PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (D...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0322253732
WKNDBX1AT
IssuerXtrackers
Inception DateJan 25, 2013
CategoryEurope Equities
Leveraged1x
Index TrackedMSCI Europe Select ESG Screened
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

DX2I.DE has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for DX2I.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons: DX2I.DE vs. XZEU.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Xtrackers MSCI Europe ESG Screened UCITS ETF 1C, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%450.00%AprilMayJuneJulyAugustSeptember
199.27%
449.07%
DX2I.DE (Xtrackers MSCI Europe ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Returns By Period

Xtrackers MSCI Europe ESG Screened UCITS ETF 1C had a return of 9.88% year-to-date (YTD) and 15.30% in the last 12 months. Over the past 10 years, Xtrackers MSCI Europe ESG Screened UCITS ETF 1C had an annualized return of 9.07%, while the S&P 500 had an annualized return of 10.92%, indicating that Xtrackers MSCI Europe ESG Screened UCITS ETF 1C did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.88%17.95%
1 month2.77%3.13%
6 months4.03%9.95%
1 year15.30%24.88%
5 years (annualized)9.70%13.37%
10 years (annualized)9.07%10.92%

Monthly Returns

The table below presents the monthly returns of DX2I.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.57%1.94%3.54%-0.89%3.13%-0.67%1.18%1.36%9.88%
20236.46%1.30%0.03%2.81%-1.94%2.36%1.89%-2.70%-1.64%-3.40%6.70%3.91%16.27%
2022-4.13%-3.76%0.92%-0.55%-0.95%-7.88%7.70%-4.96%-6.43%6.06%7.21%-2.96%-10.70%
2021-1.34%2.24%5.42%2.79%2.21%1.58%3.08%1.60%-4.30%4.64%-2.92%5.72%22.14%
2020-1.51%-7.49%-18.41%9.35%4.56%2.04%0.19%5.55%-0.95%-3.41%13.33%5.01%4.45%
20198.98%3.82%0.47%5.06%-5.62%3.58%1.38%-1.23%3.74%1.62%3.87%3.09%31.99%
20181.53%-2.90%-2.31%3.93%1.82%-1.03%3.29%-1.02%-0.62%-7.29%-3.10%-6.76%-14.16%
20171.25%2.88%3.07%3.28%0.81%-2.38%0.68%-0.45%3.31%2.69%-2.42%1.57%15.00%
2016-7.38%-2.46%4.41%2.65%1.05%-8.21%6.34%0.91%0.49%-2.44%1.54%3.96%-0.27%
20157.99%7.28%1.59%0.43%2.34%-3.86%3.57%-7.25%-3.66%8.03%3.25%-3.74%15.55%
20140.44%5.65%-1.30%0.89%2.42%-1.05%-2.28%1.68%-1.99%-0.07%4.19%0.40%9.02%
20131.54%2.53%1.73%1.21%2.27%-3.65%6.36%0.33%3.33%3.51%0.56%1.46%23.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DX2I.DE is 67, suggesting that the investment has average results relative to other ETFs 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 DX2I.DE is 6767
DX2I.DE (Xtrackers MSCI Europe ESG Screened UCITS ETF 1C)
The Sharpe Ratio Rank of DX2I.DE is 6363Sharpe Ratio Rank
The Sortino Ratio Rank of DX2I.DE is 6363Sortino Ratio Rank
The Omega Ratio Rank of DX2I.DE is 6363Omega Ratio Rank
The Calmar Ratio Rank of DX2I.DE is 7878Calmar Ratio Rank
The Martin Ratio Rank of DX2I.DE is 6868Martin 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 MSCI Europe ESG Screened UCITS ETF 1C (DX2I.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DX2I.DE
Sharpe ratio
The chart of Sharpe ratio for DX2I.DE, currently valued at 1.54, compared to the broader market0.002.004.001.54
Sortino ratio
The chart of Sortino ratio for DX2I.DE, currently valued at 2.18, compared to the broader market-2.000.002.004.006.008.0010.0012.002.18
Omega ratio
The chart of Omega ratio for DX2I.DE, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for DX2I.DE, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.88
Martin ratio
The chart of Martin ratio for DX2I.DE, currently valued at 7.80, compared to the broader market0.0020.0040.0060.0080.00100.007.80
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.002.004.002.03
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.0012.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.005.0010.0015.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.70, compared to the broader market0.0020.0040.0060.0080.00100.009.70

Sharpe Ratio

The current Xtrackers MSCI Europe ESG Screened UCITS ETF 1C Sharpe ratio is 1.54. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers MSCI Europe ESG Screened UCITS ETF 1C with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.54
1.74
DX2I.DE (Xtrackers MSCI Europe ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers MSCI Europe ESG Screened UCITS ETF 1C 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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.65%
-2.37%
DX2I.DE (Xtrackers MSCI Europe ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI Europe ESG Screened UCITS ETF 1C. 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 Europe ESG Screened UCITS ETF 1C was 53.79%, occurring on Mar 9, 2009. Recovery took 674 trading sessions.

The current Xtrackers MSCI Europe ESG Screened UCITS ETF 1C drawdown is 1.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.79%May 20, 2008140Mar 9, 2009674Mar 5, 2013814
-37.53%Feb 20, 202020Mar 18, 2020182Dec 29, 2020202
-22.79%May 28, 2015165Feb 11, 2016241Mar 31, 2017406
-20.87%Jan 6, 2022186Sep 29, 2022211Jul 27, 2023397
-18.7%May 23, 2018147Dec 27, 2018170Sep 13, 2019317

Volatility

Volatility Chart

The current Xtrackers MSCI Europe ESG Screened UCITS ETF 1C volatility is 2.76%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
2.76%
4.38%
DX2I.DE (Xtrackers MSCI Europe ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)