IWM vs. DXSA.DE
IWM (iShares Russell 2000 ETF) and DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) are both exchange-traded funds - IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index, while DXSA.DE is a Europe Equities fund tracking the EURO STOXX® Quality Dividend 50. Both are passively managed. Over the past 10 years, IWM returned 10.78%/yr vs 9.44%/yr for DXSA.DE. At a 0.43 correlation, their price movements are largely independent. IWM charges 0.19%/yr vs 0.30%/yr for DXSA.DE.
Performance
IWM vs. DXSA.DE - Performance Comparison
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Different Trading Currencies
IWM is traded in USD, while DXSA.DE is traded in EUR. To make them comparable, the DXSA.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IWM achieves a 15.62% return, which is significantly higher than DXSA.DE's 8.00% return. Over the past 10 years, IWM has outperformed DXSA.DE with an annualized return of 10.78%, while DXSA.DE has yielded a comparatively lower 9.44% annualized return.
IWM
- 1D
- 0.87%
- 1M
- -0.02%
- YTD
- 15.62%
- 6M
- 13.83%
- 1Y
- 35.52%
- 3Y*
- 16.64%
- 5Y*
- 5.48%
- 10Y*
- 10.78%
DXSA.DE
- 1D
- 0.34%
- 1M
- 0.87%
- YTD
- 8.00%
- 6M
- 11.34%
- 1Y
- 21.24%
- 3Y*
- 22.69%
- 5Y*
- 10.98%
- 10Y*
- 9.44%
IWM vs. DXSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 15.62% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 8.00% | 50.60% | 4.05% | 21.66% | -14.79% | 9.31% | -0.19% | 19.95% | -17.10% | 26.01% |
Correlation
The correlation between IWM and DXSA.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2007 | 0.43 |
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Return for Risk
IWM vs. DXSA.DE — Risk / Return Rank
IWM
DXSA.DE
IWM vs. DXSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) 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.
| IWM | DXSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 2.31 | +0.93 |
| Martin ratioReturn relative to average drawdown | 11.44 | 7.45 | +3.98 |
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
| IWM | DXSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.70 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.62 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.52 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.11 | +0.26 |
Drawdowns
IWM vs. DXSA.DE - Drawdown Comparison
The maximum IWM drawdown since its inception was -59.05%, smaller than the maximum DXSA.DE drawdown of -73.18%. Use the drawdown chart below to compare losses from any high point for IWM and DXSA.DE.
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Drawdown Indicators
| IWM | DXSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -73.18% | +14.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -9.38% | -1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -27.50% | -15.04% | -12.46% |
Max Drawdown (5Y)Largest decline over 5 years | -31.91% | -36.10% | +4.19% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -40.78% | -0.35% |
Current DrawdownCurrent decline from peak | -2.71% | -1.15% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -28.84% | +18.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.91% | +0.20% |
Volatility
IWM vs. DXSA.DE - Volatility Comparison
iShares Russell 2000 ETF (IWM) has a higher volatility of 6.52% compared to Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) at 3.39%. This indicates that IWM'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
| IWM | DXSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 3.39% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 9.91% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.53% | 12.75% | +6.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 17.57% | +5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.07% | 18.04% | +5.03% |
IWM vs. DXSA.DE - Expense Ratio Comparison
IWM has a 0.19% expense ratio, which is lower than DXSA.DE's 0.30% expense ratio.
Dividends
IWM vs. DXSA.DE - Dividend Comparison
IWM's dividend yield for the trailing twelve months is around 0.89%, 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% |
IWM iShares Russell 2000 ETF | 0.89% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Frequently Asked Questions
IWM and DXSA.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWM is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWM is cheaper with a 0.19% expense ratio, compared with 0.30% for DXSA.DE.
IWM is categorized as Small Cap Blend Equities, while DXSA.DE is Europe Equities. IWM tracks Russell 2000 Index, while DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.19% for IWM and 0.30% for DXSA.DE.
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