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

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.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, DXSA.DE achieves a 9.28% return, which is significantly higher than 18M2.DE's 6.76% return. Over the past 10 years, DXSA.DE has outperformed 18M2.DE with an annualized return of 9.19%, while 18M2.DE has yielded a comparatively lower 8.26% annualized return.


DXSA.DE

1D
0.23%
1M
3.23%
YTD
9.28%
6M
11.44%
1Y
19.71%
3Y*
19.44%
5Y*
12.02%
10Y*
9.19%

18M2.DE

1D
0.32%
1M
1.10%
YTD
6.76%
6M
8.84%
1Y
15.86%
3Y*
12.13%
5Y*
8.90%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
9.28%33.40%10.36%17.93%-9.82%18.67%-9.07%22.54%-13.01%10.40%
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
6.76%21.49%3.36%16.14%-6.47%16.02%-6.39%24.91%-4.44%7.99%

Correlation

The correlation between DXSA.DE and 18M2.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.91

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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

0.89

The correlation between DXSA.DE and 18M2.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

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Return for Risk

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

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

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

18M2.DE
18M2.DE Risk / Return Rank: 4545
Overall Rank
18M2.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 4444
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 4242
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.

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

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


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

+0.38

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.34

1.28

+0.06

Calmar ratioReturn relative to maximum drawdown

2.59

2.55

+0.04

Martin ratioReturn relative to average drawdown

8.70

6.71

+1.99

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

The current DXSA.DE Sharpe Ratio is 1.87, which is comparable to the 18M2.DE Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of DXSA.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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Sharpe Ratios by Period


DXSA.DE18M2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.49

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.66

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.53

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.44

-0.28

Drawdowns

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

The maximum DXSA.DE drawdown since its inception was -71.31%, which is greater than 18M2.DE's maximum drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and 18M2.DE.


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Drawdown Indicators


DXSA.DE18M2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-37.06%

-34.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-6.19%

-1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-15.08%

-14.68%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

-20.81%

-2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-36.15%

-37.06%

+0.91%

Current Drawdown

Current decline from peak

-0.96%

-1.44%

+0.48%

Average Drawdown

Average peak-to-trough decline

-23.06%

-6.42%

-16.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.36%

-0.10%

Volatility

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

Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) have volatilities of 2.73% and 2.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSA.DE18M2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

2.63%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

8.33%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

10.62%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

13.41%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

15.44%

+0.16%

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

Both DXSA.DE and 18M2.DE have an expense ratio of 0.30%.


Dividends

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

DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, while 18M2.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


DXSA.DE and 18M2.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DXSA.DE and 18M2.DE have the same expense ratio: 0.30% per year.

DXSA.DE tracks EURO STOXX® Quality Dividend 50, while 18M2.DE tracks MSCI EMU High Dividend Yield. They also come from different issuers: Xtrackers and Amundi.

Portfolio Optimizer

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