ISEU.L vs. DBXI.DE
ISEU.L (iShares MSCI Europe UCITS Dist) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - ISEU.L tracks the MSCI Europe NR EUR while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, ISEU.L returned 8.98%/yr vs 18.62%/yr for DBXI.DE. A 0.79 correlation means they provide meaningful diversification when combined. ISEU.L charges 1.00%/yr vs 0.30%/yr for DBXI.DE.
Performance
ISEU.L vs. DBXI.DE - Performance Comparison
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Different Trading Currencies
ISEU.L is traded in USD, while DBXI.DE is traded in EUR. To make them comparable, the DBXI.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ISEU.L achieves a 6.49% return, which is significantly lower than DBXI.DE's 13.17% return.
ISEU.L
- 1D
- 0.66%
- 1M
- 2.76%
- YTD
- 6.49%
- 6M
- 9.55%
- 1Y
- 18.11%
- 3Y*
- 16.86%
- 5Y*
- 8.98%
- 10Y*
- —
DBXI.DE
- 1D
- 0.33%
- 1M
- 4.08%
- YTD
- 13.17%
- 6M
- 17.86%
- 1Y
- 32.86%
- 3Y*
- 32.47%
- 5Y*
- 18.62%
- 10Y*
- 15.17%
ISEU.L vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISEU.L iShares MSCI Europe UCITS Dist | 6.49% | 35.19% | 2.19% | 19.52% | -13.73% | 15.84% | 5.73% | 23.56% | -14.38% | 26.22% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 13.17% | 55.23% | 11.50% | 37.61% | -14.09% | 16.53% | 5.07% | 30.21% | -18.51% | 32.93% |
Correlation
The correlation between ISEU.L and DBXI.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2016 | 0.79 |
The correlation between ISEU.L and DBXI.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.
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Return for Risk
ISEU.L vs. DBXI.DE — Risk / Return Rank
ISEU.L
DBXI.DE
ISEU.L vs. DBXI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (ISEU.L) 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.
| ISEU.L | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.88 | -1.31 |
| Martin ratioReturn relative to average drawdown | 5.63 | 10.23 | -4.60 |
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
| ISEU.L | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.86 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.87 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.13 | +0.48 |
Drawdowns
ISEU.L vs. DBXI.DE - Drawdown Comparison
The maximum ISEU.L drawdown since its inception was -36.02%, smaller than the maximum DBXI.DE drawdown of -71.51%. Use the drawdown chart below to compare losses from any high point for ISEU.L and DBXI.DE.
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Drawdown Indicators
| ISEU.L | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.02% | -71.51% | +35.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -11.36% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -14.15% | -17.23% | +3.08% |
Max Drawdown (5Y)Largest decline over 5 years | -30.77% | -35.29% | +4.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.08% | — |
Current DrawdownCurrent decline from peak | -1.38% | -0.93% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -35.55% | +29.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.20% | +0.01% |
Volatility
ISEU.L vs. DBXI.DE - Volatility Comparison
iShares MSCI Europe UCITS Dist (ISEU.L) and Xtrackers FTSE MIB UCITS ETF (DBXI.DE) have volatilities of 5.35% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISEU.L | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 5.34% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 14.10% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 17.56% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.66% | 21.61% | -3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 22.71% | -5.10% |
ISEU.L vs. DBXI.DE - Expense Ratio Comparison
ISEU.L has a 1.00% expense ratio, which is higher than DBXI.DE's 0.30% expense ratio.
Dividends
ISEU.L vs. DBXI.DE - Dividend Comparison
ISEU.L's dividend yield for the trailing twelve months is around 2.54%, 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% |
ISEU.L iShares MSCI Europe UCITS Dist | 2.54% | 2.46% | 3.00% | 2.81% | 2.86% | 2.36% | 1.91% | 3.03% | 3.28% | 2.48% | 0.00% | 0.00% |
Frequently Asked Questions
ISEU.L 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.
On fees, DBXI.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXI.DE is cheaper with a 0.30% expense ratio, compared with 1.00% for ISEU.L.
ISEU.L tracks MSCI Europe NR EUR, while DBXI.DE tracks FTSE MIB. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 1.00% for ISEU.L and 0.30% for DBXI.DE.
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