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EXXX.DE vs. DBXS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXXX.DE vs. DBXS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares ATX UCITS ETF (DE) (EXXX.DE) and Xtrackers Switzerland UCITS ETF (Dist) (DBXS.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, EXXX.DE achieves a 22.53% return, which is significantly higher than DBXS.DE's 10.18% return. Over the past 10 years, EXXX.DE has outperformed DBXS.DE with an annualized return of 14.21%, while DBXS.DE has yielded a comparatively lower 9.47% annualized return.


EXXX.DE

1D
-1.55%
1M
-2.82%
6M
19.05%
YTD
22.53%
1Y
45.03%
3Y*
30.20%
5Y*
17.45%
10Y*
14.21%

DBXS.DE

1D
0.65%
1M
3.73%
6M
9.03%
YTD
10.18%
1Y
23.16%
3Y*
11.78%
5Y*
8.44%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXXX.DE vs. DBXS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXXX.DE
iShares ATX UCITS ETF (DE)
22.53%51.31%10.39%13.71%-16.43%42.16%-11.27%19.95%-18.96%32.71%
DBXS.DE
Xtrackers Switzerland UCITS ETF (Dist)
10.18%19.12%3.77%10.63%-11.87%28.73%1.61%35.45%-4.24%7.02%

Correlation

The correlation between EXXX.DE and DBXS.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.29

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

0.31

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2007

0.44

The correlation between EXXX.DE and DBXS.DE shifts across timeframes, from 0.29 (3 years) to 0.44 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EXXX.DE vs. DBXS.DE — Risk / Return Rank

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

EXXX.DE
EXXX.DE Risk / Return Rank: 9191
Overall Rank
EXXX.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EXXX.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
EXXX.DE Omega Ratio Rank: 8989
Omega Ratio Rank
EXXX.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
EXXX.DE Martin Ratio Rank: 8888
Martin Ratio Rank

DBXS.DE
DBXS.DE Risk / Return Rank: 6161
Overall Rank
DBXS.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DBXS.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
DBXS.DE Omega Ratio Rank: 6767
Omega Ratio Rank
DBXS.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
DBXS.DE Martin Ratio Rank: 5252
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.

EXXX.DE vs. DBXS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ATX UCITS ETF (DE) (EXXX.DE) and Xtrackers Switzerland UCITS ETF (Dist) (DBXS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EXXX.DEDBXS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.43

1.30

+0.14

Calmar ratioReturn relative to maximum drawdown

4.19

1.91

+2.27

Martin ratioReturn relative to average drawdown

14.04

6.57

+7.47

EXXX.DE vs. DBXS.DE - Sharpe Ratio Comparison

The current EXXX.DE Sharpe Ratio is 2.56, which is higher than the DBXS.DE Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of EXXX.DE and DBXS.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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Drawdowns

EXXX.DE vs. DBXS.DE - Drawdown Comparison

The maximum EXXX.DE drawdown since its inception was -71.43%, which is greater than DBXS.DE's maximum drawdown of -48.29%. Use the drawdown chart below to compare losses from any high point for EXXX.DE and DBXS.DE.


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Drawdown Indicators


EXXX.DEDBXS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.43%

-48.29%

-23.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-12.05%

+1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-16.11%

-14.48%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-32.69%

-17.19%

-15.50%

Max Drawdown (10Y)

Largest decline over 10 years

-52.90%

-25.14%

-27.76%

Current Drawdown

Current decline from peak

-3.48%

-1.37%

-2.11%

Average Drawdown

Average peak-to-trough decline

-28.47%

-8.72%

-19.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.51%

-0.31%

Volatility

EXXX.DE vs. DBXS.DE - Volatility Comparison

iShares ATX UCITS ETF (DE) (EXXX.DE) has a higher volatility of 4.88% compared to Xtrackers Switzerland UCITS ETF (Dist) (DBXS.DE) at 3.74%. This indicates that EXXX.DE's price experiences larger fluctuations and is considered to be riskier than DBXS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXXX.DEDBXS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

3.74%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.74%

10.88%

+3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.54%

13.80%

+3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.15%

13.40%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

13.99%

+5.94%

EXXX.DE vs. DBXS.DE - Expense Ratio Comparison

EXXX.DE has a 0.32% expense ratio, which is higher than DBXS.DE's 0.30% expense ratio.


Dividends

EXXX.DE vs. DBXS.DE - Dividend Comparison

EXXX.DE's dividend yield for the trailing twelve months is around 3.01%, more than DBXS.DE's 1.38% yield.


PositionTTM20252024202320222021202020192018201720162015
DBXS.DE
Xtrackers Switzerland UCITS ETF (Dist)
1.38%1.52%1.63%1.76%3.25%1.20%1.59%1.21%2.35%1.32%1.06%1.25%
EXXX.DE
iShares ATX UCITS ETF (DE)
3.01%2.53%4.30%3.53%3.61%1.04%1.18%1.73%0.48%0.65%1.08%1.65%

Frequently Asked Questions


EXXX.DE and DBXS.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBXS.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBXS.DE is cheaper with a 0.30% expense ratio, compared with 0.32% for EXXX.DE.

EXXX.DE tracks ATX Index, while DBXS.DE tracks Solactive Swiss Large Cap Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.32% for EXXX.DE and 0.30% for DBXS.DE.

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