The 25-year-old won three Premier League titles during his time at Old Trafford.
He told Brazilian television station Globo: “I want to win the same number of titles in Madrid as I did during my time at Manchester United.
“This is my challenge. I feel good and confident, I am in a good moment and I want to stay that way.
“The goal is always the same – to win.
“We have a very good team and I am sure that if we work hard and have a little luck that we will win titles.”
