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ISIN
LU0290357507
Issuer
Xtrackers
Inception Date
Jun 1, 2007
Leveraged
1x (No leverage)
Index Tracked
iBoxx EUR Eurozone 15-30 Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

DBXF.DE Performance Chart

Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.DE) is up 1.2% since the beginning of the year. DBXF.DE is currently trading at €275 per share. Investors who bought €1,000 worth of DBXF.DE shares 5 years ago would now be looking at an investment worth €686.


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S&P 500 Index

Returns By Period

Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.DE) has returned 1.17% so far this year and -1.77% over the past 12 months. Over the last ten years, DBXF.DE has returned -2.52% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc)

1D
-0.34%
1M
1.05%
6M
1.91%
YTD
1.17%
1Y
-1.77%
3Y*
0.32%
5Y*
-7.27%
10Y*
-2.52%

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)

DBXF.DE Monthly Returns History

Based on dividend-adjusted daily data since Aug 8, 2007, DBXF.DE's average daily return is +0.01%, while the average monthly return is +0.31%. At this rate, an investment would double in approximately 18.7 years.

Historically, 54% of months were positive and 46% were negative. The best month was Jul 2022 with a return of +8.6%, while the worst month was Dec 2022 at -9.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, DBXF.DE closed higher 51% of trading days. The best single day was Dec 2, 2008 with a return of +4.3%, while the worst single day was Mar 13, 2020 at -5.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.08%3.14%-4.02%-0.25%1.94%0.62%-1.18%1.17%
2025-1.00%1.02%-5.27%3.59%-0.18%-0.94%-0.63%-2.52%1.44%1.86%-0.85%-1.72%-5.38%
2024-1.96%-1.29%1.92%-3.01%-0.90%-0.09%4.08%-0.33%1.87%-1.46%4.99%-4.13%-0.73%
20234.72%-5.06%4.14%-0.80%0.09%1.51%-1.93%-0.21%-7.07%-0.33%7.14%8.22%9.69%
2022-2.23%-3.77%-3.95%-8.57%-4.57%-4.25%8.64%-9.62%-7.44%-0.55%7.07%-9.89%-34.17%
2021-1.22%-4.23%-0.17%-2.38%-0.15%1.13%4.10%-1.15%-2.51%0.42%2.82%-3.01%-6.47%

Benchmark Metrics

Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) has an annualized alpha of 4.37%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 08, 2007.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (20.23%) than losses (17.86%) - typical of diversified or defensive assets.
  • Beta of -0.01 may look defensive, but with R2 of 0.00 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 0.00 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
4.37%
Beta
-0.01
0.00
Upside Capture
20.23%
Downside Capture
17.86%

Expense Ratio

DBXF.DE has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

DBXF.DE ranks 7 for risk / return — in the bottom 7% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DBXF.DE Risk / Return Rank: 77
Overall Rank
DBXF.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DBXF.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
DBXF.DE Omega Ratio Rank: 77
Omega Ratio Rank
DBXF.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
DBXF.DE Martin Ratio Rank: 66
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 II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.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.


DBXF.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.69

Omega ratioGain probability vs. loss probability

0.98

1.35

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.29

3.18

-3.47

Martin ratioReturn relative to average drawdown

-0.61

11.76

-12.37

Dividends

Dividend History


Xtrackers II Eurozone Government Bond 15-30 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 II Eurozone Government Bond 15-30 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 II Eurozone Government Bond 15-30 UCITS ETF (Acc) was 43.47%, occurring on Oct 3, 2023. The portfolio has not yet recovered.

The current Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) drawdown is 36.34%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-43.47%Oct 2023
2y 9mo
5y 6moDec 2020 - now
2015 correction2015
-17.52%Jul 2015
2mo 16d11mo 28d
1y 2moApr 2015 - Jun 2016
2017 correction2017
-15.77%Mar 2017
7mo 1d2y 2mo
2y 9moAug 2016 - Jun 2019
2011 correction2011
-13.59%Apr 2011
7mo 14d1y 1mo
1y 8moAug 2010 - May 2012
COVID crash2020
-11.23%Mar 2020
6d6mo 25d
7mo 1dMar 2020 - Oct 2020

Drawdown Indicators


DBXF.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.47%

-51.62%

+8.15%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-7.57%

+1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-11.81%

-23.99%

+12.18%

Max Drawdown (5Y)

Largest decline over 5 years

-41.93%

-23.99%

-17.94%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

-33.42%

-10.05%

Current Drawdown

Current decline from peak

-36.34%

-0.43%

-35.91%

Average Drawdown

Average peak-to-trough decline

-12.21%

-9.08%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.04%

+0.83%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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