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DXSA.DE vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

DXSA.DE vs. USD=X - 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 USD Cash (USD=X). 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 USD=X is traded in USD. To make them comparable, the USD=X 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 15.18% return, which is significantly higher than USD=X's 2.97% return. Over the past 10 years, DXSA.DE has outperformed USD=X with an annualized return of 9.91%, while USD=X has yielded a comparatively lower -0.38% annualized return.


DXSA.DE

1D
-0.32%
1M
1.65%
6M
16.37%
YTD
15.18%
1Y
26.20%
3Y*
20.41%
5Y*
13.13%
10Y*
9.91%
ALL TIME*
3.53%

USD=X

1D
0.00%
1M
0.46%
6M
2.78%
YTD
2.97%
1Y
2.50%
3Y*
-0.83%
5Y*
0.63%
10Y*
-0.38%
ALL TIME*
1.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSA.DE vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
15.18%33.37%10.38%17.90%-9.87%18.77%-9.10%22.59%-13.03%10.40%
USD=X
USD Cash
2.97%-11.87%6.60%-3.00%6.20%7.48%-8.24%2.26%4.69%-12.29%

Correlation

The correlation between DXSA.DE and USD=X is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

-0.17

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

-0.18

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2007

-0.10

The correlation between DXSA.DE and USD=X shifts across timeframes, from -0.18 (5 years) to -0.05 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

DXSA.DE vs. USD=X — 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: 8888
Overall Rank
DXSA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DXSA.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
DXSA.DE Omega Ratio Rank: 9191
Omega Ratio Rank
DXSA.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
DXSA.DE Martin Ratio Rank: 8282
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - 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 USD Cash (USD=X). 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.DEUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+2.00

Sortino ratioReturn per unit of downside risk

+2.59

Omega ratioGain probability vs. loss probability

1.46

1.08

+0.38

Calmar ratioReturn relative to maximum drawdown

3.45

0.57

+2.88

Martin ratioReturn relative to average drawdown

11.81

1.30

+10.51

DXSA.DE vs. USD=X - Sharpe Ratio Comparison

The current DXSA.DE Sharpe Ratio is 2.48, which is higher than the USD=X Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of DXSA.DE and USD=X, 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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Drawdowns

DXSA.DE vs. USD=X - Drawdown Comparison

The maximum DXSA.DE drawdown since its inception was -71.31%, which is greater than USD=X's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and USD=X.


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Drawdown Indicators


DXSA.DEUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-20.32%

-50.99%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-5.33%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-15.08%

-15.23%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-23.13%

-20.32%

-2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-36.17%

-20.32%

-15.85%

Current Drawdown

Current decline from peak

-0.41%

-15.88%

+15.47%

Average Drawdown

Average peak-to-trough decline

-22.97%

-9.38%

-13.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.77%

+0.44%

Volatility

DXSA.DE vs. USD=X - Volatility Comparison

Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) has a higher volatility of 2.09% compared to USD Cash (USD=X) at 1.08%. This indicates that DXSA.DE's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSA.DEUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

1.08%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.41%

4.62%

+3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.53%

5.30%

+5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

6.42%

+7.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

6.14%

+8.99%

Frequently Asked Questions


DXSA.DE and USD=X have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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