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Xtrackers MSCI Europe Health Care ESG Screened UCI...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0292103222
WKNDBX1SH
IssuerXtrackers
Inception DateJun 26, 2007
CategoryHealth & Biotech Equities
Leveraged1x
Index TrackedMSCI Europe Health Care ESG Screened 20-35
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

DXSE.DE has an expense ratio of 0.17%, which is considered low compared to other funds.


Expense ratio chart for DXSE.DE: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: DXSE.DE vs. QDVG.DE, DXSE.DE vs. SXR8.DE, DXSE.DE vs. PPH

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Xtrackers MSCI Europe Health Care 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.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-3.58%
16.17%
DXSE.DE (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Returns By Period

Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C had a return of 9.93% year-to-date (YTD) and 14.52% in the last 12 months. Over the past 10 years, Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C had an annualized return of 7.63%, while the S&P 500 had an annualized return of 11.39%, indicating that Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.93%25.48%
1 month-6.22%2.14%
6 months-3.58%12.76%
1 year14.52%33.14%
5 years (annualized)7.95%13.96%
10 years (annualized)7.63%11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.10%-0.07%4.60%-0.11%3.56%3.33%1.92%4.36%-7.49%-3.28%9.93%
2023-0.32%0.41%4.09%4.48%-0.64%-0.69%0.99%1.23%-0.48%-4.89%2.38%2.98%9.56%
2022-6.43%0.69%6.03%1.65%-3.88%-1.77%4.74%-7.25%-4.40%5.03%2.95%-1.66%-5.31%
2021-0.05%-2.46%4.28%2.40%2.15%6.56%2.34%3.53%-4.72%5.16%-1.72%5.87%25.16%
20200.90%-6.45%-3.24%9.63%2.20%-0.85%-2.69%-0.56%1.25%-7.28%5.89%0.47%-1.94%
20194.14%5.12%3.60%-1.64%-1.41%5.52%1.98%2.83%1.00%1.46%3.99%2.47%32.90%
2018-0.13%-4.76%0.09%2.14%3.08%0.68%6.56%-0.80%-0.23%-2.43%1.87%-6.42%-1.01%
2017-1.06%6.94%2.01%1.17%3.23%-3.23%-3.72%-0.27%2.87%-1.62%-1.90%0.42%4.42%
2016-7.65%-2.68%-2.47%2.68%5.52%0.47%2.67%-5.52%-0.57%-6.50%1.19%4.37%-9.11%
20159.87%5.57%4.58%-1.00%1.91%-5.16%7.99%-8.03%-3.78%5.91%1.59%-1.24%17.85%
20141.88%7.53%-2.02%2.70%1.51%2.59%-0.31%3.54%4.83%-3.63%3.98%-2.59%21.28%
20133.35%3.71%5.99%2.85%0.67%-3.14%0.82%-0.62%2.09%2.57%2.29%-0.01%22.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DXSE.DE is 31, 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 DXSE.DE is 3131
Combined Rank
The Sharpe Ratio Rank of DXSE.DE is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of DXSE.DE is 3030Sortino Ratio Rank
The Omega Ratio Rank of DXSE.DE is 2828Omega Ratio Rank
The Calmar Ratio Rank of DXSE.DE is 4040Calmar Ratio Rank
The Martin Ratio Rank of DXSE.DE is 2626Martin 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 Health Care ESG Screened UCITS ETF 1C (DXSE.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DXSE.DE
Sharpe ratio
The chart of Sharpe ratio for DXSE.DE, currently valued at 1.08, compared to the broader market-2.000.002.004.001.08
Sortino ratio
The chart of Sortino ratio for DXSE.DE, currently valued at 1.55, compared to the broader market0.005.0010.001.55
Omega ratio
The chart of Omega ratio for DXSE.DE, currently valued at 1.19, compared to the broader market1.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for DXSE.DE, currently valued at 1.12, compared to the broader market0.005.0010.0015.001.12
Martin ratio
The chart of Martin ratio for DXSE.DE, currently valued at 3.83, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market0.005.0010.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.80

Sharpe Ratio

The current Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C Sharpe ratio is 1.08. 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 Health Care 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.08
2.92
DXSE.DE (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers MSCI Europe Health Care 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.00%
0
DXSE.DE (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI Europe Health Care 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 Health Care ESG Screened UCITS ETF 1C was 34.30%, occurring on Mar 6, 2009. Recovery took 449 trading sessions.

The current Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C drawdown is 12.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.3%Jul 23, 2007339Mar 6, 2009449Jan 6, 2011788
-24.79%Feb 20, 202023Mar 23, 2020305Jun 9, 2021328
-24.27%Apr 13, 2015211Feb 11, 2016824Jun 18, 20191035
-18.78%Apr 11, 2022118Sep 26, 2022326Jan 4, 2024444
-13.99%Jul 26, 201112Aug 10, 201187Dec 15, 201199

Volatility

Volatility Chart

The current Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C volatility is 4.12%, 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%JuneJulyAugustSeptemberOctoberNovember
4.12%
5.40%
DXSE.DE (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)