SXRW.DE vs. DBXD.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and DBXD.DE (Xtrackers DAX UCITS ETF 1C) are both Europe Equities funds - SXRW.DE tracks the FTSE 100 while DBXD.DE tracks the DAX®. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.04%/yr vs 8.92%/yr for DBXD.DE. A 0.73 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.09%/yr for DBXD.DE.
Performance
SXRW.DE vs. DBXD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly higher than DBXD.DE's 1.35% return. Over the past 10 years, SXRW.DE has underperformed DBXD.DE with an annualized return of 8.04%, while DBXD.DE has yielded a comparatively higher 8.92% annualized return.
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
DBXD.DE
- 1D
- 0.50%
- 1M
- -0.04%
- YTD
- 1.35%
- 6M
- 3.40%
- 1Y
- 2.06%
- 3Y*
- 15.51%
- 5Y*
- 9.16%
- 10Y*
- 8.92%
SXRW.DE vs. DBXD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
DBXD.DE Xtrackers DAX UCITS ETF 1C | 1.35% | 22.65% | 18.18% | 19.60% | -12.74% | 15.26% | 3.11% | 24.69% | -18.52% | 12.12% |
Correlation
The correlation between SXRW.DE and DBXD.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.73 |
The correlation between SXRW.DE and DBXD.DE has been stable across timeframes, ranging from 0.65 to 0.75 - a consistent structural relationship.
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Return for Risk
SXRW.DE vs. DBXD.DE — Risk / Return Rank
SXRW.DE
DBXD.DE
SXRW.DE vs. DBXD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.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.
| SXRW.DE | DBXD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.04 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 0.19 | +2.11 |
| Martin ratioReturn relative to average drawdown | 8.40 | 0.58 | +7.82 |
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
| SXRW.DE | DBXD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.14 | +1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.53 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.48 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.31 | +0.19 |
Drawdowns
SXRW.DE vs. DBXD.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, smaller than the maximum DBXD.DE drawdown of -54.98%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and DBXD.DE.
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Drawdown Indicators
| SXRW.DE | DBXD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -54.98% | +14.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -12.28% | +4.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -15.92% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -26.70% | +9.84% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -38.83% | -1.48% |
Current DrawdownCurrent decline from peak | -2.75% | -2.23% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -11.34% | +5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 3.97% | -1.80% |
Volatility
SXRW.DE vs. DBXD.DE - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 4.45%, while Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a volatility of 5.10%. This indicates that SXRW.DE experiences smaller price fluctuations and is considered to be less risky than DBXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRW.DE | DBXD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 5.10% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 12.95% | -2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 16.13% | -4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 17.16% | -3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 18.35% | -1.42% |
SXRW.DE vs. DBXD.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than DBXD.DE's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXRW.DE vs. DBXD.DE - Dividend Comparison
Neither SXRW.DE nor DBXD.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and DBXD.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for DBXD.DE.
SXRW.DE tracks FTSE 100, while DBXD.DE tracks DAX®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for SXRW.DE and 0.09% for DBXD.DE.
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