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EXSE.DE vs. DBXI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EXSE.DE vs. DBXI.DE

Last updated Jun 5, 2026

EXSE.DE (iShares STOXX Europe Small 200 UCITS ETF (DE)) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - EXSE.DE tracks the STOXX® Europe Small 200 while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, EXSE.DE returned 7.21%/yr vs 14.91%/yr for DBXI.DE. A 0.68 correlation means they provide meaningful diversification when combined. EXSE.DE charges 0.20%/yr vs 0.30%/yr for DBXI.DE.

Performance

EXSE.DE vs. DBXI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) and Xtrackers FTSE MIB UCITS ETF (DBXI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXSE.DE achieves a 7.33% return, which is significantly lower than DBXI.DE's 14.49% return. Over the past 10 years, EXSE.DE has underperformed DBXI.DE with an annualized return of 7.21%, while DBXI.DE has yielded a comparatively higher 14.91% annualized return.

EXSE.DE

1D
0.55%
1M
1.10%
YTD
7.33%
6M
10.98%
1Y
15.08%
3Y*
11.63%
5Y*
3.52%
10Y*
7.21%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSE.DE vs. DBXI.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EXSE.DE
iShares STOXX Europe Small 200 UCITS ETF (DE)		7.33%18.59%3.15%12.44%-23.69%22.14%4.50%30.93%-13.60%17.93%
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 EXSE.DE and DBXI.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.73

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

0.75

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

0.77

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

0.74

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

0.68

The correlation between EXSE.DE and DBXI.DE has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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iShares STOXX Europe Small 200 UCITS ETF (DE)

Xtrackers FTSE MIB UCITS ETF

Often compared with EXSE.DE:
EXSE.DE vs. EXSA.DEEXSE.DE vs. SXRV.DEEXSE.DE vs. SXR8.DEEXSE.DE vs. SEC0.DEEXSE.DE vs. EUNL.DEEXSE.DE vs. QDVE.DEEXSE.DE vs. AMES.DE
Often compared with DBXI.DE:
DBXI.DE vs. ENEL.MIDBXI.DE vs. CEMR.DEDBXI.DE vs. SRG.MIDBXI.DE vs. ARZGYDBXI.DE vs. SNADBXI.DE vs. ^GSPCDBXI.DE vs. SPY

Return for Risk

EXSE.DE vs. DBXI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EXSE.DE
EXSE.DE Risk / Return Rank: 3333
Overall Rank
EXSE.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EXSE.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
EXSE.DE Omega Ratio Rank: 3232
Omega Ratio Rank
EXSE.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
EXSE.DE Martin Ratio Rank: 3636
Martin Ratio Rank
DBXI.DE
DBXI.DE Risk / Return Rank: 6060
Overall Rank
DBXI.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DBXI.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
DBXI.DE Omega Ratio Rank: 5656
Omega Ratio Rank
DBXI.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
DBXI.DE Martin Ratio Rank: 6464
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.

EXSE.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.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.

EXSE.DEDBXI.DEDifference
Sharpe ratioReturn per unit of total volatility
1.16
1.94

-0.79

Sortino ratioReturn per unit of downside risk
1.69
2.70

-1.00

Omega ratioGain probability vs. loss probability

1.21

1.34

-0.13

Calmar ratioReturn relative to maximum drawdown

1.49

3.17

-1.68

Martin ratioReturn relative to average drawdown

5.48

11.42

-5.94

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXSE.DE vs. DBXI.DE - Sharpe Ratio Comparison

The current EXSE.DE Sharpe Ratio is 1.16, which is lower than the DBXI.DE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of EXSE.DE and DBXI.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

EXSE.DEDBXI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.94

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

1.09

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.75

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.19

+0.20

Drawdowns

EXSE.DE vs. DBXI.DE - Drawdown Comparison

The maximum EXSE.DE drawdown since its inception was -62.51%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for EXSE.DE and DBXI.DE.

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Drawdown Indicators

EXSE.DEDBXI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.51%

-69.49%

+6.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-9.62%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-15.61%

-17.56%

+1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-35.13%

-25.10%

-10.03%

Max Drawdown (10Y)

Largest decline over 10 years

-38.03%

-40.46%

+2.43%

Current Drawdown

Current decline from peak

-1.14%

-0.77%

-0.37%

Average Drawdown

Average peak-to-trough decline

-12.96%

-29.56%

+16.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.67%

+0.15%

Volatility

EXSE.DE vs. DBXI.DE - Volatility Comparison

The current volatility for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) is 3.72%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 4.63%. This indicates that EXSE.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

EXSE.DEDBXI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

4.63%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

12.34%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

15.69%

-2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

18.31%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

20.37%

-3.03%

EXSE.DE vs. DBXI.DE - Expense Ratio Comparison

EXSE.DE has a 0.20% expense ratio, which is lower than DBXI.DE's 0.30% expense ratio.

Dividends

EXSE.DE vs. DBXI.DE - Dividend Comparison

EXSE.DE's dividend yield for the trailing twelve months is around 2.67%, less than DBXI.DE's 3.63% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
EXSE.DE
iShares STOXX Europe Small 200 UCITS ETF (DE)		2.67%2.91%2.58%2.29%2.59%1.43%1.25%2.13%2.59%3.45%2.83%2.87%

Frequently Asked Questions

EXSE.DE and DBXI.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXSE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXSE.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for DBXI.DE.

EXSE.DE tracks STOXX® Europe Small 200, while DBXI.DE tracks FTSE MIB. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for EXSE.DE and 0.30% for DBXI.DE.

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