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SXRY.DE vs. DBXI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRY.DE vs. DBXI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and Xtrackers FTSE MIB UCITS ETF (DBXI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SXRY.DE having a 14.40% return and DBXI.DE slightly higher at 14.49%. Both investments have delivered pretty close results over the past 10 years, with SXRY.DE having a 15.00% annualized return and DBXI.DE not far behind at 14.91%.


SXRY.DE

1D
0.28%
1M
4.91%
YTD
14.40%
6M
18.22%
1Y
30.76%
3Y*
28.94%
5Y*
19.74%
10Y*
15.00%

DBXI.DE

1D
0.21%
1M
4.80%
YTD
14.49%
6M
18.18%
1Y
30.62%
3Y*
28.95%
5Y*
19.73%
10Y*
14.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRY.DE vs. DBXI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRY.DE
iShares FTSE MIB UCITS ETF (Acc)
14.40%37.80%18.15%33.34%-9.13%26.71%-4.02%33.22%-14.32%16.72%
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 SXRY.DE and DBXI.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2010

0.92

The correlation between SXRY.DE and DBXI.DE has been stable across timeframes, ranging from 0.92 to 1.00 - a consistent structural relationship.

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Return for Risk

SXRY.DE vs. DBXI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRY.DE
SXRY.DE Risk / Return Rank: 5959
Overall Rank
SXRY.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 5555
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 6363
Martin Ratio Rank

DBXI.DE
DBXI.DE Risk / Return Rank: 6060
Overall Rank
DBXI.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DBXI.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
DBXI.DE Omega Ratio Rank: 5656
Omega Ratio Rank
DBXI.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
DBXI.DE Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXRY.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (SXRY.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.


SXRY.DEDBXI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.33

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

3.16

3.17

-0.01

Martin ratioReturn relative to average drawdown

11.35

11.42

-0.07

SXRY.DE vs. DBXI.DE - Sharpe Ratio Comparison

The current SXRY.DE Sharpe Ratio is 1.92, which is comparable to the DBXI.DE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SXRY.DE and DBXI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRY.DEDBXI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.94

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

1.09

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.75

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.19

+0.19

Drawdowns

SXRY.DE vs. DBXI.DE - Drawdown Comparison

The maximum SXRY.DE drawdown since its inception was -43.59%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and DBXI.DE.


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Drawdown Indicators


SXRY.DEDBXI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.59%

-69.49%

+25.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-9.62%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-17.61%

-17.56%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-25.10%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-40.81%

-40.46%

-0.35%

Current Drawdown

Current decline from peak

-0.76%

-0.77%

+0.01%

Average Drawdown

Average peak-to-trough decline

-11.63%

-29.56%

+17.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.67%

+0.03%

Volatility

SXRY.DE vs. DBXI.DE - Volatility Comparison

iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and Xtrackers FTSE MIB UCITS ETF (DBXI.DE) have volatilities of 4.82% 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.


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Volatility by Period


SXRY.DEDBXI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

4.63%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

12.34%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

15.69%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.28%

18.31%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

20.37%

-0.19%

SXRY.DE vs. DBXI.DE - Expense Ratio Comparison

SXRY.DE has a 0.33% expense ratio, which is higher than DBXI.DE's 0.30% expense ratio.


Dividends

SXRY.DE vs. DBXI.DE - Dividend Comparison

SXRY.DE has not paid dividends to shareholders, while DBXI.DE's dividend yield for the trailing twelve months is around 3.63%.


PositionTTM20252024202320222021202020192018201720162015
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%
SXRY.DE
iShares FTSE MIB 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


With a correlation of 1.00, SXRY.DE and DBXI.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.33% for SXRY.DE.

Both ETFs track FTSE MIB. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.33% for SXRY.DE and 0.30% for DBXI.DE.

Portfolio Optimizer

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