DXSA.DE vs. XDWD.DE
DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - DXSA.DE is a Europe Equities fund tracking the EURO STOXX® Quality Dividend 50, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, DXSA.DE returned 9.19%/yr vs 12.83%/yr for XDWD.DE. A 0.69 correlation means they provide meaningful diversification when combined. DXSA.DE charges 0.30%/yr vs 0.19%/yr for XDWD.DE.
Performance
DXSA.DE vs. XDWD.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 XDWD.DE's 10.91% return. Over the past 10 years, DXSA.DE has underperformed XDWD.DE with an annualized return of 9.19%, while XDWD.DE has yielded a comparatively higher 12.83% 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%
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
DXSA.DE vs. XDWD.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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between DXSA.DE and XDWD.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.69 |
The correlation between DXSA.DE and XDWD.DE shifts across timeframes, from 0.48 (3 years) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXSA.DE vs. XDWD.DE — Risk / Return Rank
DXSA.DE
XDWD.DE
DXSA.DE vs. XDWD.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 Xtrackers MSCI World UCITS ETF 1C (XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.40 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 3.63 | -1.04 |
| Martin ratioReturn relative to average drawdown | 8.70 | 14.44 | -5.74 |
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 | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.14 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.90 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.84 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.78 | -0.62 |
Drawdowns
DXSA.DE vs. XDWD.DE - Drawdown Comparison
The maximum DXSA.DE drawdown since its inception was -71.31%, which is greater than XDWD.DE's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and XDWD.DE.
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Drawdown Indicators
| DXSA.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -33.55% | -37.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -6.54% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -21.64% | +6.56% |
Max Drawdown (5Y)Largest decline over 5 years | -23.14% | -21.64% | -1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -33.55% | -2.60% |
Current DrawdownCurrent decline from peak | -0.96% | -0.33% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -4.55% | -18.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 1.65% | +0.61% |
Volatility
DXSA.DE vs. XDWD.DE - Volatility Comparison
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) has a higher volatility of 2.73% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that DXSA.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.60% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.77% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 11.12% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 14.13% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 15.16% | +0.44% |
DXSA.DE vs. XDWD.DE - Expense Ratio Comparison
DXSA.DE has a 0.30% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio.
Dividends
DXSA.DE vs. XDWD.DE - Dividend Comparison
DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, while XDWD.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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 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 XDWD.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for DXSA.DE.
DXSA.DE is categorized as Europe Equities, while XDWD.DE is Global Equities. DXSA.DE tracks EURO STOXX® Quality Dividend 50, while XDWD.DE tracks MSCI World. Their fees differ too: 0.30% for DXSA.DE and 0.19% for XDWD.DE.
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