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DXSA.DE vs. GPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSA.DE vs. GPIX - 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 Goldman Sachs S&P 500 Premium Income ETF (GPIX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DXSA.DE is traded in EUR, while GPIX is traded in USD. To make them comparable, the GPIX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DXSA.DE achieves a 9.28% return, which is significantly lower than GPIX's 10.16% return.


DXSA.DE

1D
0.23%
1M
2.38%
YTD
9.28%
6M
11.59%
1Y
18.96%
3Y*
19.44%
5Y*
12.02%
10Y*
9.19%

GPIX

1D
0.18%
1M
2.57%
YTD
10.16%
6M
9.53%
1Y
21.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSA.DE vs. GPIX - Yearly Performance Comparison


2026 (YTD)202520242023
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
9.28%33.40%10.36%8.88%
GPIX
Goldman Sachs S&P 500 Premium Income ETF
10.16%2.45%29.81%8.18%

Correlation

The correlation between DXSA.DE and GPIX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2023

0.12

The correlation between DXSA.DE and GPIX shifts across timeframes, from 0.12 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DXSA.DE vs. GPIX — 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

GPIX
GPIX Risk / Return Rank: 7676
Overall Rank
GPIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GPIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
GPIX Omega Ratio Rank: 7979
Omega Ratio Rank
GPIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
GPIX Martin Ratio Rank: 8282
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. GPIX - 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 Goldman Sachs S&P 500 Premium Income ETF (GPIX). 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.DEGPIXDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

2.59

3.60

-1.01

Martin ratioReturn relative to average drawdown

8.70

13.99

-5.29

DXSA.DE vs. GPIX - Sharpe Ratio Comparison

The current DXSA.DE Sharpe Ratio is 1.87, which is comparable to the GPIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of DXSA.DE and GPIX, 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.DEGPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.98

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

1.28

-1.12

Drawdowns

DXSA.DE vs. GPIX - Drawdown Comparison

The maximum DXSA.DE drawdown since its inception was -71.31%, which is greater than GPIX's maximum drawdown of -22.74%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and GPIX.


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Drawdown Indicators


DXSA.DEGPIXDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-22.74%

-48.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-5.99%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-15.08%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

Max Drawdown (10Y)

Largest decline over 10 years

-36.15%

Current Drawdown

Current decline from peak

-0.96%

-1.24%

+0.28%

Average Drawdown

Average peak-to-trough decline

-23.06%

-3.12%

-19.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.54%

+0.72%

Volatility

DXSA.DE vs. GPIX - Volatility Comparison

Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) has a higher volatility of 2.73% compared to Goldman Sachs S&P 500 Premium Income ETF (GPIX) at 2.29%. This indicates that DXSA.DE's price experiences larger fluctuations and is considered to be riskier than GPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSA.DEGPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

2.29%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

7.82%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

10.91%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

15.35%

-1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

15.35%

+0.25%

DXSA.DE vs. GPIX - Expense Ratio Comparison

DXSA.DE has a 0.30% expense ratio, which is higher than GPIX's 0.29% expense ratio.


Dividends

DXSA.DE vs. GPIX - Dividend Comparison

DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, less than GPIX's 8.13% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.13%8.01%7.45%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DXSA.DE and GPIX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GPIX is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GPIX is cheaper with a 0.29% expense ratio, compared with 0.30% for DXSA.DE.

DXSA.DE is categorized as Europe Equities, while GPIX is Derivative Income. They also come from different issuers: Xtrackers and Goldman Sachs. Their fees differ too: 0.30% for DXSA.DE and 0.29% for GPIX.

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