DXSA.DE vs. MVEE.DE
DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) and MVEE.DE (iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)) are both Europe Equities funds - DXSA.DE tracks the EURO STOXX® Quality Dividend 50 while MVEE.DE tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, DXSA.DE returned 13.03%/yr vs 6.17%/yr for MVEE.DE. A 0.78 correlation means they provide meaningful diversification when combined. DXSA.DE charges 0.30%/yr vs 0.25%/yr for MVEE.DE.
Performance
DXSA.DE vs. MVEE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DXSA.DE achieves a 13.61% return, which is significantly higher than MVEE.DE's 8.14% return.
DXSA.DE
- 1D
- 0.39%
- 1M
- 3.29%
- YTD
- 13.61%
- 6M
- 14.48%
- 1Y
- 26.99%
- 3Y*
- 21.32%
- 5Y*
- 13.03%
- 10Y*
- 10.85%
MVEE.DE
- 1D
- 0.92%
- 1M
- 1.27%
- YTD
- 8.14%
- 6M
- 8.67%
- 1Y
- 11.72%
- 3Y*
- 10.33%
- 5Y*
- 6.17%
- 10Y*
- —
DXSA.DE vs. MVEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 13.61% | 33.37% | 10.38% | 17.90% | -9.87% | 18.77% | 21.67% |
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 8.14% | 8.71% | 8.75% | 12.46% | -15.04% | 23.79% | 13.95% |
Correlation
The correlation between DXSA.DE and MVEE.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2020 | 0.78 |
The correlation between DXSA.DE and MVEE.DE shifts across timeframes, from 0.60 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DXSA.DE vs. MVEE.DE — Risk / Return Rank
DXSA.DE
MVEE.DE
DXSA.DE vs. MVEE.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 Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DXSA.DE | MVEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.22 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 1.58 | +1.97 |
| Martin ratioReturn relative to average drawdown | 12.14 | 5.45 | +6.69 |
Loading charts...
Drawdowns
DXSA.DE vs. MVEE.DE - Drawdown Comparison
The maximum DXSA.DE drawdown since its inception was -71.31%, which is greater than MVEE.DE's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and MVEE.DE.
Loading charts...
Drawdown Indicators
| DXSA.DE | MVEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -20.19% | -51.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -7.40% | -0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -12.19% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.13% | -20.19% | -2.94% |
Max Drawdown (10Y)Largest decline over 10 years | -36.17% | — | — |
Current DrawdownCurrent decline from peak | -0.19% | 0.00% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -4.50% | -18.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.15% | +0.07% |
Volatility
DXSA.DE vs. MVEE.DE - Volatility Comparison
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) has a higher volatility of 2.39% compared to iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) at 2.19%. This indicates that DXSA.DE's price experiences larger fluctuations and is considered to be riskier than MVEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DXSA.DE | MVEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 2.19% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 8.16% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 9.93% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 12.08% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.25% | 12.47% | +2.78% |
DXSA.DE vs. MVEE.DE - Expense Ratio Comparison
DXSA.DE has a 0.30% expense ratio, which is higher than MVEE.DE's 0.25% expense ratio.
Dividends
DXSA.DE vs. MVEE.DE - Dividend Comparison
DXSA.DE's dividend yield for the trailing twelve months is around 4.34%, while MVEE.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 | 4.34% | 4.96% | 5.39% | 4.32% | 4.62% | 5.72% | 5.96% | 2.34% | 4.64% | 3.00% | 2.93% | 0.14% |
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 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 MVEE.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEE.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for DXSA.DE.
DXSA.DE tracks EURO STOXX® Quality Dividend 50, while MVEE.DE tracks MSCI Europe NR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for DXSA.DE and 0.25% for MVEE.DE.
Find the right allocation for DXSA.DE and MVEE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer