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ISEU.L vs. DBXI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISEU.L vs. DBXI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Europe UCITS Dist (ISEU.L) and Xtrackers FTSE MIB UCITS ETF (DBXI.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISEU.L vs. DBXI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

ISEU.L
ISEU.L Risk / Return Rank: 3434
Overall Rank
ISEU.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ISEU.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
ISEU.L Omega Ratio Rank: 3434
Omega Ratio Rank
ISEU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
ISEU.L Martin Ratio Rank: 3737
Martin Ratio Rank

DBXI.DE
DBXI.DE Risk / Return Rank: 6060
Overall Rank
DBXI.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DBXI.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
DBXI.DE Omega Ratio Rank: 5656
Omega Ratio Rank
DBXI.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
DBXI.DE Martin Ratio Rank: 6464
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.

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.LDBXI.DEDifference
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

ISEU.L vs. DBXI.DE - Sharpe Ratio Comparison

The current ISEU.L Sharpe Ratio is 1.19, which is lower than the DBXI.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of ISEU.L and DBXI.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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Sharpe Ratios by Period


ISEU.LDBXI.DEDifference

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.LDBXI.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.38%

-0.93%

-0.45%

Average Drawdown

Average peak-to-trough decline

-6.33%

-35.55%

+29.22%

Ulcer Index

Depth 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.LDBXI.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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