ENEL.MI vs. DBXI.DE
Compare and contrast key facts about Enel SpA (ENEL.MI) and Xtrackers FTSE MIB UCITS ETF (DBXI.DE).
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: ENEL.MI or DBXI.DE.
Key characteristics
| ENEL.MI | DBXI.DE | |
|---|---|---|
| YTD Return | 4.53% | 14.69% |
| 1Y Return | 13.76% | 21.77% |
| 3Y Return (Ann) | 4.23% | 11.51% |
| 5Y Return (Ann) | 4.91% | 11.36% |
| 10Y Return (Ann) | 10.69% | 9.42% |
| Sharpe Ratio | 0.79 | 1.48 |
| Sortino Ratio | 1.18 | 1.99 |
| Omega Ratio | 1.14 | 1.26 |
| Calmar Ratio | 0.59 | 1.90 |
| Martin Ratio | 2.43 | 7.53 |
| Ulcer Index | 5.19% | 2.65% |
| Daily Std Dev | 15.93% | 13.54% |
| Max Drawdown | -58.83% | -69.40% |
| Current Drawdown | -10.17% | -4.56% |
Correlation
The correlation between ENEL.MI and DBXI.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ENEL.MI vs. DBXI.DE - Performance Comparison
In the year-to-date period, ENEL.MI achieves a 4.53% return, which is significantly lower than DBXI.DE's 14.69% return. Over the past 10 years, ENEL.MI has outperformed DBXI.DE with an annualized return of 10.69%, while DBXI.DE has yielded a comparatively lower 9.42% 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
ENEL.MI vs. DBXI.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enel SpA (ENEL.MI) 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.
Dividends
ENEL.MI vs. DBXI.DE - Dividend Comparison
ENEL.MI's dividend yield for the trailing twelve months is around 6.52%, more than DBXI.DE's 4.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENEL.MI Enel SpA | 6.52% | 5.94% | 7.55% | 5.08% | 3.96% | 3.96% | 4.42% | 3.12% | 1.91% | 1.28% | 3.52% | 4.73% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 4.67% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% | 2.24% | 1.82% |
Drawdowns
ENEL.MI vs. DBXI.DE - Drawdown Comparison
The maximum ENEL.MI drawdown since its inception was -58.83%, smaller than the maximum DBXI.DE drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for ENEL.MI and DBXI.DE. For additional features, visit the drawdowns tool.
Volatility
ENEL.MI vs. DBXI.DE - Volatility Comparison
Enel SpA (ENEL.MI) has a higher volatility of 6.16% compared to Xtrackers FTSE MIB UCITS ETF (DBXI.DE) at 5.17%. This indicates that ENEL.MI's price experiences larger fluctuations and is considered to be riskier than DBXI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.