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DXSA.DE vs. IDVY.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXSA.DE vs. IDVY.AS - 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 iShares Euro Dividend UCITS ETF (IDVY.AS). The values are adjusted to include any dividend payments, if applicable.

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DXSA.DE vs. IDVY.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
3.80%33.40%10.36%17.93%-9.82%18.67%-9.07%22.54%-13.01%10.40%
IDVY.AS
iShares Euro Dividend UCITS ETF
1.47%41.92%8.62%4.42%-13.82%24.39%-17.87%20.43%-10.28%9.96%

Returns By Period

In the year-to-date period, DXSA.DE achieves a 3.80% return, which is significantly higher than IDVY.AS's 1.47% return. Over the past 10 years, DXSA.DE has outperformed IDVY.AS with an annualized return of 9.09%, while IDVY.AS has yielded a comparatively lower 7.09% annualized return.


DXSA.DE

1D
1.37%
1M
-2.05%
YTD
3.80%
6M
10.42%
1Y
20.27%
3Y*
18.55%
5Y*
11.96%
10Y*
9.09%

IDVY.AS

1D
2.51%
1M
-1.56%
YTD
1.47%
6M
7.04%
1Y
22.25%
3Y*
18.43%
5Y*
8.63%
10Y*
7.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXSA.DE vs. IDVY.AS - Expense Ratio Comparison

DXSA.DE has a 0.30% expense ratio, which is lower than IDVY.AS's 0.40% expense ratio.


Return for Risk

DXSA.DE vs. IDVY.AS — 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: 7272
Overall Rank
DXSA.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DXSA.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
DXSA.DE Omega Ratio Rank: 7676
Omega Ratio Rank
DXSA.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
DXSA.DE Martin Ratio Rank: 6969
Martin Ratio Rank

IDVY.AS
IDVY.AS Risk / Return Rank: 8484
Overall Rank
IDVY.AS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IDVY.AS Sortino Ratio Rank: 7676
Sortino Ratio Rank
IDVY.AS Omega Ratio Rank: 7979
Omega Ratio Rank
IDVY.AS Calmar Ratio Rank: 9494
Calmar Ratio Rank
IDVY.AS Martin Ratio Rank: 9090
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. IDVY.AS - 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 Euro Dividend UCITS ETF (IDVY.AS). 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.DEIDVY.ASDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.55

-0.11

Sortino ratio

Return per unit of downside risk

1.81

2.00

-0.19

Omega ratio

Gain probability vs. loss probability

1.30

1.32

-0.01

Calmar ratio

Return relative to maximum drawdown

1.94

3.89

-1.95

Martin ratio

Return relative to average drawdown

7.57

12.16

-4.59

DXSA.DE vs. IDVY.AS - Sharpe Ratio Comparison

The current DXSA.DE Sharpe Ratio is 1.43, which is comparable to the IDVY.AS Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of DXSA.DE and IDVY.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DXSA.DEIDVY.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.55

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.58

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.40

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.22

-0.07

Correlation

The correlation between DXSA.DE and IDVY.AS is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DXSA.DE vs. IDVY.AS - Dividend Comparison

DXSA.DE's dividend yield for the trailing twelve months is around 4.82%, more than IDVY.AS's 4.25% yield.


TTM20252024202320222021202020192018201720162015
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
4.82%4.96%5.39%4.32%4.62%5.73%5.96%2.34%4.64%3.00%2.93%0.14%
IDVY.AS
iShares Euro Dividend UCITS ETF
4.25%4.36%5.85%5.84%5.28%3.68%3.57%4.84%4.76%3.91%3.97%4.00%

Drawdowns

DXSA.DE vs. IDVY.AS - Drawdown Comparison

The maximum DXSA.DE drawdown since its inception was -71.31%, roughly equal to the maximum IDVY.AS drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and IDVY.AS.


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Drawdown Indicators


DXSA.DEIDVY.ASDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-71.33%

+0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-11.13%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

-24.57%

+1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-36.15%

-42.34%

+6.19%

Current Drawdown

Current decline from peak

-3.43%

-3.39%

-0.04%

Average Drawdown

Average peak-to-trough decline

-23.26%

-22.72%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.55%

+0.13%

Volatility

DXSA.DE vs. IDVY.AS - Volatility Comparison

The current volatility for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) is 4.35%, while iShares Euro Dividend UCITS ETF (IDVY.AS) has a volatility of 5.05%. This indicates that DXSA.DE experiences smaller price fluctuations and is considered to be less risky than IDVY.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSA.DEIDVY.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

5.05%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.80%

8.79%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

14.10%

14.21%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

14.72%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

17.28%

-1.62%