XUEK.DE vs. DBXI.DE
XUEK.DE (Xtrackers S&P Europe ex UK UCITS ETF) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds from Xtrackers - XUEK.DE tracks the MSCI Europe Ex UK NR EUR while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, XUEK.DE returned 9.45%/yr vs 19.73%/yr for DBXI.DE. Their correlation of 0.83 suggests significant overlap in exposure. XUEK.DE charges 0.09%/yr vs 0.30%/yr for DBXI.DE.
Performance
XUEK.DE vs. DBXI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUEK.DE achieves a 7.14% return, which is significantly lower than DBXI.DE's 14.49% return.
XUEK.DE
- 1D
- 0.60%
- 1M
- 1.36%
- YTD
- 7.14%
- 6M
- 9.35%
- 1Y
- 15.44%
- 3Y*
- 13.91%
- 5Y*
- 9.45%
- 10Y*
- —
DBXI.DE
- 1D
- 0.21%
- 1M
- 2.55%
- YTD
- 14.49%
- 6M
- 18.42%
- 1Y
- 29.63%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
XUEK.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XUEK.DE Xtrackers S&P Europe ex UK UCITS ETF | 7.14% | 21.19% | 7.43% | 18.01% | -12.81% | 25.44% | 1.91% | 18.96% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | -4.28% | 21.53% |
Correlation
The correlation between XUEK.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 | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2019 | 0.83 |
The correlation between XUEK.DE and DBXI.DE has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.
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Return for Risk
XUEK.DE vs. DBXI.DE — Risk / Return Rank
XUEK.DE
DBXI.DE
XUEK.DE vs. DBXI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P Europe ex UK UCITS ETF (XUEK.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.
| XUEK.DE | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.17 | -1.60 |
| Martin ratioReturn relative to average drawdown | 5.68 | 11.42 | -5.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XUEK.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.94 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 1.09 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.19 | +0.47 |
Drawdowns
XUEK.DE vs. DBXI.DE - Drawdown Comparison
The maximum XUEK.DE drawdown since its inception was -34.81%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for XUEK.DE and DBXI.DE.
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Drawdown Indicators
| XUEK.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.81% | -69.49% | +34.68% |
Max Drawdown (1Y)Largest decline over 1 year | -9.85% | -9.62% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -16.50% | -17.56% | +1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.94% | -25.10% | +2.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.46% | — |
Current DrawdownCurrent decline from peak | -1.21% | -0.77% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -29.56% | +24.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.67% | +0.06% |
Volatility
XUEK.DE vs. DBXI.DE - Volatility Comparison
The current volatility for Xtrackers S&P Europe ex UK UCITS ETF (XUEK.DE) is 4.19%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 4.63%. This indicates that XUEK.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
| XUEK.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 4.63% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 12.34% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.41% | 15.69% | -2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 18.31% | -3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 20.37% | -3.56% |
XUEK.DE vs. DBXI.DE - Expense Ratio Comparison
XUEK.DE has a 0.09% expense ratio, which is lower than DBXI.DE's 0.30% expense ratio.
Dividends
XUEK.DE vs. DBXI.DE - Dividend Comparison
XUEK.DE's dividend yield for the trailing twelve months is around 2.31%, less than DBXI.DE's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XUEK.DE Xtrackers S&P Europe ex UK UCITS ETF | 2.31% | 2.41% | 2.80% | 2.57% | 4.73% | 1.40% | 2.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XUEK.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, XUEK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUEK.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for DBXI.DE.
XUEK.DE tracks MSCI Europe Ex UK NR EUR, while DBXI.DE tracks FTSE MIB. Their fees differ too: 0.09% for XUEK.DE and 0.30% for DBXI.DE.
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