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XB4A.DE vs. DBXS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XB4A.DE vs. DBXS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) and Xtrackers Switzerland UCITS ETF (Dist) (DBXS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XB4A.DE achieves a 24.81% return, which is significantly higher than DBXS.DE's 10.09% return. Over the past 10 years, XB4A.DE has outperformed DBXS.DE with an annualized return of 14.71%, while DBXS.DE has yielded a comparatively lower 9.42% annualized return.


XB4A.DE

1D
-0.62%
1M
1.14%
6M
22.10%
YTD
24.81%
1Y
48.60%
3Y*
31.52%
5Y*
18.18%
10Y*
14.71%

DBXS.DE

1D
0.85%
1M
3.85%
6M
8.57%
YTD
10.09%
1Y
23.29%
3Y*
11.88%
5Y*
8.42%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XB4A.DE vs. DBXS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XB4A.DE
Xtrackers ATX UCITS ETF (Acc)
24.81%51.29%11.01%14.27%-16.45%42.39%-10.86%19.79%-17.99%32.88%
DBXS.DE
Xtrackers Switzerland UCITS ETF (Dist)
10.09%19.12%3.77%10.63%-11.87%28.73%1.61%35.45%-4.24%7.02%

Correlation

The correlation between XB4A.DE and DBXS.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.30

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

0.31

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

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2011

0.38

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Return for Risk

XB4A.DE vs. DBXS.DE — Risk / Return Rank

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

XB4A.DE
XB4A.DE Risk / Return Rank: 9191
Overall Rank
XB4A.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XB4A.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
XB4A.DE Omega Ratio Rank: 9090
Omega Ratio Rank
XB4A.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
XB4A.DE Martin Ratio Rank: 8888
Martin Ratio Rank

DBXS.DE
DBXS.DE Risk / Return Rank: 5656
Overall Rank
DBXS.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DBXS.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
DBXS.DE Omega Ratio Rank: 6161
Omega Ratio Rank
DBXS.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
DBXS.DE Martin Ratio Rank: 4848
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.

XB4A.DE vs. DBXS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) and Xtrackers Switzerland UCITS ETF (Dist) (DBXS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XB4A.DEDBXS.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.46

1.30

+0.16

Calmar ratioReturn relative to maximum drawdown

4.44

1.92

+2.52

Martin ratioReturn relative to average drawdown

15.07

6.62

+8.45

XB4A.DE vs. DBXS.DE - Sharpe Ratio Comparison

The current XB4A.DE Sharpe Ratio is 2.75, which is higher than the DBXS.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of XB4A.DE and DBXS.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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Drawdowns

XB4A.DE vs. DBXS.DE - Drawdown Comparison

The maximum XB4A.DE drawdown since its inception was -53.54%, which is greater than DBXS.DE's maximum drawdown of -48.29%. Use the drawdown chart below to compare losses from any high point for XB4A.DE and DBXS.DE.


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Drawdown Indicators


XB4A.DEDBXS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.54%

-48.29%

-5.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-12.05%

+1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-14.48%

-1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-32.50%

-17.19%

-15.31%

Max Drawdown (10Y)

Largest decline over 10 years

-53.54%

-25.14%

-28.40%

Current Drawdown

Current decline from peak

-1.85%

-1.45%

-0.40%

Average Drawdown

Average peak-to-trough decline

-9.88%

-8.73%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.51%

-0.29%

Volatility

XB4A.DE vs. DBXS.DE - Volatility Comparison

Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a higher volatility of 5.22% compared to Xtrackers Switzerland UCITS ETF (Dist) (DBXS.DE) at 3.64%. This indicates that XB4A.DE's price experiences larger fluctuations and is considered to be riskier than DBXS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XB4A.DEDBXS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

3.64%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

10.89%

+3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

13.78%

+3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.15%

13.40%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

13.99%

+6.16%

XB4A.DE vs. DBXS.DE - Expense Ratio Comparison

XB4A.DE has a 0.25% expense ratio, which is lower than DBXS.DE's 0.30% expense ratio.


Dividends

XB4A.DE vs. DBXS.DE - Dividend Comparison

XB4A.DE has not paid dividends to shareholders, while DBXS.DE's dividend yield for the trailing twelve months is around 1.38%.


PositionTTM20252024202320222021202020192018201720162015
DBXS.DE
Xtrackers Switzerland UCITS ETF (Dist)
1.38%1.52%1.63%1.76%3.25%1.20%1.59%1.21%2.35%1.32%1.06%1.25%
XB4A.DE
Xtrackers ATX 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


XB4A.DE and DBXS.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XB4A.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XB4A.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for DBXS.DE.

XB4A.DE tracks ATX Index, while DBXS.DE tracks Solactive Swiss Large Cap Index. Their fees differ too: 0.25% for XB4A.DE and 0.30% for DBXS.DE.

Portfolio Optimizer

Find the right allocation for XB4A.DE and DBXS.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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