DXSA.DE vs. DBXI.DE
DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds from Xtrackers - DXSA.DE tracks the EURO STOXX® Quality Dividend 50 while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, DXSA.DE returned 9.19%/yr vs 14.91%/yr for DBXI.DE. A 0.75 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
DXSA.DE vs. DBXI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSA.DE achieves a 9.28% return, which is significantly lower than DBXI.DE's 14.49% return. Over the past 10 years, DXSA.DE has underperformed DBXI.DE with an annualized return of 9.19%, while DBXI.DE has yielded a comparatively higher 14.91% annualized return.
DXSA.DE
- 1D
- 0.23%
- 1M
- 3.23%
- YTD
- 9.28%
- 6M
- 11.44%
- 1Y
- 19.71%
- 3Y*
- 19.44%
- 5Y*
- 12.02%
- 10Y*
- 9.19%
DBXI.DE
- 1D
- 0.21%
- 1M
- 4.80%
- YTD
- 14.49%
- 6M
- 18.18%
- 1Y
- 30.62%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
DXSA.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 9.28% | 33.40% | 10.36% | 17.93% | -9.82% | 18.67% | -9.07% | 22.54% | -13.01% | 10.40% |
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 DXSA.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 | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2007 | 0.75 |
The correlation between DXSA.DE and DBXI.DE has been stable across timeframes, ranging from 0.75 to 0.85 - a consistent structural relationship.
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Return for Risk
DXSA.DE vs. DBXI.DE — Risk / Return Rank
DXSA.DE
DBXI.DE
DXSA.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.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.
| DXSA.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 3.17 | -0.58 |
| Martin ratioReturn relative to average drawdown | 8.70 | 11.42 | -2.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXSA.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.94 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 1.09 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.75 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.19 | -0.03 |
Drawdowns
DXSA.DE vs. DBXI.DE - Drawdown Comparison
The maximum DXSA.DE drawdown since its inception was -71.31%, roughly equal to the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and DBXI.DE.
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Drawdown Indicators
| DXSA.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -69.49% | -1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -9.62% | +2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -17.56% | +2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -23.14% | -25.10% | +1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -40.46% | +4.31% |
Current DrawdownCurrent decline from peak | -0.96% | -0.77% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -29.56% | +6.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.67% | -0.41% |
Volatility
DXSA.DE vs. DBXI.DE - Volatility Comparison
The current volatility for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) is 2.73%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 4.63%. This indicates that DXSA.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.
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Volatility by Period
| DXSA.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 4.63% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 12.34% | -3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 15.69% | -5.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 18.31% | -4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 20.37% | -4.77% |
DXSA.DE vs. DBXI.DE - Expense Ratio Comparison
Both DXSA.DE and DBXI.DE have an expense ratio of 0.30%.
Dividends
DXSA.DE vs. DBXI.DE - Dividend Comparison
DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, more than DBXI.DE's 3.63% 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% |
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 4.51% | 4.96% | 5.39% | 4.32% | 4.62% | 5.73% | 5.96% | 2.34% | 4.64% | 3.00% | 2.93% | 0.14% |
Frequently Asked Questions
DXSA.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.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DXSA.DE and DBXI.DE have the same expense ratio: 0.30% per year.
DXSA.DE tracks EURO STOXX® Quality Dividend 50, while DBXI.DE tracks FTSE MIB.
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