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EXXW.DE vs. DBX8.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXXW.DE vs. DBX8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) and Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE). The values are adjusted to include any dividend payments, if applicable.

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EXXW.DE vs. DBX8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXXW.DE
iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)
11.63%15.94%13.25%9.56%4.03%12.54%-18.74%18.28%-10.70%2.63%
DBX8.DE
Xtrackers MSCI Korea UCITS ETF 1C
33.22%77.39%-18.45%15.93%-23.95%-0.54%30.13%14.92%-18.04%28.39%

Returns By Period

In the year-to-date period, EXXW.DE achieves a 11.63% return, which is significantly lower than DBX8.DE's 33.22% return. Over the past 10 years, EXXW.DE has underperformed DBX8.DE with an annualized return of 7.42%, while DBX8.DE has yielded a comparatively higher 11.73% annualized return.


EXXW.DE

1D
1.91%
1M
-2.54%
YTD
11.63%
6M
18.67%
1Y
33.08%
3Y*
17.32%
5Y*
10.58%
10Y*
7.42%

DBX8.DE

1D
9.53%
1M
-11.06%
YTD
33.22%
6M
64.28%
1Y
126.93%
3Y*
28.12%
5Y*
9.19%
10Y*
11.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EXXW.DE vs. DBX8.DE - Expense Ratio Comparison

EXXW.DE has a 0.31% expense ratio, which is lower than DBX8.DE's 0.45% expense ratio.


Return for Risk

EXXW.DE vs. DBX8.DE — Risk / Return Rank

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

EXXW.DE
EXXW.DE Risk / Return Rank: 9090
Overall Rank
EXXW.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EXXW.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
EXXW.DE Omega Ratio Rank: 8989
Omega Ratio Rank
EXXW.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
EXXW.DE Martin Ratio Rank: 9494
Martin Ratio Rank

DBX8.DE
DBX8.DE Risk / Return Rank: 9797
Overall Rank
DBX8.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DBX8.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
DBX8.DE Omega Ratio Rank: 9797
Omega Ratio Rank
DBX8.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
DBX8.DE Martin Ratio Rank: 9696
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.

EXXW.DE vs. DBX8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) and Xtrackers MSCI Korea UCITS ETF 1C (DBX8.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.


EXXW.DEDBX8.DEDifference

Sharpe ratio

Return per unit of total volatility

2.00

3.23

-1.23

Sortino ratio

Return per unit of downside risk

2.62

3.82

-1.20

Omega ratio

Gain probability vs. loss probability

1.39

1.56

-0.18

Calmar ratio

Return relative to maximum drawdown

3.10

6.08

-2.98

Martin ratio

Return relative to average drawdown

14.96

19.35

-4.39

EXXW.DE vs. DBX8.DE - Sharpe Ratio Comparison

The current EXXW.DE Sharpe Ratio is 2.00, which is lower than the DBX8.DE Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of EXXW.DE and DBX8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EXXW.DEDBX8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

3.23

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.36

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.48

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.22

+0.06

Correlation

The correlation between EXXW.DE and DBX8.DE is 0.54, 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.


Dividends

EXXW.DE vs. DBX8.DE - Dividend Comparison

EXXW.DE's dividend yield for the trailing twelve months is around 3.81%, while DBX8.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EXXW.DE
iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)
3.81%4.60%5.32%5.98%7.16%5.56%4.64%5.67%5.04%7.91%4.27%5.52%
DBX8.DE
Xtrackers MSCI Korea 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%

Drawdowns

EXXW.DE vs. DBX8.DE - Drawdown Comparison

The maximum EXXW.DE drawdown since its inception was -66.89%, roughly equal to the maximum DBX8.DE drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for EXXW.DE and DBX8.DE.


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Drawdown Indicators


EXXW.DEDBX8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.89%

-68.01%

+1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-21.19%

+6.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-41.52%

+21.42%

Max Drawdown (10Y)

Largest decline over 10 years

-41.88%

-41.89%

+0.01%

Current Drawdown

Current decline from peak

-3.58%

-13.68%

+10.10%

Average Drawdown

Average peak-to-trough decline

-11.63%

-17.68%

+6.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

6.66%

-4.37%

Volatility

EXXW.DE vs. DBX8.DE - Volatility Comparison

The current volatility for iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) is 4.88%, while Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) has a volatility of 16.93%. This indicates that EXXW.DE experiences smaller price fluctuations and is considered to be less risky than DBX8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXXW.DEDBX8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

16.93%

-12.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

35.08%

-25.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.49%

39.18%

-22.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

25.64%

-12.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

25.04%

-9.10%