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

Performance

EUNY.DE vs. DXSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EUNY.DE having a 10.09% return and DXSA.DE slightly higher at 10.54%. Over the past 10 years, EUNY.DE has underperformed DXSA.DE with an annualized return of 7.02%, while DXSA.DE has yielded a comparatively higher 9.65% annualized return.


EUNY.DE

1D
0.82%
1M
-3.54%
YTD
10.09%
6M
11.35%
1Y
23.68%
3Y*
16.16%
5Y*
4.88%
10Y*
7.02%

DXSA.DE

1D
1.14%
1M
3.56%
YTD
10.54%
6M
12.83%
1Y
20.33%
3Y*
19.78%
5Y*
12.27%
10Y*
9.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
10.09%13.97%12.41%15.34%-26.11%20.00%-11.72%18.34%-1.57%10.55%
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
10.54%33.37%10.38%17.90%-9.87%18.77%-9.10%22.59%-13.03%10.40%

Correlation

The correlation between EUNY.DE and DXSA.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.44

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

0.43

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

0.53

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2011

0.56

The correlation between EUNY.DE and DXSA.DE shifts across timeframes, from 0.41 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUNY.DE vs. DXSA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUNY.DE
EUNY.DE Risk / Return Rank: 7373
Overall Rank
EUNY.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8383
Martin Ratio Rank

DXSA.DE
DXSA.DE Risk / Return Rank: 6161
Overall Rank
DXSA.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DXSA.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
DXSA.DE Omega Ratio Rank: 6464
Omega Ratio Rank
DXSA.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
DXSA.DE Martin Ratio Rank: 5757
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.

EUNY.DE vs. DXSA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (EUNY.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.


EUNY.DEDXSA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.34

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

4.87

2.66

+2.21

Martin ratioReturn relative to average drawdown

14.81

8.91

+5.90

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

The current EUNY.DE Sharpe Ratio is 1.91, which is comparable to the DXSA.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of EUNY.DE and DXSA.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


EUNY.DEDXSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.88

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.86

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.61

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.16

-0.01

Drawdowns

EUNY.DE vs. DXSA.DE - Drawdown Comparison

The maximum EUNY.DE drawdown since its inception was -50.11%, smaller than the maximum DXSA.DE drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for EUNY.DE and DXSA.DE.


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Drawdown Indicators


EUNY.DEDXSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.11%

-71.31%

+21.20%

Max Drawdown (1Y)

Largest decline over 1 year

-4.77%

-7.57%

+2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-15.08%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-31.41%

-23.13%

-8.28%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

-36.17%

-0.12%

Current Drawdown

Current decline from peak

-3.99%

0.00%

-3.99%

Average Drawdown

Average peak-to-trough decline

-20.36%

-23.12%

+2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

2.26%

-0.69%

Volatility

EUNY.DE vs. DXSA.DE - Volatility Comparison

iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a higher volatility of 4.74% compared to Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) at 2.88%. This indicates that EUNY.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


EUNY.DEDXSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

2.88%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

8.56%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

12.16%

10.68%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

14.06%

+1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

15.58%

+1.15%

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

EUNY.DE has a 0.65% expense ratio, which is higher than DXSA.DE's 0.30% expense ratio.


Dividends

EUNY.DE vs. DXSA.DE - Dividend Comparison

EUNY.DE's dividend yield for the trailing twelve months is around 5.39%, more than DXSA.DE's 4.46% yield.


PositionTTM20252024202320222021202020192018201720162015
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
4.46%4.96%5.39%4.32%4.62%5.72%5.96%2.34%4.64%3.00%2.93%0.14%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.39%5.83%7.71%8.05%9.57%6.35%5.09%5.58%5.64%4.10%4.36%6.39%

Frequently Asked Questions


EUNY.DE and DXSA.DE have a correlation of 0.41, 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 0.65% for EUNY.DE.

EUNY.DE is categorized as Emerging Markets Equities, while DXSA.DE is Europe Equities. EUNY.DE tracks Dow Jones Emerging Markets Select Dividend, while DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.65% for EUNY.DE and 0.30% for DXSA.DE.

Portfolio Optimizer

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