEU.L). 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 | ISEU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.22 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 1.68 | +1.48 |
| Martin ratioReturn relative to average drawdown | 11.42 | 6.34 | +5.08 |
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 | ISEU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.16 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.09 | 0.66 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.59 | -0.40 |
Drawdowns
DBXI.DE vs. ISEU.L - Drawdown Comparison
The maximum DBXI.DE drawdown since its inception was -69.49%, which is greater than ISEU.L's maximum drawdown of -35.41%. Use the drawdown chart below to compare losses from any high point for DBXI.DE and ISEU.L.
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Drawdown Indicators
| DBXI.DE | ISEU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.49% | -35.41% | -34.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.62% | -9.54% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -17.56% | -15.60% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -19.98% | -5.12% |
Max Drawdown (10Y)Largest decline over 10 years | -40.46% | — | — |
Current DrawdownCurrent decline from peak | -0.77% | -0.39% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -29.56% | -4.56% | -25.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.54% | +0.13% |
Volatility
DBXI.DE vs. ISEU.L - Volatility Comparison
Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and iShares MSCI Europe UCITS Dist (ISEU.L) have volatilities of 4.63% and 4.84%, 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 | ISEU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 4.84% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.34% | 11.53% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 13.89% | +1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.31% | 15.20% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.37% | 16.23% | +4.14% |
DBXI.DE vs. ISEU.L - Expense Ratio Comparison
DBXI.DE has a 0.30% expense ratio, which is lower than ISEU.L's 1.00% expense ratio.
Dividends
DBXI.DE vs. ISEU.L - Dividend Comparison
DBXI.DE's dividend yield for the trailing twelve months is around 3.63%, more than ISEU.L's 2.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.63% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
ISEU.L iShares MSCI Europe UCITS Dist | 2.54% | 2.46% | 3.00% | 2.81% | 2.86% | 2.36% | 1.91% | 3.03% | 3.28% | 2.48% | 0.00% | 0.00% |
Frequently Asked Questions
DBXI.DE and ISEU.L have a correlation of 0.76, 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 1.00% for ISEU.L.
DBXI.DE tracks FTSE MIB, while ISEU.L tracks MSCI Europe NR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for DBXI.DE and 1.00% for ISEU.L.
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