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

Performance

DXSA.DE vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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 VTI is traded in USD. To make them comparable, the VTI 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 VTI's 10.86% return. Over the past 10 years, DXSA.DE has underperformed VTI with an annualized return of 9.19%, while VTI has yielded a comparatively higher 14.53% 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%

VTI

1D
0.00%
1M
2.44%
YTD
10.86%
6M
9.71%
1Y
23.21%
3Y*
18.18%
5Y*
13.44%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSA.DE vs. VTI - 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%
VTI
Vanguard Total Stock Market ETF
11.06%3.20%31.98%22.27%-14.54%35.08%11.10%33.62%-0.79%6.32%

Correlation

The correlation between DXSA.DE and VTI is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.20

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

0.28

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

0.36

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

0.38

The correlation between DXSA.DE and VTI shifts across timeframes, from 0.20 (3 years) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DXSA.DE vs. VTI — 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

VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6868
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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.DEVTIDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.34

1.35

0.00

Calmar ratioReturn relative to maximum drawdown

2.59

3.13

-0.54

Martin ratioReturn relative to average drawdown

8.70

11.69

-2.99

DXSA.DE vs. VTI - Sharpe Ratio Comparison

The current DXSA.DE Sharpe Ratio is 1.87, which is comparable to the VTI Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DXSA.DE and VTI, 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.DEVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.87

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.78

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.78

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.60

-0.44

Drawdowns

DXSA.DE vs. VTI - Drawdown Comparison

The maximum DXSA.DE drawdown since its inception was -71.31%, which is greater than VTI's maximum drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and VTI.


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Drawdown Indicators


DXSA.DEVTIDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-50.14%

-21.17%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-7.45%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-15.08%

-24.34%

+9.26%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

-24.34%

+1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-36.15%

-34.51%

-1.64%

Current Drawdown

Current decline from peak

-0.96%

-2.01%

+1.05%

Average Drawdown

Average peak-to-trough decline

-23.06%

-7.70%

-15.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.99%

+0.27%

Volatility

DXSA.DE vs. VTI - Volatility Comparison

The current volatility for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) is 2.73%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.02%. This indicates that DXSA.DE experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSA.DEVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

3.02%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

8.94%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

12.52%

-2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

17.23%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

18.77%

-3.17%

DXSA.DE vs. VTI - Expense Ratio Comparison

DXSA.DE has a 0.30% expense ratio, which is higher than VTI's 0.03% expense ratio.


Dividends

DXSA.DE vs. VTI - Dividend Comparison

DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, more than VTI's 1.03% 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%
VTI
Vanguard Total Stock Market ETF
1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


DXSA.DE and VTI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.30% for DXSA.DE.

DXSA.DE is categorized as Europe Equities, while VTI is Large Cap Blend Equities. DXSA.DE tracks EURO STOXX® Quality Dividend 50, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.30% for DXSA.DE and 0.03% for VTI.

Portfolio Optimizer

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