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Xtrackers II Eurozone Government Bond 3-5 UCITS ET...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0290356954
WKNDBX0AE
IssuerXtrackers
Inception DateMay 25, 2007
CategoryEuropean Government Bonds
Index TrackedMarkit iBoxx® EUR Eurozone 3-5
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

The Xtrackers II Eurozone Government Bond 3-5 UCITS ETF features an expense ratio of 0.15%, falling within the medium range.


0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Xtrackers II Eurozone Government Bond 3-5 UCITS ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Xtrackers II Eurozone Government Bond 3-5 UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
3.30%
15.04%
DBXQ.DE (Xtrackers II Eurozone Government Bond 3-5 UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers II Eurozone Government Bond 3-5 UCITS ETF had a return of -1.21% year-to-date (YTD) and 3.23% in the last 12 months. Over the past 10 years, Xtrackers II Eurozone Government Bond 3-5 UCITS ETF had an annualized return of 0.15%, while the S&P 500 had an annualized return of 10.50%, indicating that Xtrackers II Eurozone Government Bond 3-5 UCITS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-1.21%5.90%
1 month-0.07%-1.28%
6 months3.30%15.51%
1 year3.23%21.68%
5 years (annualized)-0.92%11.74%
10 years (annualized)0.15%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.20%-1.11%0.60%
2023-1.08%0.84%1.57%2.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DBXQ.DE is 52, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of DBXQ.DE is 5252
Xtrackers II Eurozone Government Bond 3-5 UCITS ETF(DBXQ.DE)
The Sharpe Ratio Rank of DBXQ.DE is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of DBXQ.DE is 5757Sortino Ratio Rank
The Omega Ratio Rank of DBXQ.DE is 5252Omega Ratio Rank
The Calmar Ratio Rank of DBXQ.DE is 3737Calmar Ratio Rank
The Martin Ratio Rank of DBXQ.DE is 5656Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond 3-5 UCITS ETF (DBXQ.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DBXQ.DE
Sharpe ratio
The chart of Sharpe ratio for DBXQ.DE, currently valued at 0.92, compared to the broader market0.002.004.000.92
Sortino ratio
The chart of Sortino ratio for DBXQ.DE, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.001.45
Omega ratio
The chart of Omega ratio for DBXQ.DE, currently valued at 1.15, compared to the broader market1.001.502.002.501.15
Calmar ratio
The chart of Calmar ratio for DBXQ.DE, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.0012.000.29
Martin ratio
The chart of Martin ratio for DBXQ.DE, currently valued at 3.28, compared to the broader market0.0020.0040.0060.0080.003.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Xtrackers II Eurozone Government Bond 3-5 UCITS ETF Sharpe ratio is 0.92. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.92
2.34
DBXQ.DE (Xtrackers II Eurozone Government Bond 3-5 UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers II Eurozone Government Bond 3-5 UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.77%
-2.54%
DBXQ.DE (Xtrackers II Eurozone Government Bond 3-5 UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers II Eurozone Government Bond 3-5 UCITS ETF. 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 3-5 UCITS ETF was 12.25%, occurring on Mar 6, 2023. The portfolio has not yet recovered.

The current Xtrackers II Eurozone Government Bond 3-5 UCITS ETF drawdown is 7.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.25%Dec 16, 2020563Mar 6, 2023
-4.67%Sep 4, 2019126Mar 18, 2020139Oct 9, 2020265
-4.41%Oct 5, 201138Nov 25, 201133Jan 12, 201271
-4.26%Mar 18, 200858Jun 16, 200865Sep 16, 2008123
-3.79%Aug 26, 2010171Apr 27, 201180Aug 18, 2011251

Volatility

Volatility Chart

The current Xtrackers II Eurozone Government Bond 3-5 UCITS ETF volatility is 0.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%NovemberDecember2024FebruaryMarchApril
0.93%
3.22%
DBXQ.DE (Xtrackers II Eurozone Government Bond 3-5 UCITS ETF)
Benchmark (^GSPC)