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DBXI.DE vs. XSX7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXI.DE vs. XSX7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.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 16.78% return, which is significantly higher than XSX7.DE's 7.42% return.


DBXI.DE

1D
1.94%
1M
5.33%
YTD
16.78%
6M
20.73%
1Y
31.44%
3Y*
29.22%
5Y*
20.12%
10Y*
15.47%

XSX7.DE

1D
0.51%
1M
2.52%
YTD
7.42%
6M
10.04%
1Y
15.91%
3Y*
14.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXI.DE vs. XSX7.DE - Yearly Performance Comparison


2026 (YTD)202520242023
DBXI.DE
Xtrackers FTSE MIB UCITS ETF
16.78%37.48%18.29%22.47%
XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF
7.42%21.04%8.43%10.34%

Correlation

The correlation between DBXI.DE and XSX7.DE is 0.84, 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

0.84

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

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2023

0.83

The correlation between DBXI.DE and XSX7.DE has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.

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Return for Risk

DBXI.DE vs. XSX7.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: 7070
Overall Rank
DBXI.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DBXI.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
DBXI.DE Omega Ratio Rank: 6666
Omega Ratio Rank
DBXI.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
DBXI.DE Martin Ratio Rank: 7272
Martin Ratio Rank

XSX7.DE
XSX7.DE Risk / Return Rank: 3838
Overall Rank
XSX7.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
XSX7.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XSX7.DE Omega Ratio Rank: 3838
Omega Ratio Rank
XSX7.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSX7.DE Martin Ratio Rank: 4242
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. XSX7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.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.DEXSX7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.35

1.24

+0.11

Calmar ratioReturn relative to maximum drawdown

3.30

1.74

+1.56

Martin ratioReturn relative to average drawdown

12.13

6.53

+5.59

DBXI.DE vs. XSX7.DE - Sharpe Ratio Comparison

The current DBXI.DE Sharpe Ratio is 2.01, which is higher than the XSX7.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of DBXI.DE and XSX7.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.DEXSX7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

1.28

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.20

-1.01

Drawdowns

DBXI.DE vs. XSX7.DE - Drawdown Comparison

The maximum DBXI.DE drawdown since its inception was -69.45%, which is greater than XSX7.DE's maximum drawdown of -16.32%. Use the drawdown chart below to compare losses from any high point for DBXI.DE and XSX7.DE.


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Drawdown Indicators


DBXI.DEXSX7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.45%

-16.32%

-53.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-9.32%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-17.56%

-16.32%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-25.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.45%

Current Drawdown

Current decline from peak

0.00%

-1.65%

+1.65%

Average Drawdown

Average peak-to-trough decline

-30.07%

-1.96%

-28.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.49%

+0.13%

Volatility

DBXI.DE vs. XSX7.DE - Volatility Comparison

Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a higher volatility of 4.90% compared to Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) at 4.24%. This indicates that DBXI.DE's price experiences larger fluctuations and is considered to be riskier than XSX7.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.DEXSX7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

4.24%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

10.41%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

12.66%

+3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

12.80%

+5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

12.80%

+7.26%

DBXI.DE vs. XSX7.DE - Expense Ratio Comparison

DBXI.DE has a 0.30% expense ratio, which is higher than XSX7.DE's 0.07% expense ratio.


Dividends

DBXI.DE vs. XSX7.DE - Dividend Comparison

DBXI.DE's dividend yield for the trailing twelve months is around 3.56%, more than XSX7.DE's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
DBXI.DE
Xtrackers FTSE MIB UCITS ETF
3.56%3.93%4.53%3.78%7.45%0.94%4.23%3.33%2.66%1.94%2.51%0.15%
XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF
2.59%2.67%3.32%2.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBXI.DE and XSX7.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSX7.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSX7.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for DBXI.DE.

DBXI.DE tracks FTSE MIB, while XSX7.DE tracks STOXX® Europe 600. Their fees differ too: 0.30% for DBXI.DE and 0.07% for XSX7.DE.

Portfolio Optimizer

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