SXRW.DE vs. DBXI.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - SXRW.DE tracks the FTSE 100 while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.04%/yr vs 14.91%/yr for DBXI.DE. A 0.64 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.30%/yr for DBXI.DE.
Performance
SXRW.DE vs. DBXI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly lower than DBXI.DE's 14.49% return. Over the past 10 years, SXRW.DE has underperformed DBXI.DE with an annualized return of 8.04%, while DBXI.DE has yielded a comparatively higher 14.91% 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%
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%
SXRW.DE vs. DBXI.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% |
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 SXRW.DE and DBXI.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 | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.64 |
The correlation between SXRW.DE and DBXI.DE has been stable across timeframes, ranging from 0.63 to 0.67 - 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
SXRW.DE vs. DBXI.DE — Risk / Return Rank
SXRW.DE
DBXI.DE
SXRW.DE vs. DBXI.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 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.
| SXRW.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.34 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 3.17 | -0.87 |
| Martin ratioReturn relative to average drawdown | 8.40 | 11.42 | -3.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXRW.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.94 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 1.09 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.75 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.19 | +0.31 |
Drawdowns
SXRW.DE vs. DBXI.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and DBXI.DE.
Loading charts...
Drawdown Indicators
| SXRW.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -69.49% | +29.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -9.62% | +1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -17.56% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -25.10% | +8.24% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -40.46% | +0.15% |
Current DrawdownCurrent decline from peak | -2.75% | -0.77% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -29.56% | +23.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.67% | -0.50% |
Volatility
SXRW.DE vs. DBXI.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and Xtrackers FTSE MIB UCITS ETF (DBXI.DE) have volatilities of 4.45% and 4.63%, 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.
Loading charts...
Volatility by Period
| SXRW.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 4.63% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 12.34% | -2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 15.69% | -3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 18.31% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 20.37% | -3.44% |
SXRW.DE vs. DBXI.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than DBXI.DE's 0.30% expense ratio.
Dividends
SXRW.DE vs. DBXI.DE - Dividend Comparison
SXRW.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% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (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
SXRW.DE and DBXI.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 0.30% for DBXI.DE.
SXRW.DE tracks FTSE 100, while DBXI.DE tracks FTSE MIB. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for SXRW.DE and 0.30% for DBXI.DE.
Find the right allocation for SXRW.DE and DBXI.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