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

Performance

MU vs. DXSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Micron Technology, Inc. (MU) 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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Different Trading Currencies

MU 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, MU achieves a 232.74% return, which is significantly higher than DXSA.DE's 8.00% return. Over the past 10 years, MU has outperformed DXSA.DE with an annualized return of 55.03%, while DXSA.DE has yielded a comparatively lower 9.44% annualized return.


MU

1D
9.87%
1M
27.11%
YTD
232.74%
6M
284.77%
1Y
776.52%
3Y*
144.94%
5Y*
65.39%
10Y*
55.03%

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

MU vs. DXSA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MU
Micron Technology, Inc.
232.74%240.24%-0.96%71.93%-45.93%24.21%39.79%69.49%-22.84%87.59%
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 MU and DXSA.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.18

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

0.26

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

0.25

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

0.28

The correlation between MU and DXSA.DE shifts across timeframes, from 0.13 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MU vs. DXSA.DE — Risk / Return Rank

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

MU
MU Risk / Return Rank: 9999
Overall Rank
MU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MU Sortino Ratio Rank: 9999
Sortino Ratio Rank
MU Omega Ratio Rank: 9898
Omega Ratio Rank
MU Calmar Ratio Rank: 100100
Calmar Ratio Rank
MU Martin Ratio Rank: 100100
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.

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

This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) 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.


MUDXSA.DEDifference
Sharpe ratioReturn per unit of total volatility

+9.74

Sortino ratioReturn per unit of downside risk

+3.97

Omega ratioGain probability vs. loss probability

1.81

1.30

+0.51

Calmar ratioReturn relative to maximum drawdown

25.90

2.31

+23.59

Martin ratioReturn relative to average drawdown

100.37

7.45

+92.92

MU vs. DXSA.DE - Sharpe Ratio Comparison

The current MU Sharpe Ratio is 11.44, which is higher than the DXSA.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of MU 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


MUDXSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.44

1.70

+9.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.62

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

0.52

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.11

+0.20

Drawdowns

MU vs. DXSA.DE - Drawdown Comparison

The maximum MU drawdown since its inception was -98.25%, which is greater than DXSA.DE's maximum drawdown of -73.18%. Use the drawdown chart below to compare losses from any high point for MU and DXSA.DE.


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Drawdown Indicators


MUDXSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-98.25%

-73.18%

-25.07%

Max Drawdown (1Y)

Largest decline over 1 year

-30.28%

-9.38%

-20.90%

Max Drawdown (3Y)

Largest decline over 3 years

-57.63%

-15.04%

-42.59%

Max Drawdown (5Y)

Largest decline over 5 years

-57.63%

-36.10%

-21.53%

Max Drawdown (10Y)

Largest decline over 10 years

-57.63%

-40.78%

-16.85%

Current Drawdown

Current decline from peak

-12.07%

-1.15%

-10.92%

Average Drawdown

Average peak-to-trough decline

-58.19%

-28.84%

-29.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.80%

2.91%

+4.89%

Volatility

MU vs. DXSA.DE - Volatility Comparison

Micron Technology, Inc. (MU) has a higher volatility of 34.16% compared to Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) at 3.39%. This indicates that MU'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


MUDXSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.16%

3.39%

+30.77%

Volatility (6M)

Calculated over the trailing 6-month period

56.74%

9.91%

+46.83%

Volatility (1Y)

Calculated over the trailing 1-year period

68.70%

12.75%

+55.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.91%

17.57%

+35.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.99%

18.04%

+31.95%

Dividends

MU vs. DXSA.DE - Dividend Comparison

MU's dividend yield for the trailing twelve months is around 0.05%, 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%
MU
Micron Technology, Inc.
0.05%0.16%0.55%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MU and DXSA.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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