DXSA.DE vs. IS3S.DE
DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both exchange-traded funds - DXSA.DE is a Europe Equities fund tracking the EURO STOXX® Quality Dividend 50, while IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, DXSA.DE returned 9.19%/yr vs 12.60%/yr for IS3S.DE. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
DXSA.DE vs. IS3S.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 IS3S.DE's 35.27% return. Over the past 10 years, DXSA.DE has underperformed IS3S.DE with an annualized return of 9.19%, while IS3S.DE has yielded a comparatively higher 12.60% 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%
IS3S.DE
- 1D
- -0.83%
- 1M
- 12.66%
- YTD
- 35.27%
- 6M
- 38.56%
- 1Y
- 63.43%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
DXSA.DE vs. IS3S.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% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
Correlation
The correlation between DXSA.DE and IS3S.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.77 |
The correlation between DXSA.DE and IS3S.DE shifts across timeframes, from 0.58 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXSA.DE vs. IS3S.DE — Risk / Return Rank
DXSA.DE
IS3S.DE
DXSA.DE vs. IS3S.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 World Value Factor UCITS ETF (IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.61 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.83 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 10.36 | -7.76 |
| Martin ratioReturn relative to average drawdown | 8.70 | 39.01 | -30.31 |
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 | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 4.53 | -2.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 1.24 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.79 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.68 | -0.52 |
Drawdowns
DXSA.DE vs. IS3S.DE - Drawdown Comparison
The maximum DXSA.DE drawdown since its inception was -71.31%, which is greater than IS3S.DE's maximum drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and IS3S.DE.
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Drawdown Indicators
| DXSA.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -35.18% | -36.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -6.09% | -1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -17.80% | +2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.14% | -17.80% | -5.34% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -35.18% | -0.97% |
Current DrawdownCurrent decline from peak | -0.96% | -0.83% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -5.82% | -17.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 1.62% | +0.64% |
Volatility
DXSA.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) is 2.73%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that DXSA.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 5.62% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 11.32% | -2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 13.93% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 13.85% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 15.76% | -0.16% |
DXSA.DE vs. IS3S.DE - Expense Ratio Comparison
Both DXSA.DE and IS3S.DE have an expense ratio of 0.30%.
Dividends
DXSA.DE vs. IS3S.DE - Dividend Comparison
DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, while IS3S.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% |
IS3S.DE iShares Edge MSCI World Value Factor 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 IS3S.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DXSA.DE and IS3S.DE have the same expense ratio: 0.30% per year.
DXSA.DE is categorized as Europe Equities, while IS3S.DE is Global Equities. DXSA.DE tracks EURO STOXX® Quality Dividend 50, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Xtrackers and iShares.
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