DBXI.DE vs. SNA
Compare and contrast key facts about Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and Snap-on Incorporated (SNA).
DBXI.DE is a passively managed fund by Xtrackers that tracks the performance of the FTSE MIB. It was launched on Jan 4, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBXI.DE or SNA.
Key characteristics
| DBXI.DE | SNA | |
|---|---|---|
| YTD Return | 17.16% | 27.86% |
| 1Y Return | 26.14% | 37.68% |
| 3Y Return (Ann) | 12.33% | 21.08% |
| 5Y Return (Ann) | 11.85% | 20.30% |
| 10Y Return (Ann) | 9.67% | 12.86% |
| Sharpe Ratio | 1.83 | 1.67 |
| Sortino Ratio | 2.42 | 2.28 |
| Omega Ratio | 1.32 | 1.36 |
| Calmar Ratio | 2.33 | 2.99 |
| Martin Ratio | 9.26 | 6.97 |
| Ulcer Index | 2.63% | 5.75% |
| Daily Std Dev | 13.39% | 23.93% |
| Max Drawdown | -69.40% | -65.76% |
| Current Drawdown | -2.50% | 0.00% |
Correlation
The correlation between DBXI.DE and SNA is 0.35, 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. SNA - Performance Comparison
In the year-to-date period, DBXI.DE achieves a 17.16% return, which is significantly lower than SNA's 27.86% return. Over the past 10 years, DBXI.DE has underperformed SNA with an annualized return of 9.67%, while SNA has yielded a comparatively higher 12.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DBXI.DE vs. SNA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and Snap-on Incorporated (SNA). 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.
Dividends
DBXI.DE vs. SNA - Dividend Comparison
DBXI.DE's dividend yield for the trailing twelve months is around 4.58%, more than SNA's 2.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 4.58% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% | 2.24% | 1.82% |
SNA Snap-on Incorporated | 2.06% | 2.33% | 2.57% | 2.37% | 2.61% | 2.32% | 2.35% | 1.69% | 1.48% | 1.28% | 1.35% | 1.44% |
Drawdowns
DBXI.DE vs. SNA - Drawdown Comparison
The maximum DBXI.DE drawdown since its inception was -69.40%, which is greater than SNA's maximum drawdown of -65.76%. Use the drawdown chart below to compare losses from any high point for DBXI.DE and SNA. For additional features, visit the drawdowns tool.
Volatility
DBXI.DE vs. SNA - Volatility Comparison
The current volatility for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) is 4.77%, while Snap-on Incorporated (SNA) has a volatility of 11.02%. This indicates that DBXI.DE experiences smaller price fluctuations and is considered to be less risky than SNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.