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DX2S.DE vs. EXXW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DX2S.DE vs. EXXW.DE

Last updated Jun 5, 2026

DX2S.DE (Xtrackers S&P/ASX 200 UCITS ETF 1D) and EXXW.DE (iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)) are both Asia Pacific Equities funds - DX2S.DE tracks the S&P/ASX 200 while EXXW.DE tracks the Dow Jones Asia/Pacific Select Dividend 50. Both are passively managed. Over the past 10 years, DX2S.DE returned 7.90%/yr vs 7.08%/yr for EXXW.DE. A 0.76 correlation means they provide meaningful diversification when combined. DX2S.DE charges 0.50%/yr vs 0.31%/yr for EXXW.DE.

Performance

DX2S.DE vs. EXXW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) and iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DX2S.DE achieves a 8.70% return, which is significantly lower than EXXW.DE's 13.56% return. Over the past 10 years, DX2S.DE has outperformed EXXW.DE with an annualized return of 7.90%, while EXXW.DE has yielded a comparatively lower 7.08% annualized return.

DX2S.DE

1D
-0.78%
1M
0.09%
YTD
8.70%
6M
10.64%
1Y
12.92%
3Y*
9.46%
5Y*
6.26%
10Y*
7.90%

EXXW.DE

1D
-0.19%
1M
0.30%
YTD
13.56%
6M
14.04%
1Y
36.22%
3Y*
18.59%
5Y*
10.99%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DX2S.DE vs. EXXW.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DX2S.DE
Xtrackers S&P/ASX 200 UCITS ETF 1D		8.70%4.55%8.00%7.90%-3.18%19.42%0.73%25.78%-8.43%5.76%
EXXW.DE
iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)		13.56%15.94%13.25%9.56%4.03%12.54%-18.74%18.28%-10.70%2.63%

Correlation

The correlation between DX2S.DE and EXXW.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.58

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

0.68

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

0.68

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

0.74

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2008

0.76

The correlation between DX2S.DE and EXXW.DE shifts across timeframes, from 0.58 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

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Xtrackers S&P/ASX 200 UCITS ETF 1D

iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)

Often compared with DX2S.DE:
DX2S.DE vs. XAUS.LDX2S.DE vs. IQQK.DEDX2S.DE vs. LGQK.DEDX2S.DE vs. ETLK.DEDX2S.DE vs. DBX8.DEDX2S.DE vs. LKOR.DEDX2S.DE vs. BATF.DE
Often compared with EXXW.DE:
EXXW.DE vs. SCHDEXXW.DE vs. FLXE.LEXXW.DE vs. IQQX.DEEXXW.DE vs. I500.DEEXXW.DE vs. DBX8.DEEXXW.DE vs. 18MM.DEEXXW.DE vs. APXJ.DE

Return for Risk

DX2S.DE vs. EXXW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DX2S.DE
DX2S.DE Risk / Return Rank: 2828
Overall Rank
DX2S.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DX2S.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
DX2S.DE Omega Ratio Rank: 2626
Omega Ratio Rank
DX2S.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
DX2S.DE Martin Ratio Rank: 3131
Martin Ratio Rank
EXXW.DE
EXXW.DE Risk / Return Rank: 8989
Overall Rank
EXXW.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EXXW.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
EXXW.DE Omega Ratio Rank: 8787
Omega Ratio Rank
EXXW.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXXW.DE Martin Ratio Rank: 9090
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.

DX2S.DE vs. EXXW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) and iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.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.

DX2S.DEEXXW.DEDifference
Sharpe ratioReturn per unit of total volatility
0.94
2.88

-1.94

Sortino ratioReturn per unit of downside risk
1.45
4.18

-2.73

Omega ratioGain probability vs. loss probability

1.17

1.53

-0.36

Calmar ratioReturn relative to maximum drawdown

1.53

5.69

-4.16

Martin ratioReturn relative to average drawdown

4.54

20.43

-15.89

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DX2S.DE vs. EXXW.DE - Sharpe Ratio Comparison

The current DX2S.DE Sharpe Ratio is 0.94, which is lower than the EXXW.DE Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of DX2S.DE and EXXW.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

DX2S.DEEXXW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

2.88

-1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.81

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.45

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.28

-0.01

Drawdowns

DX2S.DE vs. EXXW.DE - Drawdown Comparison

The maximum DX2S.DE drawdown since its inception was -55.30%, smaller than the maximum EXXW.DE drawdown of -66.89%. Use the drawdown chart below to compare losses from any high point for DX2S.DE and EXXW.DE.

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Drawdown Indicators

DX2S.DEEXXW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.30%

-66.89%

+11.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.41%

-6.34%

-2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-20.10%

-3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

-20.10%

-3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-43.65%

-41.88%

-1.77%

Current Drawdown

Current decline from peak

-2.77%

-2.21%

-0.56%

Average Drawdown

Average peak-to-trough decline

-9.14%

-11.54%

+2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

1.77%

+1.07%

Volatility

DX2S.DE vs. EXXW.DE - Volatility Comparison

Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) has a higher volatility of 4.24% compared to iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) at 2.42%. This indicates that DX2S.DE's price experiences larger fluctuations and is considered to be riskier than EXXW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DX2S.DEEXXW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

2.42%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

8.92%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

12.53%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

13.38%

+3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

15.81%

+3.45%

DX2S.DE vs. EXXW.DE - Expense Ratio Comparison

DX2S.DE has a 0.50% expense ratio, which is higher than EXXW.DE's 0.31% expense ratio.

Dividends

DX2S.DE vs. EXXW.DE - Dividend Comparison

DX2S.DE's dividend yield for the trailing twelve months is around 2.52%, less than EXXW.DE's 4.04% yield.

PositionTTM20252024202320222021202020192018201720162015
DX2S.DE
Xtrackers S&P/ASX 200 UCITS ETF 1D		2.52%2.75%3.13%3.81%5.44%2.05%5.01%3.62%3.60%3.63%4.04%0.00%
EXXW.DE
iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)		4.04%4.60%5.32%5.98%7.16%5.56%4.64%5.67%5.04%7.91%4.27%5.52%

Frequently Asked Questions

DX2S.DE and EXXW.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXXW.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXXW.DE is cheaper with a 0.31% expense ratio, compared with 0.50% for DX2S.DE.

DX2S.DE tracks S&P/ASX 200, while EXXW.DE tracks Dow Jones Asia/Pacific Select Dividend 50. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.50% for DX2S.DE and 0.31% for EXXW.DE.

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