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

Performance

DXSA.DE vs. MU - 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 Micron Technology, Inc. (MU). 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 MU is traded in USD. To make them comparable, the MU 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 MU's 238.88% return. Over the past 10 years, DXSA.DE has underperformed MU with an annualized return of 9.19%, while MU has yielded a comparatively higher 54.64% annualized return.


DXSA.DE

1D
0.23%
1M
2.38%
YTD
9.28%
6M
11.75%
1Y
18.96%
3Y*
19.44%
5Y*
12.02%
10Y*
9.19%

MU

1D
9.74%
1M
29.88%
YTD
238.88%
6M
288.21%
1Y
765.83%
3Y*
139.28%
5Y*
67.20%
10Y*
54.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSA.DE vs. MU - 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%
MU
Micron Technology, Inc.
238.88%199.86%5.58%66.78%-42.58%33.50%28.27%73.32%-19.21%64.54%

Correlation

The correlation between DXSA.DE and MU is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.14

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

0.20

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

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2007

0.26

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

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Return for Risk

DXSA.DE vs. MU — 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

MU
MU Risk / Return Rank: 9999
Overall Rank
MU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MU Sortino Ratio Rank: 9999
Sortino Ratio Rank
MU Omega Ratio Rank: 9898
Omega Ratio Rank
MU Calmar Ratio Rank: 100100
Calmar Ratio Rank
MU Martin Ratio Rank: 100100
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. MU - 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 Micron Technology, Inc. (MU). 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.DEMUDifference
Sharpe ratioReturn per unit of total volatility

-9.45

Sortino ratioReturn per unit of downside risk

-3.76

Omega ratioGain probability vs. loss probability

1.34

1.80

-0.46

Calmar ratioReturn relative to maximum drawdown

2.59

25.57

-22.98

Martin ratioReturn relative to average drawdown

8.70

97.41

-88.72

DXSA.DE vs. MU - Sharpe Ratio Comparison

The current DXSA.DE Sharpe Ratio is 1.87, which is lower than the MU Sharpe Ratio of 11.32. The chart below compares the historical Sharpe Ratios of DXSA.DE and MU, 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.DEMUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

11.32

-9.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

1.29

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

1.10

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.52

-0.36

Drawdowns

DXSA.DE vs. MU - Drawdown Comparison

The maximum DXSA.DE drawdown since its inception was -71.31%, smaller than the maximum MU drawdown of -84.08%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and MU.


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Drawdown Indicators


DXSA.DEMUDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-84.08%

+12.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-30.24%

+22.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.08%

-59.24%

+44.16%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

-59.24%

+36.10%

Max Drawdown (10Y)

Largest decline over 10 years

-36.15%

-59.24%

+23.09%

Current Drawdown

Current decline from peak

-0.96%

-11.58%

+10.62%

Average Drawdown

Average peak-to-trough decline

-23.06%

-27.28%

+4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

7.92%

-5.66%

Volatility

DXSA.DE vs. MU - Volatility Comparison

The current volatility for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) is 2.73%, while Micron Technology, Inc. (MU) has a volatility of 33.35%. This indicates that DXSA.DE experiences smaller price fluctuations and is considered to be less risky than MU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSA.DEMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

33.35%

-30.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

56.17%

-47.78%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

68.46%

-57.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

52.60%

-38.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

50.03%

-34.43%

Dividends

DXSA.DE vs. MU - Dividend Comparison

DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, more than MU's 0.05% 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%
MU
Micron Technology, Inc.
0.05%0.16%0.55%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DXSA.DE and MU have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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