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DBXI.DE vs. S6X0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXI.DE vs. S6X0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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 14.49% return, which is significantly higher than S6X0.DE's 7.30% return. Over the past 10 years, DBXI.DE has outperformed S6X0.DE with an annualized return of 14.91%, while S6X0.DE has yielded a comparatively lower 10.39% annualized 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%

S6X0.DE

1D
0.75%
1M
1.98%
YTD
7.30%
6M
8.70%
1Y
15.59%
3Y*
15.53%
5Y*
11.36%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXI.DE vs. S6X0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
7.30%22.02%10.94%22.42%-8.98%23.10%-3.21%30.30%-13.84%12.57%

Correlation

The correlation between DBXI.DE and S6X0.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

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

0.84

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

0.84

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

0.72

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2009

0.54

Over the past year, DBXI.DE and S6X0.DE have become more correlated (0.85) than their long-term average of 0.54, meaning their price movements have been converging.

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Return for Risk

DBXI.DE vs. S6X0.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: 6060
Overall Rank
DBXI.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DBXI.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
DBXI.DE Omega Ratio Rank: 5656
Omega Ratio Rank
DBXI.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
DBXI.DE Martin Ratio Rank: 6464
Martin Ratio Rank

S6X0.DE
S6X0.DE Risk / Return Rank: 3030
Overall Rank
S6X0.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
S6X0.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
S6X0.DE Omega Ratio Rank: 2828
Omega Ratio Rank
S6X0.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
S6X0.DE Martin Ratio Rank: 3333
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. S6X0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.


DBXI.DES6X0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.34

1.18

+0.16

Calmar ratioReturn relative to maximum drawdown

3.17

1.44

+1.73

Martin ratioReturn relative to average drawdown

11.42

4.89

+6.53

DBXI.DE vs. S6X0.DE - Sharpe Ratio Comparison

The current DBXI.DE Sharpe Ratio is 1.94, which is higher than the S6X0.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of DBXI.DE and S6X0.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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Sharpe Ratios by Period


DBXI.DES6X0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.98

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.65

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.63

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.51

-0.31

Drawdowns

DBXI.DE vs. S6X0.DE - Drawdown Comparison

The maximum DBXI.DE drawdown since its inception was -69.49%, which is greater than S6X0.DE's maximum drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for DBXI.DE and S6X0.DE.


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Drawdown Indicators


DBXI.DES6X0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.49%

-38.54%

-30.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.62%

-10.88%

+1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-17.56%

-16.56%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-23.41%

-1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-40.46%

-38.54%

-1.92%

Current Drawdown

Current decline from peak

-0.77%

-0.51%

-0.26%

Average Drawdown

Average peak-to-trough decline

-29.56%

-6.82%

-22.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.21%

-0.54%

Volatility

DBXI.DE vs. S6X0.DE - Volatility Comparison

The current volatility for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) is 4.63%, while Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) has a volatility of 4.96%. This indicates that DBXI.DE experiences smaller price fluctuations and is considered to be less risky than S6X0.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.DES6X0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.96%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

12.92%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

15.93%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.31%

17.56%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.37%

20.60%

-0.23%

DBXI.DE vs. S6X0.DE - Expense Ratio Comparison

DBXI.DE has a 0.30% expense ratio, which is higher than S6X0.DE's 0.05% expense ratio.


Dividends

DBXI.DE vs. S6X0.DE - Dividend Comparison

DBXI.DE's dividend yield for the trailing twelve months is around 3.63%, more than S6X0.DE's 2.78% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
2.78%2.99%3.38%3.17%3.10%2.47%2.53%3.48%3.69%2.92%3.18%3.05%

Frequently Asked Questions


DBXI.DE and S6X0.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for DBXI.DE.

DBXI.DE tracks FTSE MIB, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.30% for DBXI.DE and 0.05% for S6X0.DE.

Portfolio Optimizer

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