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

Performance

XESP.DE vs. DBXI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Spanish Equity UCITS ETF (XESP.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

In the year-to-date period, XESP.DE achieves a 7.33% return, which is significantly lower than DBXI.DE's 14.49% return.


XESP.DE

1D
0.58%
1M
3.73%
YTD
7.33%
6M
11.53%
1Y
35.86%
3Y*
29.44%
5Y*
18.91%
10Y*

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)

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


2026 (YTD)202520242023202220212020201920182017
XESP.DE
Xtrackers Spanish Equity UCITS ETF
7.33%58.64%14.65%26.79%-1.62%10.88%-10.20%15.86%-12.41%-1.69%
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%4.85%

Correlation

The correlation between XESP.DE and DBXI.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.78

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

0.79

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2017

0.78

The correlation between XESP.DE and DBXI.DE has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

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Return for Risk

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

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

XESP.DE
XESP.DE Risk / Return Rank: 6666
Overall Rank
XESP.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XESP.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XESP.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XESP.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XESP.DE Martin Ratio Rank: 6868
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Spanish Equity UCITS ETF (XESP.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.


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

+0.17

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.38

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

3.51

3.17

+0.34

Martin ratioReturn relative to average drawdown

12.31

11.42

+0.89

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

The current XESP.DE Sharpe Ratio is 2.12, which is comparable to the DBXI.DE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of XESP.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


XESP.DEDBXI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.94

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

1.09

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.19

+0.36

Drawdowns

XESP.DE vs. DBXI.DE - Drawdown Comparison

The maximum XESP.DE drawdown since its inception was -39.02%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for XESP.DE and DBXI.DE.


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Drawdown Indicators


XESP.DEDBXI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.02%

-69.49%

+30.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-9.62%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-12.93%

-17.56%

+4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

-25.10%

+6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-40.46%

Current Drawdown

Current decline from peak

-0.54%

-0.77%

+0.23%

Average Drawdown

Average peak-to-trough decline

-7.37%

-29.56%

+22.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.67%

+0.24%

Volatility

XESP.DE vs. DBXI.DE - Volatility Comparison

Xtrackers Spanish Equity UCITS ETF (XESP.DE) and Xtrackers FTSE MIB UCITS ETF (DBXI.DE) have volatilities of 4.48% 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


XESP.DEDBXI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

4.63%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

14.04%

12.34%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.86%

15.69%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

18.31%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

20.37%

-1.59%

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

Both XESP.DE and DBXI.DE have an expense ratio of 0.30%.


Dividends

XESP.DE vs. DBXI.DE - Dividend Comparison

XESP.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%
XESP.DE
Xtrackers Spanish Equity UCITS ETF
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


XESP.DE and DBXI.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XESP.DE and DBXI.DE have the same expense ratio: 0.30% per year.

XESP.DE tracks Solactive Spain 40, while DBXI.DE tracks FTSE MIB.

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