Thierry Henry believes Borussia Dortmund must go into the Champions League final against Real Madrid with the same mentality Liverpool did in 2005 if they are to stand a chance of an upset. Dortmund, who have Manchester United loanee Jadon Sancho in their squad, go into the final next Saturday facing an uphill battle against the 14-time European Cup winners. Madrid slipped past Manchester City in the quarter-finals on penalties and then beat Bayern Munich in the semis.