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

Performance

VDIV.DE vs. DXSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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, VDIV.DE achieves a 9.79% return, which is significantly higher than DXSA.DE's 9.28% return.


VDIV.DE

1D
0.23%
1M
0.01%
YTD
9.79%
6M
12.73%
1Y
25.64%
3Y*
19.95%
5Y*
17.51%
10Y*

DXSA.DE

1D
0.23%
1M
3.23%
YTD
9.28%
6M
11.44%
1Y
19.71%
3Y*
19.44%
5Y*
12.02%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
9.79%24.55%15.67%11.47%15.47%27.92%-11.00%23.04%-3.07%
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%-2.16%

Correlation

The correlation between VDIV.DE and DXSA.DE is 0.71, 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

0.71

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

0.75

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

0.74

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.79

The correlation between VDIV.DE and DXSA.DE has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.

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Return for Risk

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

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

VDIV.DE
VDIV.DE Risk / Return Rank: 8888
Overall Rank
VDIV.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 8585
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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.


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

+0.86

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.51

1.34

+0.17

Calmar ratioReturn relative to maximum drawdown

6.94

2.59

+4.34

Martin ratioReturn relative to average drawdown

20.46

8.70

+11.76

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

The current VDIV.DE Sharpe Ratio is 2.73, which is higher than the DXSA.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of VDIV.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


VDIV.DEDXSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

1.87

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.45

0.85

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.16

+0.78

Drawdowns

VDIV.DE vs. DXSA.DE - Drawdown Comparison

The maximum VDIV.DE drawdown since its inception was -36.12%, smaller than the maximum DXSA.DE drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for VDIV.DE and DXSA.DE.


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Drawdown Indicators


VDIV.DEDXSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-71.31%

+35.19%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-7.57%

+3.89%

Max Drawdown (3Y)

Largest decline over 3 years

-15.12%

-15.08%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-15.12%

-23.14%

+8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-36.15%

Current Drawdown

Current decline from peak

-2.39%

-0.96%

-1.43%

Average Drawdown

Average peak-to-trough decline

-4.22%

-23.06%

+18.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

2.26%

-1.01%

Volatility

VDIV.DE vs. DXSA.DE - Volatility Comparison

VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) and Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) have volatilities of 2.82% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDIV.DEDXSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

2.73%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

6.79%

8.39%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

9.36%

10.51%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.92%

14.03%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

15.60%

-0.24%

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

VDIV.DE has a 0.38% expense ratio, which is higher than DXSA.DE's 0.30% expense ratio.


Dividends

VDIV.DE vs. DXSA.DE - Dividend Comparison

VDIV.DE's dividend yield for the trailing twelve months is around 3.19%, 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%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.19%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%0.00%0.00%0.00%

Frequently Asked Questions


VDIV.DE and DXSA.DE have a correlation of 0.71, 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 0.38% for VDIV.DE.

VDIV.DE is categorized as Global Equities, while DXSA.DE is Europe Equities. VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index, while DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: VanEck and Xtrackers. Their fees differ too: 0.38% for VDIV.DE and 0.30% for DXSA.DE.

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