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DBXI.DE vs. SNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DBXI.DESNA
YTD Return14.41%-0.91%
1Y Return21.79%9.18%
3Y Return (Ann)14.16%12.02%
5Y Return (Ann)12.81%14.54%
10Y Return (Ann)8.38%10.81%
Sharpe Ratio1.580.48
Daily Std Dev13.81%21.66%
Max Drawdown-69.40%-65.76%
Current Drawdown-3.54%-4.27%

Correlation

-0.50.00.51.00.4

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 14.41% return, which is significantly higher than SNA's -0.91% return. Over the past 10 years, DBXI.DE has underperformed SNA with an annualized return of 8.38%, while SNA has yielded a comparatively higher 10.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%AprilMayJuneJulyAugustSeptember
21.57%
790.59%
DBXI.DE
SNA

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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.


DBXI.DE
Sharpe ratio
The chart of Sharpe ratio for DBXI.DE, currently valued at 1.72, compared to the broader market0.002.004.001.72
Sortino ratio
The chart of Sortino ratio for DBXI.DE, currently valued at 2.42, compared to the broader market-2.000.002.004.006.008.0010.0012.002.42
Omega ratio
The chart of Omega ratio for DBXI.DE, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for DBXI.DE, currently valued at 1.47, compared to the broader market0.005.0010.0015.001.47
Martin ratio
The chart of Martin ratio for DBXI.DE, currently valued at 10.08, compared to the broader market0.0020.0040.0060.0080.00100.0010.08
SNA
Sharpe ratio
The chart of Sharpe ratio for SNA, currently valued at 0.59, compared to the broader market0.002.004.000.59
Sortino ratio
The chart of Sortino ratio for SNA, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.0010.0012.000.85
Omega ratio
The chart of Omega ratio for SNA, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.13
Calmar ratio
The chart of Calmar ratio for SNA, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.86
Martin ratio
The chart of Martin ratio for SNA, currently valued at 2.14, compared to the broader market0.0020.0040.0060.0080.00100.002.14

DBXI.DE vs. SNA - Sharpe Ratio Comparison

The current DBXI.DE Sharpe Ratio is 1.58, which is higher than the SNA Sharpe Ratio of 0.48. The chart below compares the 12-month rolling Sharpe Ratio of DBXI.DE and SNA.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
1.72
0.59
DBXI.DE
SNA

Dividends

DBXI.DE vs. SNA - Dividend Comparison

DBXI.DE's dividend yield for the trailing twelve months is around 4.69%, more than SNA's 2.65% yield.


TTM20232022202120202019201820172016201520142013
DBXI.DE
Xtrackers FTSE MIB UCITS ETF
4.69%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
2.65%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.27%
-4.27%
DBXI.DE
SNA

Volatility

DBXI.DE vs. SNA - Volatility Comparison

The current volatility for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) is 4.02%, while Snap-on Incorporated (SNA) has a volatility of 5.14%. 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.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
4.02%
5.14%
DBXI.DE
SNA