DBXI.DE vs. S6X0.DE
DBXI.DE (Xtrackers FTSE MIB UCITS ETF) and S6X0.DE (Invesco EURO STOXX 50 UCITS ETF Dist) are both Europe Equities funds - DBXI.DE tracks the FTSE MIB while S6X0.DE tracks the EURO STOXX 50. Both are passively managed. Over the past 10 years, DBXI.DE returned 14.91%/yr vs 10.39%/yr for S6X0.DE. A 0.54 correlation means they provide meaningful diversification when combined. DBXI.DE charges 0.30%/yr vs 0.05%/yr for S6X0.DE.
Performance
DBXI.DE vs. S6X0.DE - Performance Comparison
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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%
DBXI.DE vs. S6X0.DE - 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% |
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
DBXI.DE
S6X0.DE
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.DE | S6X0.DE | Difference | |
|---|---|---|---|
| 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 |
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 | S6X0.DE | Difference | |
|---|---|---|---|
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.DE | S6X0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.77% | -0.51% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -29.56% | -6.82% | -22.74% |
Ulcer IndexDepth 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.DE | S6X0.DE | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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