We have seen many times in the past that underdog teams have surprised everyone by winning the Champions League. No one can predict that Dortmund will qualify for the Champions League final this season. Dortmund were never favorites for the Champions League. Even then, the team managed to qualify for the finals.
Real Madrid is an experienced team, and coach Ancelotti is also very experienced. Ancelotti will certainly not underestimate the Dortmund team. Ancelotti is well aware that Madrid have a high chance of defeat if they take Dortmund lightly. So there is no doubt that Madrid will play to win. If Madrid can find the weaknesses in Dortmund's defense then I'd say Madrid will win this year's Champions League title as well.
It seems that no one expected from the start that Dortmund would make it to the Final stage in the Champions League this season. I didn't even expect at that time that Dortmund had continued to advance since the round of 16 and then I thought Dortmund would fail in the quarter-finals but they still succeeded and advanced to the semi-finals and the funny thing is I also thought Dortmund would fail in the semi-finals but well we can see the results now Dortmund actually managed to reach the final round. And yes, this was beyond my expectations and perhaps also beyond many people's expectations. And now I might also think Dortmund will not succeed in winning the trophy in the UCL. but no one really knows the results. And indeed no one should underestimate this team. Just because they are in the final is a big surprise this season.
Real Madrid almost always wins when they are in the Final. If I remember correctly, Real Madrid has reached the UCL final 17 times. And 14 wins and only 3 failures. Well, this is quite a big comparison between Real Madrid's loss and win ratio there.