XSNR.L vs. BDB.MI

Last updated Jun 5, 2026

XSNR.L (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) is Industrials Equities fund tracking the MSCI World/Materials NR USD, while BDB.MI (Banco di Desio e della Brianza S.p.A.) is a stock. Over the past 10 years, XSNR.L returned 12.04%/yr vs 23.30%/yr for BDB.MI. At a 0.24 correlation, their price movements are largely independent.

Performance

XSNR.L vs. BDB.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.L) and Banco di Desio e della Brianza S.p.A. (BDB.MI). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XSNR.L is traded in GBp, while BDB.MI is traded in EUR. To make them comparable, the BDB.MI values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSNR.L achieves a 7.81% return, which is significantly higher than BDB.MI's 5.47% return. Over the past 10 years, XSNR.L has underperformed BDB.MI with an annualized return of 12.04%, while BDB.MI has yielded a comparatively higher 23.30% annualized return.

XSNR.L

• 1D: 0.37%
• 1M: -0.26%
• YTD: 7.81%
• 6M: 9.55%
• 1Y: 17.56%
• 3Y*: 14.21%
• 5Y*: 9.16%
• 10Y*: 12.04%

BDB.MI

• 1D: 1.84%
• 1M: 12.43%
• YTD: 5.47%
• 6M: 7.44%
• 1Y: 37.39%
• 3Y*: 50.18%
• 5Y*: 28.99%
• 10Y*: 23.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XSNR.L vs. BDB.MI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XSNR.L Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C	7.81%	20.64%	5.20%	21.57%	-14.54%	21.19%	12.17%	27.37%	-12.09%	21.42%
BDB.MI Banco di Desio e della Brianza S.p.A.	5.47%	55.17%	88.72%	23.96%	11.46%	13.62%	11.76%	45.34%	-20.02%	26.00%

Correlation

The correlation between XSNR.L and BDB.MI is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009	0.24

Over the past year, XSNR.L and BDB.MI have become more correlated (0.45) than their long-term average of 0.24, meaning their price movements have been converging.

Return for Risk

XSNR.L vs. BDB.MI — Risk / Return Rank

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

XSNR.L

XSNR.L Risk / Return Rank: 28
XSNR.L Sharpe Ratio Rank: 27
XSNR.L Sortino Ratio Rank: 27
XSNR.L Omega Ratio Rank: 27
XSNR.L Calmar Ratio Rank: 26
XSNR.L Martin Ratio Rank: 30

BDB.MI

BDB.MI Risk / Return Rank: 75
BDB.MI Sharpe Ratio Rank: 75
BDB.MI Sortino Ratio Rank: 70
BDB.MI Omega Ratio Rank: 68
BDB.MI Calmar Ratio Rank: 80
BDB.MI Martin Ratio Rank: 82

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.

XSNR.L vs. BDB.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.L) and Banco di Desio e della Brianza S.p.A. (BDB.MI). 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.

	XSNR.L	BDB.MI	Difference
Sharpe ratio: Return per unit of total volatility	0.95	1.29	-0.34
Sortino ratio: Return per unit of downside risk	1.47	1.86	-0.39
Omega ratio: Gain probability vs. loss probability	1.18	1.23	-0.05
Calmar ratio: Return relative to maximum drawdown	1.22	2.82	-1.60
Martin ratio: Return relative to average drawdown	4.33	8.21	-3.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XSNR.L vs. BDB.MI - Sharpe Ratio Comparison

The current XSNR.L Sharpe Ratio is 0.95, which is comparable to the BDB.MI Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of XSNR.L and BDB.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XSNR.L	BDB.MI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	1.29	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	1.02	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.78	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.19	+0.46

Drawdowns

XSNR.L vs. BDB.MI - Drawdown Comparison

The maximum XSNR.L drawdown since its inception was -36.07%, smaller than the maximum BDB.MI drawdown of -76.46%. Use the drawdown chart below to compare losses from any high point for XSNR.L and BDB.MI.

Drawdown Indicators

	XSNR.L	BDB.MI	Difference
Max Drawdown Largest peak-to-trough decline	-36.07%	-76.46%	+40.39%
Max Drawdown (1Y) Largest decline over 1 year	-14.30%	-13.26%	-1.04%
Max Drawdown (3Y) Largest decline over 3 years	-17.10%	-21.30%	+4.20%
Max Drawdown (5Y) Largest decline over 5 years	-27.20%	-27.72%	+0.52%
Max Drawdown (10Y) Largest decline over 10 years	-36.07%	-36.04%	-0.03%
Current Drawdown Current decline from peak	-3.35%	0.00%	-3.35%
Average Drawdown Average peak-to-trough decline	-6.09%	-39.71%	+33.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.05%	4.56%	-0.51%

Volatility

XSNR.L vs. BDB.MI - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.L) is 6.25%, while Banco di Desio e della Brianza S.p.A. (BDB.MI) has a volatility of 8.30%. This indicates that XSNR.L experiences smaller price fluctuations and is considered to be less risky than BDB.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XSNR.L	BDB.MI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.25%	8.30%	-2.05%
Volatility (6M) Calculated over the trailing 6-month period	15.20%	20.37%	-5.17%
Volatility (1Y) Calculated over the trailing 1-year period	18.47%	29.17%	-10.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.87%	28.17%	-9.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.89%	29.73%	-10.84%

Dividends

XSNR.L vs. BDB.MI - Dividend Comparison

XSNR.L has not paid dividends to shareholders, while BDB.MI's dividend yield for the trailing twelve months is around 5.38%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BDB.MI Banco di Desio e della Brianza S.p.A.	5.38%	4.83%	3.88%	5.41%	4.48%	4.25%	4.02%	3.30%	5.79%	3.68%	4.30%	2.72%
XSNR.L Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C	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

Can I hold both XSNR.L and BDB.MI in my portfolio?

XSNR.L and BDB.MI have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.