MAGR.DE vs. DBX0.DE
MAGR.DE (iShares Growth Portfolio UCITS ETF EUR (Acc)) and DBX0.DE (Xtrackers Portfolio UCITS ETF (Acc)) are both Global Allocation funds. Both are actively managed. Over the past 5 years, MAGR.DE returned 7.31%/yr vs 5.70%/yr for DBX0.DE. At a 0.49 correlation, their price movements are largely independent. MAGR.DE charges 0.25%/yr vs 0.70%/yr for DBX0.DE.
Performance
MAGR.DE vs. DBX0.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MAGR.DE achieves a 12.86% return, which is significantly higher than DBX0.DE's 10.53% return.
MAGR.DE
- 1D
- 0.83%
- 1M
- 0.35%
- 6M
- 13.16%
- YTD
- 12.86%
- 1Y
- 22.62%
- 3Y*
- 14.70%
- 5Y*
- 7.31%
- 10Y*
- —
DBX0.DE
- 1D
- 0.31%
- 1M
- 1.00%
- 6M
- 10.70%
- YTD
- 10.53%
- 1Y
- 19.52%
- 3Y*
- 11.74%
- 5Y*
- 5.70%
- 10Y*
- 6.92%
MAGR.DE vs. DBX0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MAGR.DE iShares Growth Portfolio UCITS ETF EUR (Acc) | 12.86% | 10.23% | 16.33% | 12.00% | -18.48% | 17.95% | 7.91% |
DBX0.DE Xtrackers Portfolio UCITS ETF (Acc) | 10.53% | 8.75% | 10.83% | 11.97% | -15.01% | 14.60% | 9.66% |
Correlation
The correlation between MAGR.DE and DBX0.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.49 |
The correlation between MAGR.DE and DBX0.DE has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MAGR.DE vs. DBX0.DE — Risk / Return Rank
MAGR.DE
DBX0.DE
MAGR.DE vs. DBX0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Growth Portfolio UCITS ETF EUR (Acc) (MAGR.DE) and Xtrackers Portfolio UCITS ETF (Acc) (DBX0.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.
| MAGR.DE | DBX0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 4.19 | -1.21 |
| Martin ratioReturn relative to average drawdown | 12.47 | 13.95 | -1.48 |
Loading charts...
Drawdowns
MAGR.DE vs. DBX0.DE - Drawdown Comparison
The maximum MAGR.DE drawdown since its inception was -21.40%, smaller than the maximum DBX0.DE drawdown of -29.17%. Use the drawdown chart below to compare losses from any high point for MAGR.DE and DBX0.DE.
Loading charts...
Drawdown Indicators
| MAGR.DE | DBX0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.40% | -29.17% | +7.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.55% | -4.64% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -17.65% | -13.55% | -4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -17.01% | -4.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.17% | — |
Current DrawdownCurrent decline from peak | -0.70% | -0.21% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -6.20% | -4.71% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.40% | +0.41% |
Volatility
MAGR.DE vs. DBX0.DE - Volatility Comparison
iShares Growth Portfolio UCITS ETF EUR (Acc) (MAGR.DE) has a higher volatility of 4.32% compared to Xtrackers Portfolio UCITS ETF (Acc) (DBX0.DE) at 3.16%. This indicates that MAGR.DE's price experiences larger fluctuations and is considered to be riskier than DBX0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MAGR.DE | DBX0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 3.16% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 7.79% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 10.09% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.42% | 11.22% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.24% | 12.35% | -0.11% |
MAGR.DE vs. DBX0.DE - Expense Ratio Comparison
MAGR.DE has a 0.25% expense ratio, which is lower than DBX0.DE's 0.70% expense ratio.
Dividends
MAGR.DE vs. DBX0.DE - Dividend Comparison
Neither MAGR.DE nor DBX0.DE has paid dividends to shareholders.
Frequently Asked Questions
MAGR.DE and DBX0.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MAGR.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MAGR.DE is cheaper with a 0.25% expense ratio, compared with 0.70% for DBX0.DE.
They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for MAGR.DE and 0.70% for DBX0.DE.
Find the right allocation for MAGR.DE and DBX0.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer