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ISIN
LU0328475792
Issuer
Xtrackers
Inception Date
Jan 20, 2009
Leveraged
1x (No leverage)
Index Tracked
STOXX Europe 600 Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

DX2X.DE Performance Chart

Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) is up 12.3% since the beginning of the year. DX2X.DE is currently trading at €170 per share. Investors who bought €1,000 worth of DX2X.DE shares 5 years ago would now be looking at an investment worth €1,644.


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S&P 500 Index

Returns By Period

Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) has returned 12.30% so far this year and 23.23% over the past 12 months. Over the last ten years, DX2X.DE has returned 10.22% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Xtrackers Stoxx Europe 600 UCITS ETF (Acc)

1D
0.80%
1M
5.43%
6M
11.55%
YTD
12.30%
1Y
23.23%
3Y*
15.47%
5Y*
10.46%
10Y*
10.22%

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)

DX2X.DE Monthly Returns History

Based on dividend-adjusted daily data since Feb 10, 2009, DX2X.DE's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +15.6%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DX2X.DE closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 12, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.28%3.68%-6.47%4.27%2.46%3.36%1.56%12.30%
20256.99%3.53%-3.83%-0.75%5.05%-1.24%1.04%0.88%1.50%2.61%0.95%2.86%20.91%
20241.59%1.94%4.10%-0.93%3.41%-1.13%1.35%1.57%-0.43%-3.14%1.01%-1.04%8.35%
20236.41%1.84%-0.20%2.20%-2.37%2.47%2.25%-2.55%-1.67%-3.55%6.50%3.83%15.54%
2022-4.12%-3.64%1.14%-0.48%-0.89%-8.19%7.91%-5.09%-6.62%6.37%7.07%-3.05%-10.63%
2021-1.58%2.67%6.38%2.03%2.83%1.51%2.09%2.26%-3.33%4.68%-2.51%5.91%24.87%

Benchmark Metrics

Xtrackers Stoxx Europe 600 UCITS ETF (Acc) has an annualized alpha of 2.96%, beta of 0.52, and R2 of 0.29 versus S&P 500 Index. Calculated based on daily prices since February 10, 2009.

  • This ETF participated in 77.10% of S&P 500 Index downside but only 67.29% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.52 may look defensive, but with R2 of 0.29 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 0.29 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
2.96%
Beta
0.52
0.29
Upside Capture
67.29%
Downside Capture
77.10%

Expense Ratio

DX2X.DE has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

DX2X.DE ranks 64 for risk / return — better than 64% 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.


DX2X.DE Risk / Return Rank: 6464
Overall Rank
DX2X.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DX2X.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
DX2X.DE Omega Ratio Rank: 6767
Omega Ratio Rank
DX2X.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
DX2X.DE Martin Ratio Rank: 6464
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 Stoxx Europe 600 UCITS ETF (Acc) (DX2X.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.


DX2X.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

2.36

3.18

-0.83

Martin ratioReturn relative to average drawdown

9.49

11.76

-2.28

Dividends

Dividend History


Xtrackers Stoxx Europe 600 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 Stoxx Europe 600 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 Stoxx Europe 600 UCITS ETF (Acc) was 36.05%, occurring on Mar 18, 2020. Recovery took 248 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-36.05%Mar 2020
27d11mo 28d
1y 20dFeb 2020 - Mar 2021
2016 bear market2016
-25.34%Feb 2016
10mo 1d1y 2mo
2y 17dApr 2015 - May 2017
2011 bear market2011
-24.30%Sep 2011
7mo 3d11mo 28d
1y 6moFeb 2011 - Sep 2012
Bear market2022
-20.84%Sep 2022
8mo 26d10mo 1d
1y 6moJan 2022 - Jul 2023
Financial crisis2007–2009
-19.50%Mar 2009
27d1mo 9d
2mo 6dFeb 2009 - Apr 2009

Drawdown Indicators


DX2X.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.05%

-51.62%

+15.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.81%

-7.57%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

-23.99%

+7.62%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-23.99%

+3.15%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

-33.42%

-2.63%

Current Drawdown

Current decline from peak

0.00%

-0.43%

+0.43%

Average Drawdown

Average peak-to-trough decline

-5.24%

-9.08%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.04%

+0.40%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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