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DX2X.DE vs. 18M2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DX2X.DE vs. 18M2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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, DX2X.DE achieves a 12.30% return, which is significantly higher than 18M2.DE's 11.42% return. Over the past 10 years, DX2X.DE has outperformed 18M2.DE with an annualized return of 10.22%, while 18M2.DE has yielded a comparatively lower 9.46% annualized return.


DX2X.DE

1D
0.80%
1M
5.43%
6M
11.55%
YTD
12.30%
1Y
23.23%
3Y*
15.47%
5Y*
10.46%
10Y*
10.22%

18M2.DE

1D
0.38%
1M
4.70%
6M
10.56%
YTD
11.42%
1Y
21.56%
3Y*
13.05%
5Y*
9.79%
10Y*
9.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DX2X.DE vs. 18M2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DX2X.DE
Xtrackers Stoxx Europe 600 UCITS ETF (Acc)
12.30%20.91%8.35%15.54%-10.63%24.87%-1.83%28.68%-11.34%10.91%
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
11.42%21.49%3.36%16.14%-6.47%16.02%-6.39%24.91%-4.44%7.99%

Correlation

The correlation between DX2X.DE and 18M2.DE is 0.68, 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

0.68

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

0.76

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

0.82

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

0.84

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2010

0.82

The correlation between DX2X.DE and 18M2.DE shifts across timeframes, from 0.68 (1 year) to 0.84 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

DX2X.DE vs. 18M2.DE — Risk / Return Rank

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

DX2X.DE
DX2X.DE Risk / Return Rank: 6464
Overall Rank
DX2X.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DX2X.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
DX2X.DE Omega Ratio Rank: 6767
Omega Ratio Rank
DX2X.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
DX2X.DE Martin Ratio Rank: 6464
Martin Ratio Rank

18M2.DE
18M2.DE Risk / Return Rank: 7474
Overall Rank
18M2.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 7777
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 6363
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.

DX2X.DE vs. 18M2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DX2X.DE18M2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.36

3.47

-1.11

Martin ratioReturn relative to average drawdown

9.49

9.28

+0.21

DX2X.DE vs. 18M2.DE - Sharpe Ratio Comparison

The current DX2X.DE Sharpe Ratio is 1.75, which is comparable to the 18M2.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of DX2X.DE and 18M2.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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Drawdowns

DX2X.DE vs. 18M2.DE - Drawdown Comparison

The maximum DX2X.DE drawdown since its inception was -36.05%, roughly equal to the maximum 18M2.DE drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for DX2X.DE and 18M2.DE.


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Drawdown Indicators


DX2X.DE18M2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.05%

-37.06%

+1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.81%

-6.19%

-3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

-14.68%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-20.81%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

-37.06%

+1.01%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.24%

-6.40%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.32%

+0.12%

Volatility

DX2X.DE vs. 18M2.DE - Volatility Comparison

Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) has a higher volatility of 4.18% compared to Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) at 2.67%. This indicates that DX2X.DE's price experiences larger fluctuations and is considered to be riskier than 18M2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DX2X.DE18M2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

2.67%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

8.63%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

10.85%

+2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

13.43%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

15.10%

+0.16%

DX2X.DE vs. 18M2.DE - Expense Ratio Comparison

DX2X.DE has a 0.25% expense ratio, which is lower than 18M2.DE's 0.30% expense ratio.


Dividends

DX2X.DE vs. 18M2.DE - Dividend Comparison

Neither DX2X.DE nor 18M2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DX2X.DE and 18M2.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DX2X.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DX2X.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for 18M2.DE.

DX2X.DE tracks STOXX Europe 600 Index, while 18M2.DE tracks MSCI EMU High Dividend Yield. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for DX2X.DE and 0.30% for 18M2.DE.

Portfolio Optimizer

Find the right allocation for DX2X.DE and 18M2.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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