PortfoliosLab logoPortfoliosLab logo
ISIN
LU0328476410
Issuer
Xtrackers
Inception Date
Jan 15, 2008
Leveraged
1x (No leverage)
Index Tracked
S&P Select Frontier Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

DX2Z.DE Performance Chart

Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.DE) is up 10.3% since the beginning of the year. DX2Z.DE is currently trading at €26 per share. Investors who bought €1,000 worth of DX2Z.DE shares 5 years ago would now be looking at an investment worth €1,835.


Loading charts...

S&P 500 Index

Returns By Period

Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.DE) has returned 10.31% so far this year and 29.81% over the past 12 months. Over the last ten years, DX2Z.DE has returned 11.40% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Xtrackers S&P Select Frontier Swap UCITS ETF (Acc)

1D
0.61%
1M
2.36%
6M
8.54%
YTD
10.31%
1Y
29.81%
3Y*
18.61%
5Y*
12.91%
10Y*
11.40%

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)

DX2Z.DE Monthly Returns History

Based on dividend-adjusted daily data since Jan 15, 2008, DX2Z.DE's average daily return is +0.07%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2008 with a return of +66.8%, while the worst month was Aug 2008 at -35.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DX2Z.DE closed higher 50% of trading days. The best single day was Mar 20, 2008 with a return of +53.4%, while the worst single day was Jul 15, 2008 at -36.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.79%-1.72%-5.47%12.05%2.36%-0.23%1.93%10.31%
20254.25%-2.23%-3.20%-2.45%6.67%-3.99%8.97%1.75%-2.35%7.45%0.47%2.74%18.38%
20244.57%0.25%5.53%-0.81%0.76%-0.41%-1.64%6.00%-1.85%6.17%8.13%0.75%30.33%
202314.33%-2.10%-2.15%-2.90%4.59%10.72%3.71%1.52%-8.72%-11.39%11.74%2.64%20.29%
2022-4.19%-0.48%3.64%-0.33%-8.98%-9.58%8.97%7.12%-6.51%-0.59%0.30%-4.09%-15.40%
20211.82%4.40%2.89%0.83%2.78%5.19%-3.27%6.47%2.09%2.84%-5.59%3.95%26.53%

Benchmark Metrics

Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) has an annualized alpha of 12.26%, beta of 0.48, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since January 15, 2008.

  • This ETF participated in 102.50% of S&P 500 Index downside but only 61.64% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.48 may look defensive, but with R2 of 0.03 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 0.03 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
12.26%
Beta
0.48
0.03
Upside Capture
61.64%
Downside Capture
102.50%

Expense Ratio

DX2Z.DE has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DX2Z.DE ranks 53 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DX2Z.DE Risk / Return Rank: 5353
Overall Rank
DX2Z.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DX2Z.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
DX2Z.DE Omega Ratio Rank: 5252
Omega Ratio Rank
DX2Z.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
DX2Z.DE Martin Ratio Rank: 4848
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 S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.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.


DX2Z.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.27

1.35

-0.08

Calmar ratioReturn relative to maximum drawdown

2.26

3.18

-0.93

Martin ratioReturn relative to average drawdown

6.70

11.76

-5.07

Dividends

Dividend History


Xtrackers S&P Select Frontier Swap 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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers S&P Select Frontier 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 S&P Select Frontier Swap UCITS ETF (Acc) was 76.62%, occurring on Feb 25, 2009. Recovery took 4127 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-76.62%Feb 2009
1y 1mo16y 3mo
17y 4moJan 2008 - May 2025
2026 correction2026
-13.15%Mar 2026
2mo1mo 9d
3mo 9dJan 2026 - Apr 2026
2025 selloff2025
-6.70%Jun 2025
27d24d
1mo 21dMay 2025 - Jul 2025
2026 pullback2026
-5.70%Jun 2026
1mo 11d24d
2mo 5dApr 2026 - Jul 2026
2025 pullback2025
-5.46%Oct 2025
1mo 18d11d
1mo 29dAug 2025 - Oct 2025

Drawdown Indicators


DX2Z.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-76.62%

-51.62%

-25.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-7.57%

-5.58%

Max Drawdown (3Y)

Largest decline over 3 years

-20.17%

-23.99%

+3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-23.99%

+0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-45.54%

-33.42%

-12.12%

Current Drawdown

Current decline from peak

0.00%

-0.43%

+0.43%

Average Drawdown

Average peak-to-trough decline

-44.91%

-9.08%

-35.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

2.04%

+2.40%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with DX2Z.DE

Add Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with DX2Z.DE