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Xtrackers MSCI Europe Communication Services ESG S...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0292104030
WKNDBX1ST
IssuerXtrackers
Inception DateJun 29, 2007
CategoryCommunications Equities
Index TrackedMSCI Europe Communication Services ESG Screened 20-35
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

DXSG.DE features an expense ratio of 0.17%, falling within the medium range.


Expense ratio chart for DXSG.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

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Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C

Performance

Performance Chart

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


0.00%100.00%200.00%300.00%400.00%December2024FebruaryMarchAprilMay
40.32%
348.05%
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C had a return of 2.81% year-to-date (YTD) and 0.56% in the last 12 months. Over the past 10 years, Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C had an annualized return of 1.38%, while the S&P 500 had an annualized return of 10.64%, indicating that Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.81%7.50%
1 month0.92%-1.61%
6 months8.01%17.65%
1 year0.56%26.26%
5 years (annualized)2.79%11.73%
10 years (annualized)1.38%10.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.84%-2.01%2.24%-1.23%
2023-3.26%8.18%0.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DXSG.DE is 15, indicating that it is in the bottom 15% 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 DXSG.DE is 1515
Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C(DXSG.DE)
The Sharpe Ratio Rank of DXSG.DE is 1616Sharpe Ratio Rank
The Sortino Ratio Rank of DXSG.DE is 1414Sortino Ratio Rank
The Omega Ratio Rank of DXSG.DE is 1515Omega Ratio Rank
The Calmar Ratio Rank of DXSG.DE is 1515Calmar Ratio Rank
The Martin Ratio Rank of DXSG.DE is 1515Martin 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 Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DXSG.DE
Sharpe ratio
The chart of Sharpe ratio for DXSG.DE, currently valued at 0.04, compared to the broader market0.002.004.000.04
Sortino ratio
The chart of Sortino ratio for DXSG.DE, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.000.12
Omega ratio
The chart of Omega ratio for DXSG.DE, currently valued at 1.02, compared to the broader market0.501.001.502.002.501.02
Calmar ratio
The chart of Calmar ratio for DXSG.DE, currently valued at 0.01, compared to the broader market0.002.004.006.008.0010.0012.0014.000.01
Martin ratio
The chart of Martin ratio for DXSG.DE, currently valued at 0.07, compared to the broader market0.0020.0040.0060.0080.000.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.0012.0014.001.65
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.41, compared to the broader market0.0020.0040.0060.0080.008.41

Sharpe Ratio

The current Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C Sharpe ratio is 0.04. 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 Europe Communication Services 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-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.04
2.58
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers MSCI Europe Communication Services 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-20.13%
-2.38%
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI Europe Communication Services 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 Communication Services ESG Screened UCITS ETF 1C was 47.38%, occurring on Mar 16, 2020. The portfolio has not yet recovered.

The current Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C drawdown is 20.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.38%Jul 21, 2015719Mar 16, 2020
-44.54%Oct 29, 2007312Mar 12, 20091005Oct 14, 20131317
-11.8%Jun 10, 201462Oct 16, 201411Nov 14, 201473
-8%Dec 9, 201414Jan 6, 20156Jan 20, 201520
-7.75%Jan 21, 201451Apr 15, 201411May 8, 201462

Volatility

Volatility Chart

The current Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C volatility is 3.90%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
3.90%
3.64%
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)