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ISIN
LU0397221945
Issuer
Xtrackers
Inception Date
Nov 27, 2008
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Multi-Asset

Share Price Chart


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Performance

DBX0.DE Performance Chart

Xtrackers Portfolio UCITS ETF (Acc) (DBX0.DE) is up 10.5% since the beginning of the year. DBX0.DE is currently trading at €360 per share. Investors who bought €1,000 worth of DBX0.DE shares 5 years ago would now be looking at an investment worth €1,319.


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S&P 500 Index

Returns By Period

Xtrackers Portfolio UCITS ETF (Acc) (DBX0.DE) has returned 10.53% so far this year and 19.52% over the past 12 months. Over the last ten years, DBX0.DE has returned 6.92% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Xtrackers Portfolio UCITS ETF (Acc)

1D
0.31%
1M
1.00%
6M
10.70%
YTD
10.53%
1Y
19.52%
3Y*
11.74%
5Y*
5.70%
10Y*
6.92%

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)

DBX0.DE Monthly Returns History

Based on dividend-adjusted daily data since Dec 5, 2008, DBX0.DE's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2009 with a return of +13.7%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DBX0.DE closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +8.1%, while the worst single day was Dec 22, 2008 at -8.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.95%1.95%-3.71%5.67%4.31%0.96%0.22%10.53%
20251.38%1.36%-3.58%-1.58%2.48%0.72%1.53%0.97%2.72%2.90%-1.05%0.77%8.75%
20240.63%1.66%2.57%-2.07%1.80%1.10%1.68%0.19%1.05%-1.33%4.67%-1.44%10.83%
20234.52%-0.32%-1.07%0.55%0.08%2.81%1.67%-1.08%-1.38%-1.91%3.93%3.85%11.97%
2022-3.06%-2.57%1.55%-3.39%-1.67%-5.24%6.99%-3.41%-5.47%1.25%5.25%-5.46%-15.01%
20210.18%1.94%4.78%-0.51%0.77%2.16%0.48%1.36%-1.14%1.88%-0.32%2.26%14.60%

Benchmark Metrics

Xtrackers Portfolio UCITS ETF (Acc) has an annualized alpha of 1.93%, beta of 0.43, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since December 05, 2008.

  • This ETF participated in 55.12% of S&P 500 Index downside but only 48.46% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.43 may look defensive, but with R2 of 0.33 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 0.33 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.93%
Beta
0.43
0.33
Upside Capture
48.46%
Downside Capture
55.12%

Expense Ratio

DBX0.DE has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DBX0.DE ranks 79 for risk / return — better than 79% 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.


DBX0.DE Risk / Return Rank: 7979
Overall Rank
DBX0.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBX0.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBX0.DE Omega Ratio Rank: 7474
Omega Ratio Rank
DBX0.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
DBX0.DE Martin Ratio Rank: 8585
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 Portfolio UCITS ETF (Acc) (DBX0.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.


DBX0.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

4.19

3.18

+1.00

Martin ratioReturn relative to average drawdown

13.95

11.76

+2.19

Dividends

Dividend History


Xtrackers Portfolio 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers Portfolio 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 Portfolio UCITS ETF (Acc) was 29.17%, occurring on Mar 18, 2020. Recovery took 191 trading sessions.

The current Xtrackers Portfolio UCITS ETF (Acc) drawdown is 0.21%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-29.17%Mar 2020
1mo 4d9mo 3d
10mo 7dFeb 2020 - Dec 2020
2016 bear market2016
-20.98%Feb 2016
10mo 5d1y 19d
1y 10moApr 2015 - Mar 2017
Financial crisis2007–2009
-17.87%Feb 2009
2mo 3d2mo 11d
4mo 14dDec 2008 - May 2009
Bear market2022
-17.01%Oct 2022
10mo 29d1y 8mo
2y 7moNov 2021 - Jul 2024
2011 correction2011
-14.44%Aug 2011
6mo 26d12mo 1d
1y 6moJan 2011 - Aug 2012

Drawdown Indicators


DBX0.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-29.17%

-51.62%

+22.45%

Max Drawdown (1Y)

Largest decline over 1 year

-4.64%

-7.57%

+2.93%

Max Drawdown (3Y)

Largest decline over 3 years

-13.55%

-23.99%

+10.44%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-23.99%

+6.98%

Max Drawdown (10Y)

Largest decline over 10 years

-29.17%

-33.42%

+4.25%

Current Drawdown

Current decline from peak

-0.21%

-0.43%

+0.22%

Average Drawdown

Average peak-to-trough decline

-4.71%

-9.08%

+4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

2.04%

-0.64%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DBX0.DE

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

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