DXSA.DE vs. EUPE.DE
DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - DXSA.DE tracks the EURO STOXX® Quality Dividend 50 while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, DXSA.DE returned 9.19%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.81 suggests significant overlap in exposure. DXSA.DE charges 0.30%/yr vs 0.65%/yr for EUPE.DE.
Performance
DXSA.DE vs. EUPE.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 lower than EUPE.DE's 15.44% return. Both investments have delivered pretty close results over the past 10 years, with DXSA.DE having a 9.19% annualized return and EUPE.DE not far behind at 8.97%.
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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 2.78%
- YTD
- 15.44%
- 6M
- 15.60%
- 1Y
- 24.52%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
DXSA.DE vs. EUPE.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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between DXSA.DE and EUPE.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.81 |
The correlation between DXSA.DE and EUPE.DE shifts across timeframes, from 0.62 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXSA.DE vs. EUPE.DE — Risk / Return Rank
DXSA.DE
EUPE.DE
DXSA.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 4.19 | -1.60 |
| Martin ratioReturn relative to average drawdown | 8.70 | 11.50 | -2.80 |
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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.17 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.65 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.46 | -0.30 |
Drawdowns
DXSA.DE vs. EUPE.DE - Drawdown Comparison
The maximum DXSA.DE drawdown since its inception was -71.31%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and EUPE.DE.
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Drawdown Indicators
| DXSA.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -32.64% | -38.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -5.82% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -15.63% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -23.14% | -15.63% | -7.51% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -32.64% | -3.51% |
Current DrawdownCurrent decline from peak | -0.96% | -3.04% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -4.95% | -18.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.13% | +0.13% |
Volatility
DXSA.DE vs. EUPE.DE - Volatility Comparison
The current volatility for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) is 2.73%, while Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) has a volatility of 3.64%. This indicates that DXSA.DE experiences smaller price fluctuations and is considered to be less risky than EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 3.64% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 8.56% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 11.27% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 13.17% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 14.99% | +0.61% |
DXSA.DE vs. EUPE.DE - Expense Ratio Comparison
DXSA.DE has a 0.30% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
DXSA.DE vs. EUPE.DE - Dividend Comparison
DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, while EUPE.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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (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% |
Frequently Asked Questions
DXSA.DE and EUPE.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSA.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for EUPE.DE.
DXSA.DE tracks EURO STOXX® Quality Dividend 50, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Xtrackers and Natixis. Their fees differ too: 0.30% for DXSA.DE and 0.65% for EUPE.DE.
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