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

Performance

DXSA.DE vs. XNAS.DE - 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 Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE). The values are adjusted to include any dividend payments, if applicable.

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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 XNAS.DE's 20.53% 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%

XNAS.DE

1D
-0.83%
1M
9.23%
YTD
20.53%
6M
19.39%
1Y
37.85%
3Y*
24.64%
5Y*
18.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSA.DE vs. XNAS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
9.28%33.40%10.36%17.93%-9.82%18.62%
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
20.53%7.11%33.75%51.36%-29.99%33.56%

Correlation

The correlation between DXSA.DE and XNAS.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.26

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2021

0.38

The correlation between DXSA.DE and XNAS.DE shifts across timeframes, from 0.26 (3 years) to 0.38 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DXSA.DE vs. XNAS.DE — 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

XNAS.DE
XNAS.DE Risk / Return Rank: 7171
Overall Rank
XNAS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XNAS.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XNAS.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XNAS.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
XNAS.DE Martin Ratio Rank: 6363
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. XNAS.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 Nasdaq 100 UCITS ETF 1C (XNAS.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.DEXNAS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.34

1.42

-0.08

Calmar ratioReturn relative to maximum drawdown

2.59

3.77

-1.18

Martin ratioReturn relative to average drawdown

8.70

11.16

-2.46

DXSA.DE vs. XNAS.DE - Sharpe Ratio Comparison

The current DXSA.DE Sharpe Ratio is 1.87, which is comparable to the XNAS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of DXSA.DE and XNAS.DE, 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.DEXNAS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.40

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.93

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.91

-0.75

Drawdowns

DXSA.DE vs. XNAS.DE - Drawdown Comparison

The maximum DXSA.DE drawdown since its inception was -71.31%, which is greater than XNAS.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for DXSA.DE and XNAS.DE.


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Drawdown Indicators


DXSA.DEXNAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.31%

-31.25%

-40.06%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-10.00%

+2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-15.08%

-26.72%

+11.64%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

-31.25%

+8.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.15%

Current Drawdown

Current decline from peak

-0.96%

-0.83%

-0.13%

Average Drawdown

Average peak-to-trough decline

-23.06%

-7.83%

-15.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

3.38%

-1.12%

Volatility

DXSA.DE vs. XNAS.DE - Volatility Comparison

The current volatility for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) is 2.73%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that DXSA.DE experiences smaller price fluctuations and is considered to be less risky than XNAS.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.DEXNAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

4.31%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

10.91%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

15.71%

-5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

19.88%

-5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

19.84%

-4.24%

DXSA.DE vs. XNAS.DE - Expense Ratio Comparison

DXSA.DE has a 0.30% expense ratio, which is higher than XNAS.DE's 0.20% expense ratio.


Dividends

DXSA.DE vs. XNAS.DE - Dividend Comparison

DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, while XNAS.DE has not paid dividends to shareholders.


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%
XNAS.DE
Xtrackers Nasdaq 100 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 XNAS.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for DXSA.DE.

DXSA.DE is categorized as Europe Equities, while XNAS.DE is Nasdaq-100. DXSA.DE tracks EURO STOXX® Quality Dividend 50, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.30% for DXSA.DE and 0.20% for XNAS.DE.

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