XSXE.DE vs. DBXI.DE
XSXE.DE (Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc)) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds from Xtrackers - XSXE.DE tracks the STOXX Europe 600 Index (EUR Hedged) while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, XSXE.DE returned 9.89%/yr vs 21.22%/yr for DBXI.DE. Their correlation of 0.83 suggests significant overlap in exposure. XSXE.DE charges 0.25%/yr vs 0.30%/yr for DBXI.DE.
Performance
XSXE.DE vs. DBXI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSXE.DE achieves a 11.68% return, which is significantly lower than DBXI.DE's 20.71% return.
XSXE.DE
- 1D
- 0.64%
- 1M
- 5.20%
- 6M
- 10.95%
- YTD
- 11.68%
- 1Y
- 22.30%
- 3Y*
- 14.79%
- 5Y*
- 9.89%
- 10Y*
- —
DBXI.DE
- 1D
- 0.69%
- 1M
- 5.65%
- 6M
- 19.47%
- YTD
- 20.71%
- 1Y
- 37.74%
- 3Y*
- 28.69%
- 5Y*
- 21.22%
- 10Y*
- 16.72%
XSXE.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XSXE.DE Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) | 11.68% | 21.25% | 7.59% | 14.31% | -9.71% | 21.70% | -0.75% | 25.76% | -10.80% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 20.71% | 37.48% | 18.29% | 33.40% | -9.16% | 26.68% | -4.28% | 33.02% | -16.89% |
Correlation
The correlation between XSXE.DE and DBXI.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2018 | 0.83 |
The correlation between XSXE.DE and DBXI.DE has been stable across timeframes, ranging from 0.83 to 0.85 - a consistent structural relationship.
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Return for Risk
XSXE.DE vs. DBXI.DE — Risk / Return Rank
XSXE.DE
DBXI.DE
XSXE.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.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.
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.
| XSXE.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.42 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.91 | -1.59 |
| Martin ratioReturn relative to average drawdown | 8.95 | 14.41 | -5.45 |
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Drawdowns
XSXE.DE vs. DBXI.DE - Drawdown Comparison
The maximum XSXE.DE drawdown since its inception was -33.65%, smaller than the maximum DBXI.DE drawdown of -70.36%. Use the drawdown chart below to compare losses from any high point for XSXE.DE and DBXI.DE.
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Drawdown Indicators
| XSXE.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -70.36% | +36.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -9.61% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -14.83% | -17.56% | +2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -20.30% | -25.05% | +4.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.45% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.06% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -31.48% | +26.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.61% | -0.13% |
Volatility
XSXE.DE vs. DBXI.DE - Volatility Comparison
The current volatility for Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.DE) is 3.09%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 3.88%. This indicates that XSXE.DE experiences smaller price fluctuations and is considered to be less risky than DBXI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSXE.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.88% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 12.67% | -2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 15.72% | -3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 18.19% | -4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 19.48% | -3.65% |
XSXE.DE vs. DBXI.DE - Expense Ratio Comparison
XSXE.DE has a 0.25% expense ratio, which is lower than DBXI.DE's 0.30% expense ratio.
Dividends
XSXE.DE vs. DBXI.DE - Dividend Comparison
XSXE.DE has not paid dividends to shareholders, while DBXI.DE's dividend yield for the trailing twelve months is around 3.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.44% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
XSXE.DE Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (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
XSXE.DE and DBXI.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSXE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSXE.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for DBXI.DE.
XSXE.DE tracks STOXX Europe 600 Index (EUR Hedged), while DBXI.DE tracks FTSE MIB. Their fees differ too: 0.25% for XSXE.DE and 0.30% for DBXI.DE.
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