PortfoliosLab logoPortfoliosLab logo
ISIN
LU0476289466
Issuer
Xtrackers
Inception Date
Mar 26, 2010
Leveraged
1x (No leverage)
Index Tracked
MSCI Mexico Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

D5BI.DE Performance Chart

Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) is up 11.3% since the beginning of the year. D5BI.DE is currently trading at €8 per share. Investors who bought €1,000 worth of D5BI.DE shares 5 years ago would now be looking at an investment worth €1,885.


Loading charts...

S&P 500 Index

Returns By Period

Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) has returned 11.27% so far this year and 32.11% over the past 12 months. Over the last ten years, D5BI.DE has returned 6.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Xtrackers MSCI Mexico UCITS ETF (Acc)

1D
-1.37%
1M
-1.99%
6M
12.22%
YTD
11.27%
1Y
32.11%
3Y*
8.59%
5Y*
13.52%
10Y*
6.75%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BI.DE Monthly Returns History

Based on dividend-adjusted daily data since Mar 26, 2010, D5BI.DE's average daily return is +0.04%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was Sep 2011 with a return of +23.0%, while the worst month was Mar 2020 at -26.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, D5BI.DE closed higher 47% of trading days. The best single day was Jul 28, 2011 with a return of +47.0%, while the worst single day was Jul 29, 2011 at -30.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.59%4.67%-5.45%0.92%3.12%0.38%-0.88%11.27%
20253.91%2.82%-3.30%7.20%5.65%-1.51%2.21%0.83%9.23%0.90%1.49%4.57%38.94%
20240.61%-3.02%6.23%-2.20%-4.95%-10.25%0.53%-7.87%0.95%-2.82%0.39%-1.54%-22.34%
202313.36%1.61%1.58%0.17%1.55%2.38%3.65%-1.60%-5.05%-7.03%10.33%10.03%33.20%
2022-4.29%4.04%12.07%-4.62%2.02%-7.71%3.43%-2.69%1.28%11.34%-0.38%-6.44%6.01%
2021-5.71%0.29%11.49%0.52%5.13%1.95%2.87%3.72%-3.14%0.23%-4.16%12.29%26.63%

Benchmark Metrics

Xtrackers MSCI Mexico UCITS ETF (Acc) has an annualized alpha of 0.75%, beta of 0.63, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since March 26, 2010.

  • This ETF participated in 79.82% of S&P 500 Index downside but only 44.29% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.63 may look defensive, but with R2 of 0.09 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 0.09 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
0.75%
Beta
0.63
0.09
Upside Capture
44.29%
Downside Capture
79.82%

Expense Ratio

D5BI.DE has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

D5BI.DE ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


D5BI.DE Risk / Return Rank: 6161
Overall Rank
D5BI.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
D5BI.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
D5BI.DE Omega Ratio Rank: 5353
Omega Ratio Rank
D5BI.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
D5BI.DE Martin Ratio Rank: 7070
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.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.


D5BI.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.28

1.35

-0.08

Calmar ratioReturn relative to maximum drawdown

2.70

3.18

-0.48

Martin ratioReturn relative to average drawdown

10.42

11.76

-1.34

Dividends

Dividend History


Xtrackers MSCI Mexico UCITS ETF (Acc) doesn't pay dividends

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI Mexico 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 Mexico UCITS ETF (Acc) was 55.39%, occurring on Apr 3, 2020. Recovery took 657 trading sessions.

The current Xtrackers MSCI Mexico UCITS ETF (Acc) drawdown is 4.36%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-55.39%Apr 2020
8y 8mo2y 7mo
11y 3moJul 2011 - Nov 2022
2010 bear market2010
-31.24%Aug 2010
4mo 11d11mo 7d
1y 3moApr 2010 - Jul 2011
2025 selloff2025
-30.89%Apr 2025
12mo 4d8mo 10d
1y 8moApr 2024 - Dec 2025
2023 correction2023
-16.24%Oct 2023
4mo 10d1mo 22d
6mo 2dJun 2023 - Dec 2023
2026 correction2026
-11.84%Mar 2026
25d1mo 22d
2mo 17dFeb 2026 - May 2026

Drawdown Indicators


D5BI.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.39%

-51.62%

-3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-7.57%

-4.27%

Max Drawdown (3Y)

Largest decline over 3 years

-30.89%

-23.99%

-6.90%

Max Drawdown (5Y)

Largest decline over 5 years

-30.89%

-23.99%

-6.90%

Max Drawdown (10Y)

Largest decline over 10 years

-49.58%

-33.42%

-16.16%

Current Drawdown

Current decline from peak

-4.36%

-0.43%

-3.93%

Average Drawdown

Average peak-to-trough decline

-19.55%

-9.08%

-10.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.04%

+1.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with D5BI.DE

Add Xtrackers MSCI Mexico UCITS ETF (Acc) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with D5BI.DE