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EXS1.DE vs. DBXD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXS1.DE vs. DBXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core DAX UCITS ETF (DE) (EXS1.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EXS1.DE having a 1.33% return and DBXD.DE slightly higher at 1.35%. Both investments have delivered pretty close results over the past 10 years, with EXS1.DE having a 8.88% annualized return and DBXD.DE not far ahead at 8.92%.


EXS1.DE

1D
0.59%
1M
2.03%
YTD
1.33%
6M
4.02%
1Y
2.26%
3Y*
15.45%
5Y*
9.09%
10Y*
8.88%

DBXD.DE

1D
0.50%
1M
2.02%
YTD
1.35%
6M
3.97%
1Y
2.31%
3Y*
15.51%
5Y*
9.16%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXS1.DE vs. DBXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXS1.DE
iShares Core DAX UCITS ETF (DE)
1.33%22.63%18.07%19.45%-12.79%15.16%2.98%24.67%-18.48%12.30%
DBXD.DE
Xtrackers DAX UCITS ETF 1C
1.35%22.65%18.18%19.60%-12.74%15.26%3.11%24.69%-18.52%12.12%

Correlation

The correlation between EXS1.DE and DBXD.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2007

0.99

The correlation between EXS1.DE and DBXD.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

EXS1.DE vs. DBXD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXS1.DE
EXS1.DE Risk / Return Rank: 1111
Overall Rank
EXS1.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EXS1.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EXS1.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EXS1.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EXS1.DE Martin Ratio Rank: 1212
Martin Ratio Rank

DBXD.DE
DBXD.DE Risk / Return Rank: 1111
Overall Rank
DBXD.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DBXD.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
DBXD.DE Omega Ratio Rank: 1111
Omega Ratio Rank
DBXD.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
DBXD.DE Martin Ratio Rank: 1212
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.

EXS1.DE vs. DBXD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.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.


EXS1.DEDBXD.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.04

1.04

0.00

Calmar ratioReturn relative to maximum drawdown

0.18

0.19

0.00

Martin ratioReturn relative to average drawdown

0.57

0.58

-0.01

EXS1.DE vs. DBXD.DE - Sharpe Ratio Comparison

The current EXS1.DE Sharpe Ratio is 0.14, which is comparable to the DBXD.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of EXS1.DE and DBXD.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


EXS1.DEDBXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.14

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.53

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.48

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.31

-0.10

Drawdowns

EXS1.DE vs. DBXD.DE - Drawdown Comparison

The maximum EXS1.DE drawdown since its inception was -68.00%, which is greater than DBXD.DE's maximum drawdown of -54.98%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and DBXD.DE.


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Drawdown Indicators


EXS1.DEDBXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.00%

-54.98%

-13.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-12.28%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-15.93%

-15.92%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-26.69%

-26.70%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

-38.83%

+0.15%

Current Drawdown

Current decline from peak

-2.23%

-2.23%

0.00%

Average Drawdown

Average peak-to-trough decline

-17.04%

-11.34%

-5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

3.97%

+0.02%

Volatility

EXS1.DE vs. DBXD.DE - Volatility Comparison

iShares Core DAX UCITS ETF (DE) (EXS1.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.DE) have volatilities of 5.16% and 5.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXS1.DEDBXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

5.10%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

12.95%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

16.13%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

17.16%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

18.35%

+0.01%

EXS1.DE vs. DBXD.DE - Expense Ratio Comparison

EXS1.DE has a 0.16% expense ratio, which is higher than DBXD.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EXS1.DE vs. DBXD.DE - Dividend Comparison

Neither EXS1.DE nor DBXD.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBXD.DE
Xtrackers DAX 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%
EXS1.DE
iShares Core DAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.51%0.48%0.73%0.66%

Frequently Asked Questions


With a correlation of 0.99, EXS1.DE and DBXD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DBXD.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBXD.DE is cheaper with a 0.09% expense ratio, compared with 0.16% for EXS1.DE.

Both ETFs track DAX®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.16% for EXS1.DE and 0.09% for DBXD.DE.

Portfolio Optimizer

Find the right allocation for EXS1.DE and DBXD.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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