- ISIN
- LU0290358497
- Issuer
- Xtrackers
- Inception Date
- May 25, 2007
- Category
- Money Market
- Leveraged
- 1x (No leverage)
- Index Tracked
- Solactive €STR +8.5 Daily Index
- Domicile
- Luxembourg
- Distribution Policy
- Accumulating
- Asset Class
- Bond
Share Price Chart
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Performance
DBXT.DE Performance Chart
Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) is up 1.0% since the beginning of the year. DBXT.DE is currently trading at €150 per share. Investors who bought €1,000 worth of DBXT.DE shares 5 years ago would now be looking at an investment worth €1,104.
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Returns By Period
Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) has returned 1.02% so far this year and 1.99% over the past 12 months. Over the last ten years, DBXT.DE has returned 0.73% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.
Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc)
- 1D
- 0.02%
- 1M
- 0.19%
- 6M
- 0.99%
- YTD
- 1.02%
- 1Y
- 1.99%
- 3Y*
- 2.99%
- 5Y*
- 1.99%
- 10Y*
- 0.73%
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%
DBXT.DE Monthly Returns History
Based on dividend-adjusted daily data since Jun 29, 2007, DBXT.DE's average daily return is 0.00%, while the average monthly return is +0.06%. At this rate, an investment would double in approximately 96.3 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2020 with a return of +0.4%, while the worst month was Mar 2020 at -0.6%. The longest winning streak lasted 62 consecutive months, and the longest losing streak was 36 months.
On a daily basis, DBXT.DE closed higher 33% of trading days. The best single day was Oct 17, 2022 with a return of +1.0%, while the worst single day was Oct 14, 2022 at -1.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.16% | 0.17% | 0.16% | 0.15% | 0.15% | 0.19% | 0.03% | 1.02% | |||||
| 2025 | 0.25% | 0.22% | 0.19% | 0.21% | 0.18% | 0.15% | 0.16% | 0.16% | 0.15% | 0.19% | 0.15% | 0.18% | 2.22% |
| 2024 | 0.34% | 0.34% | 0.32% | 0.38% | 0.30% | 0.29% | 0.34% | 0.30% | 0.31% | 0.29% | 0.24% | 0.28% | 3.80% |
| 2023 | 0.15% | 0.19% | 0.31% | 0.16% | 0.26% | 0.27% | 0.28% | 0.31% | 0.36% | 0.31% | 0.32% | 0.32% | 3.29% |
| 2022 | -0.10% | -0.04% | -0.07% | -0.06% | -0.04% | -0.04% | -0.05% | -0.33% | 0.34% | 0.05% | 0.13% | 0.17% | -0.04% |
| 2021 | -0.21% | -0.02% | -0.04% | -0.08% | -0.03% | 0.07% | -0.07% | -0.08% | -0.03% | -0.07% | 0.01% | -0.01% | -0.58% |
Benchmark Metrics
Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) has an annualized alpha of 0.70%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 29, 2007.
- This ETF captured 1.19% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.61%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.00 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
- 0.70%
- Beta
- 0.00
- R²
- 0.00
- Upside Capture
- 1.19%
- Downside Capture
- -2.61%
Expense Ratio
DBXT.DE has an expense ratio of 0.10%, which is considered low.
Return for Risk
Risk / Return Rank
DBXT.DE ranks 99 for risk / return — in the top 99% 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 II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.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.
| DBXT.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +8.46 | ||
| Sortino ratioReturn per unit of downside risk | +22.25 | ||
| Omega ratioGain probability vs. loss probability | 5.49 | 1.35 | +4.14 |
| Calmar ratioReturn relative to maximum drawdown | 73.33 | 3.18 | +70.15 |
| Martin ratioReturn relative to average drawdown | 349.66 | 11.76 | +337.90 |
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 II EUR Overnight Rate Swap 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 EUR Overnight Rate Swap UCITS ETF (Acc) was 4.63%, occurring on Oct 14, 2022. Recovery took 323 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -4.63%Oct 2022 | 8y 3mo | 1y 3mo | 9y 6moJun 2014 - Jan 2024 |
Financial crisis2007–2009 | -0.88%Oct 2007 | 0s | 2mo 24d | 2mo 24dOct 2007 - Jan 2008 |
2011 pullback2011 | -0.22%Jan 2011 | 0s | 4mo 1d | 4mo 1dJan 2011 - May 2011 |
Financial crisis2007–2009 | -0.16%Mar 2008 | 0s | 8d | 8dMar 2008 - Mar 2008 |
Financial crisis2007–2009 | -0.15%Mar 2008 | 0s | 13d | 13dMar 2008 - Apr 2008 |
Drawdown Indicators
| DBXT.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.63% | -51.62% | +46.99% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -7.57% | +7.54% |
Max Drawdown (3Y)Largest decline over 3 years | -0.12% | -23.99% | +23.87% |
Max Drawdown (5Y)Largest decline over 5 years | -1.59% | -23.99% | +22.40% |
Max Drawdown (10Y)Largest decline over 10 years | -4.14% | -33.42% | +29.28% |
Current DrawdownCurrent decline from peak | 0.00% | -0.43% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -0.90% | -9.08% | +8.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 2.04% | -2.03% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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