DBXI.DE vs. SELD.DE

Last updated Jun 5, 2026

DBXI.DE (Xtrackers FTSE MIB UCITS ETF) and SELD.DE (Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist) are both Europe Equities funds - DBXI.DE tracks the FTSE MIB while SELD.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, DBXI.DE returned 14.91%/yr vs 9.59%/yr for SELD.DE. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.

Performance

DBXI.DE vs. SELD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DBXI.DE having a 14.49% return and SELD.DE slightly lower at 14.08%. Over the past 10 years, DBXI.DE has outperformed SELD.DE with an annualized return of 14.91%, while SELD.DE has yielded a comparatively lower 9.59% 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%

SELD.DE

• 1D: 0.52%
• 1M: 2.18%
• YTD: 14.08%
• 6M: 19.21%
• 1Y: 31.99%
• 3Y*: 20.75%
• 5Y*: 11.33%
• 10Y*: 9.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXI.DE vs. SELD.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%
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist	14.08%	44.46%	5.76%	3.90%	-10.09%	24.12%	-9.44%	27.63%	-4.88%	5.07%

Correlation

The correlation between DBXI.DE and SELD.DE is 0.77, 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Feb 15, 2007	0.68

The correlation between DBXI.DE and SELD.DE shifts across timeframes, from 0.68 (all time) to 0.80 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DBXI.DE vs. SELD.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: 60
DBXI.DE Sharpe Ratio Rank: 58
DBXI.DE Sortino Ratio Rank: 57
DBXI.DE Omega Ratio Rank: 56
DBXI.DE Calmar Ratio Rank: 64
DBXI.DE Martin Ratio Rank: 64

SELD.DE

SELD.DE Risk / Return Rank: 84
SELD.DE Sharpe Ratio Rank: 85
SELD.DE Sortino Ratio Rank: 85
SELD.DE Omega Ratio Rank: 82
SELD.DE Calmar Ratio Rank: 86
SELD.DE Martin Ratio Rank: 82

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. SELD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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	SELD.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.73	-0.78
Sortino ratio: Return per unit of downside risk	2.70	3.78	-1.08
Omega ratio: Gain probability vs. loss probability	1.34	1.49	-0.14
Calmar ratio: Return relative to maximum drawdown	3.17	4.79	-1.62
Martin ratio: Return relative to average drawdown	11.42	16.20	-4.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current DBXI.DE Sharpe Ratio is 1.94, which is comparable to the SELD.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of DBXI.DE and SELD.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.

Sharpe Ratios by Period

	DBXI.DE	SELD.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.94	2.73	-0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.09	0.75	+0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.55	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.18	+0.02

Drawdowns

DBXI.DE vs. SELD.DE - Drawdown Comparison

The maximum DBXI.DE drawdown since its inception was -69.49%, roughly equal to the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for DBXI.DE and SELD.DE.

Drawdown Indicators

	DBXI.DE	SELD.DE	Difference
Max Drawdown Largest peak-to-trough decline	-69.49%	-70.30%	+0.81%
Max Drawdown (1Y) Largest decline over 1 year	-9.62%	-6.72%	-2.90%
Max Drawdown (3Y) Largest decline over 3 years	-17.56%	-14.13%	-3.43%
Max Drawdown (5Y) Largest decline over 5 years	-25.10%	-23.02%	-2.08%
Max Drawdown (10Y) Largest decline over 10 years	-40.46%	-40.65%	+0.19%
Current Drawdown Current decline from peak	-0.77%	-1.80%	+1.03%
Average Drawdown Average peak-to-trough decline	-29.56%	-25.32%	-4.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	1.99%	+0.68%

Volatility

DBXI.DE vs. SELD.DE - Volatility Comparison

Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a higher volatility of 4.63% compared to Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) at 3.83%. This indicates that DBXI.DE's price experiences larger fluctuations and is considered to be riskier than SELD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DBXI.DE	SELD.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.63%	3.83%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	12.34%	9.59%	+2.75%
Volatility (1Y) Calculated over the trailing 1-year period	15.69%	11.81%	+3.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.31%	14.87%	+3.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.37%	17.42%	+2.95%

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

Both DBXI.DE and SELD.DE have an expense ratio of 0.30%.

Dividends

DBXI.DE vs. SELD.DE - Dividend Comparison

DBXI.DE's dividend yield for the trailing twelve months is around 3.63%, less than SELD.DE's 5.68% 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%
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist	5.68%	6.48%	6.46%	0.00%	7.70%	4.52%	5.09%	5.34%	5.60%	4.75%	5.20%	5.48%

Frequently Asked Questions

Can I hold both DBXI.DE and SELD.DE in my portfolio?

DBXI.DE and SELD.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DBXI.DE or SELD.DE?

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DBXI.DE or SELD.DE?

DBXI.DE and SELD.DE have the same expense ratio: 0.30% per year.

What is the main difference between DBXI.DE and SELD.DE?

DBXI.DE tracks FTSE MIB, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Xtrackers and Amundi.