- ISIN
- LU0476289540
- Issuer
- Xtrackers
- Inception Date
- Mar 26, 2010
- Category
- Canada Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI Canada Index
- Domicile
- Luxembourg
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
D5BH.DE Performance Chart
Xtrackers MSCI Canada Screened UCITS ETF (Acc) (D5BH.DE) is up 9.0% since the beginning of the year. D5BH.DE is currently trading at €110 per share. Investors who bought €1,000 worth of D5BH.DE shares 5 years ago would now be looking at an investment worth €1,786.
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Returns By Period
Xtrackers MSCI Canada Screened UCITS ETF (Acc) (D5BH.DE) has returned 9.03% so far this year and 27.64% over the past 12 months. Over the last ten years, D5BH.DE has returned 10.71% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.
Xtrackers MSCI Canada Screened UCITS ETF (Acc)
- 1D
- 0.64%
- 1M
- 1.07%
- 6M
- 10.24%
- YTD
- 9.03%
- 1Y
- 27.64%
- 3Y*
- 18.86%
- 5Y*
- 12.30%
- 10Y*
- 10.71%
Benchmark (S&P 500 Index)
- 1D
- -0.43%
- 1M
- 0.48%
- 6M
- 11.83%
- YTD
- 12.30%
- 1Y
- 22.52%
- 3Y*
- 17.03%
- 5Y*
- 12.27%
- 10Y*
- 13.23%
D5BH.DE Monthly Returns History
Based on dividend-adjusted daily data since Mar 26, 2010, D5BH.DE's average daily return is +0.05%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.
Historically, 60% of months were positive and 40% were negative. The best month was Jul 2011 with a return of +42.5%, while the worst month was Aug 2011 at -33.5%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, D5BH.DE closed higher 53% of trading days. The best single day was May 3, 2011 with a return of +44.7%, while the worst single day was May 5, 2011 at -32.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.09% | 6.08% | -5.56% | 6.11% | 1.97% | 1.23% | 0.48% | 9.03% | |||||
| 2025 | 4.71% | -2.20% | -5.18% | 0.18% | 6.38% | -0.59% | 3.62% | 2.56% | 2.58% | 2.85% | 2.71% | 3.03% | 22.05% |
| 2024 | 2.57% | -0.50% | 4.05% | -2.82% | 0.76% | 1.45% | 3.35% | 1.92% | 3.16% | 1.20% | 10.00% | -4.65% | 21.66% |
| 2023 | 7.03% | -1.98% | -2.02% | 1.03% | -2.17% | 3.48% | 2.19% | -3.40% | -0.79% | -6.10% | 7.71% | 5.97% | 10.35% |
| 2022 | -0.24% | 0.71% | 7.79% | -2.45% | -1.28% | -7.85% | 8.49% | -2.57% | -5.14% | 2.60% | 0.96% | -7.36% | -7.54% |
| 2021 | 0.18% | 5.68% | 7.72% | 2.18% | 4.27% | 2.05% | -0.03% | 1.46% | -0.92% | 7.91% | -2.17% | 2.84% | 35.28% |
Benchmark Metrics
Xtrackers MSCI Canada Screened UCITS ETF (Acc) has an annualized alpha of 4.15%, beta of 0.46, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since March 26, 2010.
- This ETF participated in 100.22% of S&P 500 Index downside but only 65.65% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.46 may look defensive, but with R2 of 0.06 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.06 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.15%
- Beta
- 0.46
- R²
- 0.06
- Upside Capture
- 65.65%
- Downside Capture
- 100.22%
Expense Ratio
D5BH.DE has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
D5BH.DE ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Xtrackers MSCI Canada Screened UCITS ETF (Acc) (D5BH.DE) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| D5BH.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 3.18 | +0.43 |
| Martin ratioReturn relative to average drawdown | 15.52 | 11.76 | +3.76 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers MSCI Canada Screened UCITS ETF (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Xtrackers MSCI Canada Screened UCITS ETF (Acc) was 45.61%, occurring on Oct 4, 2011. Recovery took 2098 trading sessions.
The current Xtrackers MSCI Canada Screened UCITS ETF (Acc) drawdown is 0.65%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2011 bear market2011 | -45.61%Oct 2011 | 5mo 3d | 8y 3mo | 8y 8moMay 2011 - Jan 2020 |
COVID crash2020 | -40.85%Mar 2020 | 1mo 2d | 11mo 20d | 1y 17dFeb 2020 - Mar 2021 |
2010 bear market2010 | -32.42%Jul 2010 | 2mo 9d | 6mo 5d | 8mo 14dApr 2010 - Jan 2011 |
2011 bear market2011 | -28.06%Mar 2011 | 2mo 7d | 1mo 19d | 3mo 26dJan 2011 - May 2011 |
2023 correction2023 | -19.57%Oct 2023 | 1y 6mo | 8mo 23d | 2y 3moApr 2022 - Jul 2024 |
Drawdown Indicators
| D5BH.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.61% | -51.62% | +6.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -7.57% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -17.32% | -23.99% | +6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -19.57% | -23.99% | +4.42% |
Max Drawdown (10Y)Largest decline over 10 years | -40.85% | -33.42% | -7.43% |
Current DrawdownCurrent decline from peak | -0.65% | -0.43% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -17.02% | -9.08% | -7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.04% | -0.26% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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