We consider (for the first time) the ratios of doubly heavy baryon masses (spin 3/2 over spin 1/2 and SU(3) mass-splittings) using double ratios of sum rules (DRSR), which are more accurate than the usual simple ratios often used in the literature for getting the hadron masses. In general, our results agree and compete in precision with potential model predictions. In our approach, the alpha_s corrections induced by the anomalous dimensions of the correlators are the main sources of the

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... Xi_QQ mass-splittings, which seem to indicate a 1/M_Q behaviour and can only allow the electromagnetic decay Xi^*_QQ to Xi_QQ+ gamma but not to Xi_QQ+ pi. Our results also show that the SU(3) mass-splittings are (almost) independent of the spin of the baryons and behave approximately like 1/M_Q, which could be understood from the QCD expressions of the corresponding two-point correlator. Our results can improved by including radiative corrections to the SU(3) breaking terms and can be tested, in the near future, at Tevatron and LHCb.