DXSA.DE vs. EUN0.DE
DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds - DXSA.DE tracks the EURO STOXX® Quality Dividend 50 while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, DXSA.DE returned 9.19%/yr vs 6.66%/yr for EUN0.DE. A 0.79 correlation means they provide meaningful diversification when combined. DXSA.DE charges 0.30%/yr vs 0.25%/yr for EUN0.DE.
Performance
DXSA.DE vs. EUN0.DE - Performance Comparison
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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 EUN0.DE's 5.60% return. Over the past 10 years, DXSA.DE has outperformed EUN0.DE with an annualized return of 9.19%, while EUN0.DE has yielded a comparatively lower 6.66% 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%
EUN0.DE
- 1D
- 0.54%
- 1M
- 0.57%
- YTD
- 5.60%
- 6M
- 6.91%
- 1Y
- 5.46%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
DXSA.DE vs. EUN0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -4.36% | 9.14% |
Correlation
The correlation between DXSA.DE and EUN0.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2013 | 0.79 |
The correlation between DXSA.DE and EUN0.DE shifts across timeframes, from 0.69 (3 years) to 0.79 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXSA.DE vs. EUN0.DE — Risk / Return Rank
DXSA.DE
EUN0.DE
DXSA.DE vs. EUN0.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 iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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.DE | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.11 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 0.76 | +1.83 |
| Martin ratioReturn relative to average drawdown | 8.70 | 1.97 | +6.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXSA.DE | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 0.62 | +1.25 |
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 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.63 | -0.47 |
Drawdowns
DXSA.DE vs. EUN0.DE - Drawdown Comparison
The maximum DXSA.DE drawdown since its inception was -71.31%, which is greater than EUN0.DE's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and EUN0.DE.
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Drawdown Indicators
| DXSA.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -30.68% | -40.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -7.16% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -10.73% | -4.35% |
Max Drawdown (5Y)Largest decline over 5 years | -23.14% | -19.64% | -3.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -30.68% | -5.47% |
Current DrawdownCurrent decline from peak | -0.96% | -3.12% | +2.16% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -4.69% | -18.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.76% | -0.50% |
Volatility
DXSA.DE vs. EUN0.DE - Volatility Comparison
The current volatility for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) is 2.73%, while iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) has a volatility of 3.03%. This indicates that DXSA.DE experiences smaller price fluctuations and is considered to be less risky than EUN0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSA.DE | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 3.03% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.20% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 8.77% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 11.02% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 12.51% | +3.09% |
DXSA.DE vs. EUN0.DE - Expense Ratio Comparison
DXSA.DE has a 0.30% expense ratio, which is higher than EUN0.DE's 0.25% expense ratio.
Dividends
DXSA.DE vs. EUN0.DE - Dividend Comparison
DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, while EUN0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DXSA.DE and EUN0.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN0.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for DXSA.DE.
DXSA.DE tracks EURO STOXX® Quality Dividend 50, while EUN0.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for DXSA.DE and 0.25% for EUN0.DE.
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