SXRJ.DE vs. DBXI.DE
SXRJ.DE (iShares MSCI EMU Small Cap UCITS ETF (Acc)) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - SXRJ.DE tracks the MSCI EMU Small Cap while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, SXRJ.DE returned 9.05%/yr vs 14.91%/yr for DBXI.DE. A 0.76 correlation means they provide meaningful diversification when combined. SXRJ.DE charges 0.58%/yr vs 0.30%/yr for DBXI.DE.
Performance
SXRJ.DE vs. DBXI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRJ.DE achieves a 10.87% return, which is significantly lower than DBXI.DE's 14.49% return. Over the past 10 years, SXRJ.DE has underperformed DBXI.DE with an annualized return of 9.05%, while DBXI.DE has yielded a comparatively higher 14.91% annualized return.
SXRJ.DE
- 1D
- 0.05%
- 1M
- 0.91%
- YTD
- 10.87%
- 6M
- 13.36%
- 1Y
- 16.78%
- 3Y*
- 13.45%
- 5Y*
- 6.53%
- 10Y*
- 9.05%
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%
SXRJ.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRJ.DE iShares MSCI EMU Small Cap UCITS ETF (Acc) | 10.87% | 25.22% | -0.19% | 14.41% | -16.60% | 23.00% | 5.26% | 29.83% | -17.96% | 23.99% |
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 SXRJ.DE and DBXI.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2009 | 0.76 |
The correlation between SXRJ.DE and DBXI.DE has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
SXRJ.DE vs. DBXI.DE — Risk / Return Rank
SXRJ.DE
DBXI.DE
SXRJ.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.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.
| SXRJ.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.34 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 3.17 | -1.57 |
| Martin ratioReturn relative to average drawdown | 5.95 | 11.42 | -5.47 |
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
| SXRJ.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.94 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 1.09 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.75 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.19 | +0.39 |
Drawdowns
SXRJ.DE vs. DBXI.DE - Drawdown Comparison
The maximum SXRJ.DE drawdown since its inception was -39.38%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for SXRJ.DE and DBXI.DE.
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Drawdown Indicators
| SXRJ.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -69.49% | +30.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -9.62% | -1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -17.56% | +1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -25.10% | -4.33% |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | -40.46% | +1.08% |
Current DrawdownCurrent decline from peak | -1.35% | -0.77% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -29.56% | +22.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.67% | +0.20% |
Volatility
SXRJ.DE vs. DBXI.DE - Volatility Comparison
The current volatility for iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.DE) is 4.04%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 4.63%. This indicates that SXRJ.DE 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.
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Volatility by Period
| SXRJ.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.63% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 12.34% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 15.69% | -1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 18.31% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 20.37% | -4.09% |
SXRJ.DE vs. DBXI.DE - Expense Ratio Comparison
SXRJ.DE has a 0.58% expense ratio, which is higher than DBXI.DE's 0.30% expense ratio.
Dividends
SXRJ.DE vs. DBXI.DE - Dividend Comparison
SXRJ.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% |
SXRJ.DE iShares MSCI EMU 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
SXRJ.DE and DBXI.DE have a correlation of 0.76, 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 SXRJ.DE.
SXRJ.DE tracks MSCI EMU Small Cap, while DBXI.DE tracks FTSE MIB. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.58% for SXRJ.DE and 0.30% for DBXI.DE.
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