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EXS2.DE vs. DXSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXS2.DE vs. DXSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares TecDAX UCITS ETF (DE) (EXS2.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

In the year-to-date period, EXS2.DE achieves a 3.65% return, which is significantly lower than DXSA.DE's 15.66% return. Over the past 10 years, EXS2.DE has underperformed DXSA.DE with an annualized return of 8.08%, while DXSA.DE has yielded a comparatively higher 10.08% annualized return.


EXS2.DE

1D
-0.27%
1M
-4.57%
6M
0.12%
YTD
3.65%
1Y
-5.39%
3Y*
4.93%
5Y*
0.19%
10Y*
8.08%

DXSA.DE

1D
0.29%
1M
1.77%
6M
14.29%
YTD
15.66%
1Y
27.25%
3Y*
21.25%
5Y*
13.23%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXS2.DE vs. DXSA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXS2.DE
iShares TecDAX UCITS ETF (DE)
3.65%5.33%1.65%13.57%-26.01%21.05%6.14%22.25%-3.77%39.92%
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
15.66%33.37%10.38%17.90%-9.87%18.77%-9.10%22.59%-13.03%10.40%

Correlation

The correlation between EXS2.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

0.56

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

0.60

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

0.62

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2007

0.66

Over the past year, the correlation between EXS2.DE and DXSA.DE has dropped to 0.41 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

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Return for Risk

EXS2.DE vs. DXSA.DE — Risk / Return Rank

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

EXS2.DE
EXS2.DE Risk / Return Rank: 77
Overall Rank
EXS2.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EXS2.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
EXS2.DE Omega Ratio Rank: 77
Omega Ratio Rank
EXS2.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
EXS2.DE Martin Ratio Rank: 77
Martin Ratio Rank

DXSA.DE
DXSA.DE Risk / Return Rank: 8888
Overall Rank
DXSA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DXSA.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
DXSA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
DXSA.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
DXSA.DE Martin Ratio Rank: 8282
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.

EXS2.DE vs. DXSA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TecDAX UCITS ETF (DE) (EXS2.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EXS2.DEDXSA.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.87

Sortino ratioReturn per unit of downside risk

-3.71

Omega ratioGain probability vs. loss probability

0.97

1.48

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.35

3.59

-3.93

Martin ratioReturn relative to average drawdown

-0.68

12.29

-12.97

EXS2.DE vs. DXSA.DE - Sharpe Ratio Comparison

The current EXS2.DE Sharpe Ratio is -0.29, which is lower than the DXSA.DE Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of EXS2.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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Drawdowns

EXS2.DE vs. DXSA.DE - Drawdown Comparison

The maximum EXS2.DE drawdown since its inception was -61.61%, smaller than the maximum DXSA.DE drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for EXS2.DE and DXSA.DE.


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Drawdown Indicators


EXS2.DEDXSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.61%

-71.31%

+9.70%

Max Drawdown (1Y)

Largest decline over 1 year

-15.38%

-7.57%

-7.81%

Max Drawdown (3Y)

Largest decline over 3 years

-17.91%

-15.08%

-2.83%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

-23.13%

-11.84%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-36.17%

+1.20%

Current Drawdown

Current decline from peak

-11.13%

0.00%

-11.13%

Average Drawdown

Average peak-to-trough decline

-14.21%

-22.98%

+8.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.63%

2.21%

+5.42%

Volatility

EXS2.DE vs. DXSA.DE - Volatility Comparison

iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a higher volatility of 4.72% compared to Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) at 2.07%. This indicates that EXS2.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


EXS2.DEDXSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

2.07%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

8.46%

+6.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

10.52%

+7.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

14.02%

+4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.33%

15.12%

+4.21%

EXS2.DE vs. DXSA.DE - Expense Ratio Comparison

EXS2.DE has a 0.51% expense ratio, which is higher than DXSA.DE's 0.30% expense ratio.


Dividends

EXS2.DE vs. DXSA.DE - Dividend Comparison

EXS2.DE has not paid dividends to shareholders, while DXSA.DE's dividend yield for the trailing twelve months is around 4.26%.


PositionTTM20252024202320222021202020192018201720162015
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
4.26%4.96%5.39%4.32%4.62%5.72%5.96%2.34%4.64%3.00%2.93%0.14%
EXS2.DE
iShares TecDAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.15%0.25%0.36%

Frequently Asked Questions


EXS2.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 0.51% for EXS2.DE.

EXS2.DE tracks TecDAX®, while DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.51% for EXS2.DE and 0.30% for DXSA.DE.

Portfolio Optimizer

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