FEUR.DE vs. DBXI.DE
FEUR.DE (Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - FEUR.DE tracks the MSCI Europe NR EUR while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, FEUR.DE returned 8.30%/yr vs 19.73%/yr for DBXI.DE. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
FEUR.DE vs. DBXI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FEUR.DE achieves a 6.02% return, which is significantly lower than DBXI.DE's 14.49% return.
FEUR.DE
- 1D
- 0.83%
- 1M
- 3.37%
- YTD
- 6.02%
- 6M
- 8.42%
- 1Y
- 12.02%
- 3Y*
- 11.32%
- 5Y*
- 8.30%
- 10Y*
- —
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%
FEUR.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FEUR.DE Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc | 6.02% | 17.35% | 7.16% | 13.97% | -10.43% | 25.84% | 9.40% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | 14.03% |
Correlation
The correlation between FEUR.DE and DBXI.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.81 |
The correlation between FEUR.DE and DBXI.DE has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.
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Return for Risk
FEUR.DE vs. DBXI.DE — Risk / Return Rank
FEUR.DE
DBXI.DE
FEUR.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.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.
| FEUR.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.34 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 3.17 | -1.96 |
| Martin ratioReturn relative to average drawdown | 4.33 | 11.42 | -7.09 |
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
| FEUR.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.94 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 1.09 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.19 | +0.54 |
Drawdowns
FEUR.DE vs. DBXI.DE - Drawdown Comparison
The maximum FEUR.DE drawdown since its inception was -20.36%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for FEUR.DE and DBXI.DE.
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Drawdown Indicators
| FEUR.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.36% | -69.49% | +49.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.91% | -9.62% | -0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -16.21% | -17.56% | +1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -25.10% | +4.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.46% | — |
Current DrawdownCurrent decline from peak | -1.59% | -0.77% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -29.56% | +25.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.67% | +0.10% |
Volatility
FEUR.DE vs. DBXI.DE - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.DE) is 4.22%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 4.63%. This indicates that FEUR.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
| FEUR.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 4.63% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 12.34% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 15.69% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 18.31% | -3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.81% | 20.37% | -5.56% |
FEUR.DE vs. DBXI.DE - Expense Ratio Comparison
Both FEUR.DE and DBXI.DE have an expense ratio of 0.30%.
Dividends
FEUR.DE vs. DBXI.DE - Dividend Comparison
FEUR.DE has not paid dividends to shareholders, while DBXI.DE's dividend yield for the trailing twelve months is around 3.63%.
| 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% |
FEUR.DE Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FEUR.DE and DBXI.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FEUR.DE and DBXI.DE have the same expense ratio: 0.30% per year.
FEUR.DE tracks MSCI Europe NR EUR, while DBXI.DE tracks FTSE MIB. They also come from different issuers: Fidelity and Xtrackers.
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