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EXV8.DE vs. DXSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV8.DE vs. DXSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.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, EXV8.DE achieves a 1.00% return, which is significantly lower than DXSA.DE's 9.28% return. Over the past 10 years, EXV8.DE has outperformed DXSA.DE with an annualized return of 10.37%, while DXSA.DE has yielded a comparatively lower 9.19% annualized return.


EXV8.DE

1D
0.17%
1M
-2.48%
YTD
1.00%
6M
2.33%
1Y
6.66%
3Y*
15.58%
5Y*
9.70%
10Y*
10.37%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV8.DE vs. DXSA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)
1.00%25.00%6.42%33.57%-18.92%32.25%-2.02%42.92%-17.87%10.41%
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 EXV8.DE and DXSA.DE is 0.69, 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

0.69

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

0.74

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

0.77

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

0.80

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2007

0.76

The correlation between EXV8.DE and DXSA.DE shifts across timeframes, from 0.69 (1 year) to 0.80 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

EXV8.DE vs. DXSA.DE — Risk / Return Rank

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

EXV8.DE
EXV8.DE Risk / Return Rank: 1515
Overall Rank
EXV8.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXV8.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
EXV8.DE Omega Ratio Rank: 1515
Omega Ratio Rank
EXV8.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXV8.DE Martin Ratio Rank: 1616
Martin Ratio Rank

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
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.

EXV8.DE vs. DXSA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.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.


EXV8.DEDXSA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

1.08

1.34

-0.26

Calmar ratioReturn relative to maximum drawdown

0.49

2.59

-2.10

Martin ratioReturn relative to average drawdown

1.50

8.70

-7.19

EXV8.DE vs. DXSA.DE - Sharpe Ratio Comparison

The current EXV8.DE Sharpe Ratio is 0.38, which is lower than the DXSA.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of EXV8.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


EXV8.DEDXSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.87

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.85

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.59

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.16

+0.28

Drawdowns

EXV8.DE vs. DXSA.DE - Drawdown Comparison

The maximum EXV8.DE drawdown since its inception was -66.09%, smaller than the maximum DXSA.DE drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for EXV8.DE and DXSA.DE.


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Drawdown Indicators


EXV8.DEDXSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.09%

-71.31%

+5.22%

Max Drawdown (1Y)

Largest decline over 1 year

-15.30%

-7.57%

-7.73%

Max Drawdown (3Y)

Largest decline over 3 years

-16.83%

-15.08%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-29.23%

-23.14%

-6.09%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

-36.15%

-6.66%

Current Drawdown

Current decline from peak

-6.66%

-0.96%

-5.70%

Average Drawdown

Average peak-to-trough decline

-15.00%

-23.06%

+8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

2.26%

+2.74%

Volatility

EXV8.DE vs. DXSA.DE - Volatility Comparison

iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) has a higher volatility of 6.24% compared to Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) at 2.73%. This indicates that EXV8.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


EXV8.DEDXSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

2.73%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

16.12%

8.39%

+7.73%

Volatility (1Y)

Calculated over the trailing 1-year period

19.72%

10.51%

+9.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.47%

14.03%

+5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

15.60%

+4.66%

EXV8.DE vs. DXSA.DE - Expense Ratio Comparison

EXV8.DE has a 0.46% expense ratio, which is higher than DXSA.DE's 0.30% expense ratio.


Dividends

EXV8.DE vs. DXSA.DE - Dividend Comparison

EXV8.DE's dividend yield for the trailing twelve months is around 1.39%, less than DXSA.DE's 4.51% yield.


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%
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)
1.39%1.39%1.69%1.59%1.78%1.34%0.53%1.55%1.66%2.87%2.80%2.79%

Frequently Asked Questions


EXV8.DE and DXSA.DE have a correlation of 0.69, 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 0.46% for EXV8.DE.

EXV8.DE is categorized as Industrials Equities, while DXSA.DE is Europe Equities. EXV8.DE tracks STOXX® Europe 600 Construction & Materials, while DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for EXV8.DE and 0.30% for DXSA.DE.

Portfolio Optimizer

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