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DGRO vs. DXSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGRO vs. DXSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Dividend Growth ETF (DGRO) and Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DGRO is traded in USD, while DXSA.DE is traded in EUR. To make them comparable, the DXSA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DGRO achieves a 8.47% return, which is significantly higher than DXSA.DE's 8.00% return. Over the past 10 years, DGRO has outperformed DXSA.DE with an annualized return of 13.26%, while DXSA.DE has yielded a comparatively lower 9.44% annualized return.


DGRO

1D
-0.29%
1M
2.67%
YTD
8.47%
6M
9.27%
1Y
21.90%
3Y*
16.63%
5Y*
10.64%
10Y*
13.26%

DXSA.DE

1D
0.34%
1M
0.87%
YTD
8.00%
6M
11.34%
1Y
21.24%
3Y*
22.69%
5Y*
10.98%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRO vs. DXSA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGRO
iShares Core Dividend Growth ETF
8.47%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
8.00%50.60%4.05%21.66%-14.79%9.31%-0.19%19.95%-17.10%26.01%

Correlation

The correlation between DGRO and DXSA.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2014

0.47

The correlation between DGRO and DXSA.DE shifts across timeframes, from 0.39 (3 years) to 0.49 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DGRO vs. DXSA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGRO
DGRO Risk / Return Rank: 7878
Overall Rank
DGRO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8484
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7878
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7474
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7676
Martin Ratio Rank

DXSA.DE
DXSA.DE Risk / Return Rank: 5454
Overall Rank
DXSA.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DXSA.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
DXSA.DE Omega Ratio Rank: 5656
Omega Ratio Rank
DXSA.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
DXSA.DE Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGRO vs. DXSA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend Growth ETF (DGRO) and Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.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.


DGRODXSA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.42

1.30

+0.11

Calmar ratioReturn relative to maximum drawdown

3.40

2.31

+1.09

Martin ratioReturn relative to average drawdown

13.12

7.45

+5.67

DGRO vs. DXSA.DE - Sharpe Ratio Comparison

The current DGRO Sharpe Ratio is 2.32, which is higher than the DXSA.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of DGRO and DXSA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DGRODXSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

1.70

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.62

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.52

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.11

+0.66

Drawdowns

DGRO vs. DXSA.DE - Drawdown Comparison

The maximum DGRO drawdown since its inception was -35.10%, smaller than the maximum DXSA.DE drawdown of -73.18%. Use the drawdown chart below to compare losses from any high point for DGRO and DXSA.DE.


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Drawdown Indicators


DGRODXSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.10%

-73.18%

+38.08%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-9.38%

+2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-15.04%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

-36.10%

+16.79%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

-40.78%

+5.68%

Current Drawdown

Current decline from peak

-1.07%

-1.15%

+0.08%

Average Drawdown

Average peak-to-trough decline

-3.44%

-28.84%

+25.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.91%

-1.24%

Volatility

DGRO vs. DXSA.DE - Volatility Comparison

The current volatility for iShares Core Dividend Growth ETF (DGRO) is 2.32%, while Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) has a volatility of 3.39%. This indicates that DGRO experiences smaller price fluctuations and is considered to be less risky than DXSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGRODXSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

3.39%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

9.91%

-2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

9.52%

12.75%

-3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

17.57%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

18.04%

-1.41%

DGRO vs. DXSA.DE - Expense Ratio Comparison

DGRO has a 0.08% expense ratio, which is lower than DXSA.DE's 0.30% expense ratio.


Dividends

DGRO vs. DXSA.DE - Dividend Comparison

DGRO's dividend yield for the trailing twelve months is around 1.96%, less than DXSA.DE's 4.51% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.96%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
4.51%4.96%5.39%4.32%4.62%5.73%5.96%2.34%4.64%3.00%2.93%0.14%

Frequently Asked Questions


DGRO and DXSA.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRO is cheaper with a 0.08% expense ratio, compared with 0.30% for DXSA.DE.

DGRO is categorized as Large Cap Growth Equities, while DXSA.DE is Europe Equities. DGRO tracks Morningstar US Dividend Growth Index, while DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.08% for DGRO and 0.30% for DXSA.DE.

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