SXRD.DE vs. DBXI.DE
SXRD.DE (iShares MSCI UK Small Cap UCITS ETF (Acc)) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - SXRD.DE tracks the MSCI UK Small Cap while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, SXRD.DE returned 3.75%/yr vs 14.91%/yr for DBXI.DE. A 0.57 correlation means they provide meaningful diversification when combined. SXRD.DE charges 0.58%/yr vs 0.30%/yr for DBXI.DE.
Performance
SXRD.DE vs. DBXI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRD.DE achieves a 3.78% return, which is significantly lower than DBXI.DE's 14.49% return. Over the past 10 years, SXRD.DE has underperformed DBXI.DE with an annualized return of 3.75%, while DBXI.DE has yielded a comparatively higher 14.91% annualized return.
SXRD.DE
- 1D
- 0.80%
- 1M
- 0.85%
- YTD
- 3.78%
- 6M
- 6.49%
- 1Y
- 7.66%
- 3Y*
- 9.84%
- 5Y*
- 1.10%
- 10Y*
- 3.75%
DBXI.DE
- 1D
- 0.21%
- 1M
- 2.55%
- YTD
- 14.49%
- 6M
- 18.42%
- 1Y
- 29.63%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
SXRD.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRD.DE iShares MSCI UK Small Cap UCITS ETF (Acc) | 3.78% | 10.75% | 9.62% | 12.01% | -27.04% | 20.49% | -10.12% | 39.79% | -17.72% | 15.74% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | -4.28% | 33.02% | -14.48% | 16.46% |
Correlation
The correlation between SXRD.DE and DBXI.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 2009 | 0.57 |
The correlation between SXRD.DE and DBXI.DE shifts across timeframes, from 0.57 (all time) to 0.67 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXRD.DE vs. DBXI.DE — Risk / Return Rank
SXRD.DE
DBXI.DE
SXRD.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK Small Cap UCITS ETF (Acc) (SXRD.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.
| SXRD.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.34 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 3.17 | -2.51 |
| Martin ratioReturn relative to average drawdown | 2.10 | 11.42 | -9.31 |
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
| SXRD.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 1.94 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 1.09 | -1.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.75 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.19 | +0.27 |
Drawdowns
SXRD.DE vs. DBXI.DE - Drawdown Comparison
The maximum SXRD.DE drawdown since its inception was -47.59%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for SXRD.DE and DBXI.DE.
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Drawdown Indicators
| SXRD.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.59% | -69.49% | +21.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -9.62% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -19.55% | -17.56% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -36.75% | -25.10% | -11.65% |
Max Drawdown (10Y)Largest decline over 10 years | -47.59% | -40.46% | -7.13% |
Current DrawdownCurrent decline from peak | -2.54% | -0.77% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -29.56% | +19.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.67% | +0.97% |
Volatility
SXRD.DE vs. DBXI.DE - Volatility Comparison
iShares MSCI UK Small Cap UCITS ETF (Acc) (SXRD.DE) has a higher volatility of 5.06% compared to Xtrackers FTSE MIB UCITS ETF (DBXI.DE) at 4.63%. This indicates that SXRD.DE's price experiences larger fluctuations and is considered to be riskier 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
| SXRD.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 4.63% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 12.34% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 15.69% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 18.31% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 20.37% | -0.49% |
SXRD.DE vs. DBXI.DE - Expense Ratio Comparison
SXRD.DE has a 0.58% expense ratio, which is higher than DBXI.DE's 0.30% expense ratio.
Dividends
SXRD.DE vs. DBXI.DE - Dividend Comparison
SXRD.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% |
SXRD.DE iShares MSCI UK Small Cap 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
SXRD.DE and DBXI.DE have a correlation of 0.59, 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 0.58% for SXRD.DE.
SXRD.DE tracks MSCI UK Small Cap, while DBXI.DE tracks FTSE MIB. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.58% for SXRD.DE and 0.30% for DBXI.DE.
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