DX2I.DE vs. DBXI.DE
DX2I.DE (Xtrackers MSCI Europe ESG Screened UCITS ETF 1C) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds from Xtrackers - DX2I.DE tracks the MSCI Europe Select ESG Screened while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, DX2I.DE returned 9.22%/yr vs 14.91%/yr for DBXI.DE. A 0.69 correlation means they provide meaningful diversification when combined. DX2I.DE charges 0.12%/yr vs 0.30%/yr for DBXI.DE.
Performance
DX2I.DE vs. DBXI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DX2I.DE achieves a 7.29% return, which is significantly lower than DBXI.DE's 14.49% return. Over the past 10 years, DX2I.DE has underperformed DBXI.DE with an annualized return of 9.22%, while DBXI.DE has yielded a comparatively higher 14.91% annualized return.
DX2I.DE
- 1D
- 0.65%
- 1M
- 1.40%
- YTD
- 7.29%
- 6M
- 9.75%
- 1Y
- 15.02%
- 3Y*
- 12.44%
- 5Y*
- 8.70%
- 10Y*
- 9.22%
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%
DX2I.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2I.DE Xtrackers MSCI Europe ESG Screened UCITS ETF 1C | 7.29% | 17.29% | 7.42% | 16.27% | -10.82% | 22.30% | 4.45% | 31.99% | -14.16% | 14.69% |
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% |
Correlation
The correlation between DX2I.DE and DBXI.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2008 | 0.69 |
The correlation between DX2I.DE and DBXI.DE shifts across timeframes, from 0.69 (all time) to 0.81 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DX2I.DE vs. DBXI.DE — Risk / Return Rank
DX2I.DE
DBXI.DE
DX2I.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (DX2I.DE) and Xtrackers FTSE MIB UCITS ETF (DBXI.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.
| DX2I.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 3.17 | -1.62 |
| Martin ratioReturn relative to average drawdown | 5.61 | 11.42 | -5.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DX2I.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.94 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.09 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.75 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.19 | +0.21 |
Drawdowns
DX2I.DE vs. DBXI.DE - Drawdown Comparison
The maximum DX2I.DE drawdown since its inception was -53.79%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for DX2I.DE and DBXI.DE.
Loading charts...
Drawdown Indicators
| DX2I.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.79% | -69.49% | +15.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -9.62% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.75% | -17.56% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -20.87% | -25.10% | +4.23% |
Max Drawdown (10Y)Largest decline over 10 years | -37.93% | -40.46% | +2.53% |
Current DrawdownCurrent decline from peak | -1.37% | -0.77% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -29.56% | +21.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.67% | -0.02% |
Volatility
DX2I.DE vs. DBXI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (DX2I.DE) is 4.21%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 4.63%. This indicates that DX2I.DE experiences smaller price fluctuations and is considered to be less risky than DBXI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DX2I.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 4.63% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 12.34% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 15.69% | -2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 18.31% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 20.37% | -4.33% |
DX2I.DE vs. DBXI.DE - Expense Ratio Comparison
DX2I.DE has a 0.12% expense ratio, which is lower than DBXI.DE's 0.30% expense ratio.
Dividends
DX2I.DE vs. DBXI.DE - Dividend Comparison
DX2I.DE has not paid dividends to shareholders, while DBXI.DE's dividend yield for the trailing twelve months is around 3.63%.
| 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% |
DX2I.DE Xtrackers MSCI Europe ESG Screened UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DX2I.DE and DBXI.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DX2I.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DX2I.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for DBXI.DE.
DX2I.DE tracks MSCI Europe Select ESG Screened, while DBXI.DE tracks FTSE MIB. Their fees differ too: 0.12% for DX2I.DE and 0.30% for DBXI.DE.
Find the right allocation for DX2I.DE and DBXI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer