EXW1.DE vs. DBXI.DE
EXW1.DE (iShares EURO STOXX 50 UCITS ETF (DE)) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - EXW1.DE tracks the EURO STOXX® 50 while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, EXW1.DE returned 10.49%/yr vs 14.91%/yr for DBXI.DE. A 0.76 correlation means they provide meaningful diversification when combined. EXW1.DE charges 0.10%/yr vs 0.30%/yr for DBXI.DE.
Performance
EXW1.DE vs. DBXI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXW1.DE achieves a 7.31% return, which is significantly lower than DBXI.DE's 14.49% return. Over the past 10 years, EXW1.DE has underperformed DBXI.DE with an annualized return of 10.49%, while DBXI.DE has yielded a comparatively higher 14.91% annualized return.
EXW1.DE
- 1D
- 0.74%
- 1M
- 4.59%
- YTD
- 7.31%
- 6M
- 8.68%
- 1Y
- 15.82%
- 3Y*
- 15.60%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
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%
EXW1.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 7.31% | 22.07% | 11.03% | 22.41% | -8.72% | 23.47% | -3.08% | 30.12% | -12.05% | 10.04% |
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 EXW1.DE and DBXI.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2007 | 0.76 |
The correlation between EXW1.DE and DBXI.DE has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.
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Return for Risk
EXW1.DE vs. DBXI.DE — Risk / Return Rank
EXW1.DE
DBXI.DE
EXW1.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.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.
| EXW1.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.34 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 3.17 | -1.70 |
| Martin ratioReturn relative to average drawdown | 4.97 | 11.42 | -6.45 |
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
| EXW1.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.94 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.09 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.75 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.19 | +0.02 |
Drawdowns
EXW1.DE vs. DBXI.DE - Drawdown Comparison
The maximum EXW1.DE drawdown since its inception was -57.82%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for EXW1.DE and DBXI.DE.
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Drawdown Indicators
| EXW1.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.82% | -69.49% | +11.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -9.62% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -16.59% | -17.56% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -25.10% | +1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -38.49% | -40.46% | +1.97% |
Current DrawdownCurrent decline from peak | -0.54% | -0.77% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -29.56% | +13.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.67% | +0.51% |
Volatility
EXW1.DE vs. DBXI.DE - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) has a higher volatility of 4.90% compared to Xtrackers FTSE MIB UCITS ETF (DBXI.DE) at 4.63%. This indicates that EXW1.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
| EXW1.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.63% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 12.34% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 15.69% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 18.31% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 20.37% | -2.17% |
EXW1.DE vs. DBXI.DE - Expense Ratio Comparison
EXW1.DE has a 0.10% expense ratio, which is lower than DBXI.DE's 0.30% expense ratio.
Dividends
EXW1.DE vs. DBXI.DE - Dividend Comparison
EXW1.DE's dividend yield for the trailing twelve months is around 2.30%, less 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% |
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 2.30% | 2.42% | 2.85% | 2.83% | 2.73% | 2.50% | 1.97% | 2.82% | 3.18% | 3.92% | 3.29% | 3.48% |
Frequently Asked Questions
EXW1.DE and DBXI.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXW1.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXW1.DE is cheaper with a 0.10% expense ratio, compared with 0.30% for DBXI.DE.
EXW1.DE tracks EURO STOXX® 50, while DBXI.DE tracks FTSE MIB. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for EXW1.DE and 0.30% for DBXI.DE.
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