LONDON -- As Real Madrid close in on their 15th Champions League crown, Carlo Ancelotti is convinced that there is more than just coincidence in his side's tendency to deliver in the clutch.

Throughout their history, and in particular in their run of five European Cups in the last nine years, the Spanish champions have rarely skimped on drama under the Champions League lights. Their run to Wembley this season has had all the customary Madrid hallmarks: Joselu's late double to turn defeat to Bayern Munich into victory, a penalty shootout win away to Manchester City and a dramatic rearguard to hold on to their advantage over RB Leipzig.

Two years earlier it had been Karim Benzema blowing his way through the field. In their run of three straight titles between 2016 and 2018 Cristiano Ronaldo was invariably the man to break opposition hearts. The names on the shirt may change but one thing seems inevitable, Real Madrid are going to score late on.

"It's difficult to answer why," said Ancelotti in the pre-match press conference ahead of his side's meeting with Borussia Dortmund. "It happens a lot of times. There is something special in this club. It will be important to study it. 

"There is causality. From what, I don't know. The history, the traditions, the quality of the players, the character. It isn't coincidence."

This record of winning puts some of the current squad on course to match records that might have seemed unimaginable a decade ago. Paco Gento holds the record for the most European Cups won by any individual, the tally of six he accrued in the 1950s and 1960s "something unimaginable" for anyone else, according to Luka Modric. On Saturday he, Dani Carvajal, Toni Kroos and club captain Nacho could match it.

Ancelotti has already carved out his own place in the Champions League pantheon. No other coach has lifted the trophy four times. He is 90 minutes away from a fifth. Even after all that team, he feels the nerves of a newcomer to the biggest game.

"A final is a final," he said. "A Champions League final is the most important game and the most dangerous. It's a double-edged sword. We need to enjoy it to the maximum and then concern starts that it could go wrong. We are so close to the most important thing in football, winning a Champions League. 

"There is a fear, a certain concern we all have inside. We have enormous happiness to be here, it's complicated to play a final like this, but you have to be really lucky.

"When you reach a final success is so close that you start worrying. It starts tonight, tomorrow morning, a lot of fear. It's normal. If you have more fear you will be happier if you win in the end."

Madrid are heavy favorites to do exactly that against a Dortmund side whose fairytale run to the Champions League final has coincided with a domestic season in which they finished fifth in the Bundesliga. Modric, however, refuses to take that status for granted.

"Everybody thinks we're favourites but we don't think that way," he said. "It's a 50:50 game. We're playing a big team that has played a magnificent season in the Champions League. There is a lot of respect for Borussia."