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Xtrackers MSCI Pacific ex Japan ESG Screened UCITS...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0322252338
WKNDBX1AF
IssuerXtrackers
Inception DateJan 20, 2009
CategoryAsia Pacific Equities
Index TrackedMSCI Pacific ex Japan Select ESG Screened
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

DXS6.DE has a high expense ratio of 0.25%, indicating higher-than-average management fees.


Expense ratio chart for DXS6.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

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Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Xtrackers MSCI Pacific ex Japan 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.


300.00%400.00%500.00%600.00%700.00%December2024FebruaryMarchApril
321.83%
687.49%
DXS6.DE (Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C had a return of 1.45% year-to-date (YTD) and 3.28% in the last 12 months. Over the past 10 years, Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C had an annualized return of 5.45%, while the S&P 500 had an annualized return of 10.33%, indicating that Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.45%5.21%
1 month-0.77%-4.30%
6 months11.14%18.42%
1 year3.28%21.82%
5 years (annualized)2.62%11.27%
10 years (annualized)5.45%10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.45%1.80%1.92%
2023-4.59%3.15%7.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DXS6.DE is 21, indicating that it is in the bottom 21% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DXS6.DE is 2121
Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C(DXS6.DE)
The Sharpe Ratio Rank of DXS6.DE is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of DXS6.DE is 2020Sortino Ratio Rank
The Omega Ratio Rank of DXS6.DE is 2020Omega Ratio Rank
The Calmar Ratio Rank of DXS6.DE is 2323Calmar Ratio Rank
The Martin Ratio Rank of DXS6.DE is 2121Martin 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 Pacific ex Japan ESG Screened UCITS ETF 1C (DXS6.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DXS6.DE
Sharpe ratio
The chart of Sharpe ratio for DXS6.DE, currently valued at 0.15, compared to the broader market-1.000.001.002.003.004.000.15
Sortino ratio
The chart of Sortino ratio for DXS6.DE, currently valued at 0.30, compared to the broader market-2.000.002.004.006.008.000.30
Omega ratio
The chart of Omega ratio for DXS6.DE, currently valued at 1.04, compared to the broader market0.501.001.502.002.501.04
Calmar ratio
The chart of Calmar ratio for DXS6.DE, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.000.12
Martin ratio
The chart of Martin ratio for DXS6.DE, currently valued at 0.42, compared to the broader market0.0020.0040.0060.0080.000.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.502.002.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market0.0020.0040.0060.0080.006.79

Sharpe Ratio

The current Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C Sharpe ratio is 0.15. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers MSCI Pacific ex Japan 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 Ratio-1.000.001.002.003.00December2024FebruaryMarchApril
0.15
2.20
DXS6.DE (Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers MSCI Pacific ex Japan 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.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchApril
-6.64%
-3.27%
DXS6.DE (Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI Pacific ex Japan 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 Pacific ex Japan ESG Screened UCITS ETF 1C was 36.97%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.

The current Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C drawdown is 6.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.97%Jan 20, 202045Mar 23, 2020226Feb 23, 2021271
-31.16%Apr 13, 2015201Feb 11, 2016238Feb 15, 2017439
-24.98%Jan 13, 2011176Oct 4, 2011182Jul 18, 2012358
-17.51%May 6, 201335Jun 24, 2013246Jul 16, 2014281
-17.26%Apr 6, 2022400Oct 27, 2023

Volatility

Volatility Chart

The current Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C volatility is 3.74%, 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%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchApril
3.74%
3.67%
DXS6.DE (Xtrackers MSCI Pacific ex Japan ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)