PortfoliosLab logoPortfoliosLab logo
VPU vs. DXSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPU vs. DXSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Utilities ETF (VPU) and Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VPU 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, VPU achieves a 2.68% return, which is significantly lower than DXSA.DE's 8.00% return. Over the past 10 years, VPU has underperformed DXSA.DE with an annualized return of 8.85%, while DXSA.DE has yielded a comparatively higher 9.44% annualized return.


VPU

1D
-1.87%
1M
-2.65%
YTD
2.68%
6M
3.11%
1Y
10.68%
3Y*
12.74%
5Y*
8.91%
10Y*
8.85%

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)

VPU vs. DXSA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPU
Vanguard Utilities ETF
2.68%16.46%23.04%-7.45%1.06%17.40%-0.74%24.89%4.38%12.44%
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 VPU and DXSA.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.22

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

0.26

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

0.22

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

0.29

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VPU vs. DXSA.DE — Risk / Return Rank

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

VPU
VPU Risk / Return Rank: 2323
Overall Rank
VPU Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VPU Sortino Ratio Rank: 2222
Sortino Ratio Rank
VPU Omega Ratio Rank: 2222
Omega Ratio Rank
VPU Calmar Ratio Rank: 2727
Calmar Ratio Rank
VPU Martin Ratio Rank: 2222
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities ETF (VPU) 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.


VPUDXSA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.14

1.30

-0.17

Calmar ratioReturn relative to maximum drawdown

1.20

2.31

-1.10

Martin ratioReturn relative to average drawdown

2.66

7.45

-4.79

VPU vs. DXSA.DE - Sharpe Ratio Comparison

The current VPU Sharpe Ratio is 0.75, which is lower than the DXSA.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of VPU 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.


Loading charts...

Sharpe Ratios by Period


VPUDXSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.70

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.62

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.52

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.11

+0.42

Drawdowns

VPU vs. DXSA.DE - Drawdown Comparison

The maximum VPU drawdown since its inception was -46.31%, smaller than the maximum DXSA.DE drawdown of -73.18%. Use the drawdown chart below to compare losses from any high point for VPU and DXSA.DE.


Loading charts...

Drawdown Indicators


VPUDXSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.31%

-73.18%

+26.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-9.38%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-17.34%

-15.04%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

-36.10%

+10.95%

Max Drawdown (10Y)

Largest decline over 10 years

-36.42%

-40.78%

+4.36%

Current Drawdown

Current decline from peak

-7.71%

-1.15%

-6.56%

Average Drawdown

Average peak-to-trough decline

-7.78%

-28.84%

+21.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

2.91%

+1.11%

Volatility

VPU vs. DXSA.DE - Volatility Comparison

Vanguard Utilities ETF (VPU) has a higher volatility of 5.56% compared to Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) at 3.39%. This indicates that VPU'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.


Loading charts...

Volatility by Period


VPUDXSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

3.39%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

9.91%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

12.75%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.07%

17.57%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

18.04%

+1.10%

VPU vs. DXSA.DE - Expense Ratio Comparison

VPU has a 0.09% expense ratio, which is lower than DXSA.DE's 0.30% expense ratio.


Dividends

VPU vs. DXSA.DE - Dividend Comparison

VPU's dividend yield for the trailing twelve months is around 2.70%, 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%
VPU
Vanguard Utilities ETF
2.70%2.73%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%

Frequently Asked Questions


VPU and DXSA.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VPU is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VPU is cheaper with a 0.09% expense ratio, compared with 0.30% for DXSA.DE.

VPU is categorized as Utilities Equities, while DXSA.DE is Europe Equities. VPU tracks MSCI US Investable Market Utilities 25/50 Index, while DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.09% for VPU and 0.30% for DXSA.DE.

Portfolio Optimizer

Find the right allocation for VPU and DXSA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer