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IRDEY vs. DBXI.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IRDEYDBXI.DE

Correlation

-0.50.00.51.00.0

The correlation between IRDEY and DBXI.DE is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

IRDEY vs. DBXI.DE - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%AprilMayJuneJulyAugustSeptember0
3.25%
IRDEY
DBXI.DE

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Risk-Adjusted Performance

IRDEY vs. DBXI.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iren SpA ADR (IRDEY) 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.


IRDEY
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for IRDEY, currently valued at 0.00, compared to the broader market0.001.002.003.004.005.000.00
DBXI.DE
Sharpe ratio
The chart of Sharpe ratio for DBXI.DE, currently valued at 1.69, compared to the broader market-4.00-2.000.002.001.69
Sortino ratio
The chart of Sortino ratio for DBXI.DE, currently valued at 2.37, compared to the broader market-6.00-4.00-2.000.002.004.002.37
Omega ratio
The chart of Omega ratio for DBXI.DE, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for DBXI.DE, currently valued at 2.35, compared to the broader market0.001.002.003.004.005.002.35
Martin ratio
The chart of Martin ratio for DBXI.DE, currently valued at 8.55, compared to the broader market-10.00-5.000.005.0010.0015.0020.008.55

IRDEY vs. DBXI.DE - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-1.00
1.69
IRDEY
DBXI.DE

Dividends

IRDEY vs. DBXI.DE - Dividend Comparison

IRDEY has not paid dividends to shareholders, while DBXI.DE's dividend yield for the trailing twelve months is around 4.67%.


TTM20232022202120202019201820172016201520142013
IRDEY
Iren SpA ADR
0.00%6.36%6.80%3.41%0.00%0.00%3.38%2.35%3.98%3.41%6.51%4.52%
DBXI.DE
Xtrackers FTSE MIB UCITS ETF
4.67%3.78%7.45%0.94%4.23%3.33%2.66%1.94%2.51%0.15%2.24%1.82%

Drawdowns

IRDEY vs. DBXI.DE - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-36.01%
-1.57%
IRDEY
DBXI.DE

Volatility

IRDEY vs. DBXI.DE - Volatility Comparison

The current volatility for Iren SpA ADR (IRDEY) is 0.00%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 3.84%. This indicates that IRDEY 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.


0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember0
3.84%
IRDEY
DBXI.DE