EUN1.DE vs. DXSA.DE
EUN1.DE (iShares STOXX Europe 50 UCITS ETF) and DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) are both Europe Equities funds - EUN1.DE tracks the STOXX® Europe 50 while DXSA.DE tracks the EURO STOXX® Quality Dividend 50. Both are passively managed. Over the past 10 years, EUN1.DE returned 9.16%/yr vs 9.19%/yr for DXSA.DE. Their correlation of 0.81 suggests significant overlap in exposure. EUN1.DE charges 0.35%/yr vs 0.30%/yr for DXSA.DE.
Performance
EUN1.DE vs. DXSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN1.DE achieves a 7.28% return, which is significantly lower than DXSA.DE's 9.28% return. Both investments have delivered pretty close results over the past 10 years, with EUN1.DE having a 9.16% annualized return and DXSA.DE not far ahead at 9.19%.
EUN1.DE
- 1D
- 0.78%
- 1M
- 2.62%
- YTD
- 7.28%
- 6M
- 9.74%
- 1Y
- 15.85%
- 3Y*
- 12.02%
- 5Y*
- 11.08%
- 10Y*
- 9.16%
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%
EUN1.DE vs. DXSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 7.28% | 17.86% | 7.29% | 14.83% | -1.88% | 26.01% | -6.66% | 28.44% | -10.45% | 9.14% |
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% |
Correlation
The correlation between EUN1.DE and DXSA.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2007 | 0.81 |
The correlation between EUN1.DE and DXSA.DE has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
EUN1.DE vs. DXSA.DE — Risk / Return Rank
EUN1.DE
DXSA.DE
EUN1.DE vs. DXSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (EUN1.DE) and Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.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.
| EUN1.DE | DXSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.34 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.59 | -0.90 |
| Martin ratioReturn relative to average drawdown | 5.92 | 8.70 | -2.78 |
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
| EUN1.DE | DXSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.87 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.85 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.59 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.16 | 0.00 |
Drawdowns
EUN1.DE vs. DXSA.DE - Drawdown Comparison
The maximum EUN1.DE drawdown since its inception was -62.27%, smaller than the maximum DXSA.DE drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for EUN1.DE and DXSA.DE.
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Drawdown Indicators
| EUN1.DE | DXSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.27% | -71.31% | +9.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -7.57% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -17.40% | -15.08% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -17.40% | -23.14% | +5.74% |
Max Drawdown (10Y)Largest decline over 10 years | -32.50% | -36.15% | +3.65% |
Current DrawdownCurrent decline from peak | -1.72% | -0.96% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -20.89% | -23.06% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.26% | +0.49% |
Volatility
EUN1.DE vs. DXSA.DE - Volatility Comparison
iShares STOXX Europe 50 UCITS ETF (EUN1.DE) has a higher volatility of 4.21% compared to Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) at 2.73%. This indicates that EUN1.DE's price experiences larger fluctuations and is considered to be riskier than DXSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUN1.DE | DXSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 2.73% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 8.39% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 10.51% | +2.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 14.03% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 15.60% | -0.34% |
EUN1.DE vs. DXSA.DE - Expense Ratio Comparison
EUN1.DE has a 0.35% expense ratio, which is higher than DXSA.DE's 0.30% expense ratio.
Dividends
EUN1.DE vs. DXSA.DE - Dividend Comparison
EUN1.DE's dividend yield for the trailing twelve months is around 2.41%, less than DXSA.DE's 4.51% yield.
| 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% |
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 2.41% | 2.41% | 2.62% | 2.55% | 2.61% | 2.22% | 2.41% | 2.94% | 3.53% | 3.22% | 3.28% | 3.05% |
Frequently Asked Questions
EUN1.DE and DXSA.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSA.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for EUN1.DE.
EUN1.DE tracks STOXX® Europe 50, while DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.35% for EUN1.DE and 0.30% for DXSA.DE.
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