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DXSA.DE vs. IS3M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSA.DE vs. IS3M.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 iShares € Ultrashort Bond UCITS ETF (IS3M.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 IS3M.DE's 0.92% return. Over the past 10 years, DXSA.DE has outperformed IS3M.DE with an annualized return of 9.19%, while IS3M.DE has yielded a comparatively lower 1.01% 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%

IS3M.DE

1D
0.04%
1M
0.34%
YTD
0.92%
6M
1.01%
1Y
2.26%
3Y*
3.34%
5Y*
2.10%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSA.DE vs. IS3M.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%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
0.92%2.61%4.12%3.42%-0.29%-0.36%0.09%0.34%-0.62%-0.09%

Correlation

The correlation between DXSA.DE and IS3M.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.08

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

0.03

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

0.04

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2013

0.04

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Return for Risk

DXSA.DE vs. IS3M.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

IS3M.DE
IS3M.DE Risk / Return Rank: 9393
Overall Rank
IS3M.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IS3M.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
IS3M.DE Omega Ratio Rank: 9393
Omega Ratio Rank
IS3M.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IS3M.DE Martin Ratio Rank: 9797
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. IS3M.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 € Ultrashort Bond UCITS ETF (IS3M.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.DEIS3M.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-2.15

Omega ratioGain probability vs. loss probability

1.34

1.64

-0.30

Calmar ratioReturn relative to maximum drawdown

2.59

7.59

-5.00

Martin ratioReturn relative to average drawdown

8.70

49.96

-41.26

DXSA.DE vs. IS3M.DE - Sharpe Ratio Comparison

The current DXSA.DE Sharpe Ratio is 1.87, which is lower than the IS3M.DE Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of DXSA.DE and IS3M.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.DEIS3M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.95

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

2.74

-1.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.91

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.86

-0.70

Drawdowns

DXSA.DE vs. IS3M.DE - Drawdown Comparison

The maximum DXSA.DE drawdown since its inception was -71.31%, which is greater than IS3M.DE's maximum drawdown of -3.80%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and IS3M.DE.


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Drawdown Indicators


DXSA.DEIS3M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-3.80%

-67.51%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-0.30%

-7.27%

Max Drawdown (3Y)

Largest decline over 3 years

-15.08%

-0.47%

-14.61%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

-1.21%

-21.93%

Max Drawdown (10Y)

Largest decline over 10 years

-36.15%

-3.80%

-32.35%

Current Drawdown

Current decline from peak

-0.96%

-0.01%

-0.95%

Average Drawdown

Average peak-to-trough decline

-23.06%

-0.29%

-22.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

0.05%

+2.21%

Volatility

DXSA.DE vs. IS3M.DE - Volatility Comparison

Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) has a higher volatility of 2.73% compared to iShares € Ultrashort Bond UCITS ETF (IS3M.DE) at 0.29%. This indicates that DXSA.DE's price experiences larger fluctuations and is considered to be riskier than IS3M.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.DEIS3M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

0.29%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

0.59%

+7.80%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

0.76%

+9.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

0.76%

+13.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

1.11%

+14.49%

DXSA.DE vs. IS3M.DE - Expense Ratio Comparison

DXSA.DE has a 0.30% expense ratio, which is higher than IS3M.DE's 0.09% expense ratio.


Dividends

DXSA.DE vs. IS3M.DE - Dividend Comparison

DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, more than IS3M.DE's 3.29% 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%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
3.29%2.74%3.80%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.13%

Frequently Asked Questions


DXSA.DE and IS3M.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3M.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3M.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for DXSA.DE.

DXSA.DE is categorized as Europe Equities, while IS3M.DE is Ultrashort Bond. DXSA.DE tracks EURO STOXX® Quality Dividend 50, while IS3M.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for DXSA.DE and 0.09% for IS3M.DE.

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