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

Performance

VTI vs. DXSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) 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

VTI 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, VTI achieves a 9.05% return, which is significantly higher than DXSA.DE's 8.00% return. Over the past 10 years, VTI has outperformed DXSA.DE with an annualized return of 14.84%, while DXSA.DE has yielded a comparatively lower 9.44% annualized return.


VTI

1D
0.30%
1M
0.44%
YTD
9.05%
6M
8.94%
1Y
24.96%
3Y*
21.05%
5Y*
12.25%
10Y*
14.84%

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)

VTI vs. DXSA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTI
Vanguard Total Stock Market ETF
9.05%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%
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 VTI and DXSA.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.35

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

0.43

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

0.45

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

0.48

The correlation between VTI and DXSA.DE shifts across timeframes, from 0.35 (3 years) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VTI vs. DXSA.DE — Risk / Return Rank

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

VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6868
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) 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.


VTIDXSA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.06

Calmar ratioReturn relative to maximum drawdown

2.81

2.31

+0.50

Martin ratioReturn relative to average drawdown

12.85

7.45

+5.39

VTI vs. DXSA.DE - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 2.02, which is comparable to the DXSA.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of VTI 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


VTIDXSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

1.70

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.62

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.52

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.11

+0.40

Drawdowns

VTI vs. DXSA.DE - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum DXSA.DE drawdown of -73.18%. Use the drawdown chart below to compare losses from any high point for VTI and DXSA.DE.


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Drawdown Indicators


VTIDXSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-73.18%

+17.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-9.38%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-15.04%

-4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-36.10%

+10.74%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-40.78%

+5.78%

Current Drawdown

Current decline from peak

-2.64%

-1.15%

-1.49%

Average Drawdown

Average peak-to-trough decline

-8.02%

-28.84%

+20.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.91%

-0.96%

Volatility

VTI vs. DXSA.DE - Volatility Comparison

Vanguard Total Stock Market ETF (VTI) has a higher volatility of 3.88% compared to Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) at 3.39%. This indicates that VTI'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


VTIDXSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

3.39%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

9.91%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

12.75%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

17.57%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

18.04%

+0.29%

VTI vs. DXSA.DE - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than DXSA.DE's 0.30% expense ratio.


Dividends

VTI vs. DXSA.DE - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.03%, 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%
VTI
Vanguard Total Stock Market ETF
1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


VTI and DXSA.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.30% for DXSA.DE.

VTI is categorized as Large Cap Blend Equities, while DXSA.DE is Europe Equities. VTI tracks CRSP US Total Market Index, while DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.03% for VTI and 0.30% for DXSA.DE.

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