ES50.DE vs. DBXI.DE
ES50.DE (iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - ES50.DE tracks the EURO STOXX 50 ESG Index while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past year, ES50.DE returned 18.74% vs 29.63% for DBXI.DE. Their correlation of 0.82 suggests significant overlap in exposure. ES50.DE charges 0.10%/yr vs 0.30%/yr for DBXI.DE.
Performance
ES50.DE vs. DBXI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ES50.DE achieves a 8.46% return, which is significantly lower than DBXI.DE's 14.49% return.
ES50.DE
- 1D
- 0.43%
- 1M
- 2.34%
- YTD
- 8.46%
- 6M
- 9.98%
- 1Y
- 18.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
ES50.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 8.46% | 25.72% | 13.20% | 6.66% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 6.06% |
Correlation
The correlation between ES50.DE and DBXI.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 (All Time) Calculated using the full available price history since Jul 27, 2023 | 0.82 |
The correlation between ES50.DE and DBXI.DE has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.
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Return for Risk
ES50.DE vs. DBXI.DE — Risk / Return Rank
ES50.DE
DBXI.DE
ES50.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.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.
| ES50.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 3.17 | -1.55 |
| Martin ratioReturn relative to average drawdown | 5.62 | 11.42 | -5.80 |
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
| ES50.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.94 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.09 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.19 | +1.01 |
Drawdowns
ES50.DE vs. DBXI.DE - Drawdown Comparison
The maximum ES50.DE drawdown since its inception was -15.53%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for ES50.DE and DBXI.DE.
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Drawdown Indicators
| ES50.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.53% | -69.49% | +53.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -9.62% | -2.08% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.56% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.10% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.46% | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.77% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -29.56% | +27.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.67% | +0.71% |
Volatility
ES50.DE vs. DBXI.DE - Volatility Comparison
iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) has a higher volatility of 5.08% compared to Xtrackers FTSE MIB UCITS ETF (DBXI.DE) at 4.63%. This indicates that ES50.DE'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.
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Volatility by Period
| ES50.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 4.63% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 12.34% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 15.69% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 18.31% | -2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 20.37% | -4.61% |
ES50.DE vs. DBXI.DE - Expense Ratio Comparison
ES50.DE has a 0.10% expense ratio, which is lower than DBXI.DE's 0.30% expense ratio.
Dividends
ES50.DE vs. DBXI.DE - Dividend Comparison
ES50.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% |
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 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
ES50.DE and DBXI.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, ES50.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ES50.DE is cheaper with a 0.10% expense ratio, compared with 0.30% for DBXI.DE.
ES50.DE tracks EURO STOXX 50 ESG Index, while DBXI.DE tracks FTSE MIB. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for ES50.DE and 0.30% for DBXI.DE.
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