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

ETF Info

ISINLU0292106084
WKNDBX1F0
IssuerXtrackers
Inception DateJul 3, 2007
CategoryIndustrials Equities
Index TrackedMSCI Europe Industrials ESG Screened 20-35
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

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


Expense ratio chart for DXSL.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.


Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C

Performance

Performance Chart

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


200.00%250.00%300.00%350.00%December2024FebruaryMarchApril
234.79%
346.18%
DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C had a return of 4.13% year-to-date (YTD) and 15.95% in the last 12 months. Over the past 10 years, Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C had an annualized return of 10.80%, while the S&P 500 benchmark had an annualized return of 10.33%, indicating that Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C performed slightly bigger than the benchmark.


PeriodReturnBenchmark
Year-To-Date4.13%5.21%
1 month-1.14%-4.30%
6 months26.27%18.42%
1 year15.95%21.82%
5 years (annualized)11.00%11.27%
10 years (annualized)10.80%10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.59%5.02%0.89%
2023-6.21%12.03%8.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DXSL.DE is 56, suggesting that the investment has average results relative to the market 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 DXSL.DE is 5656
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C(DXSL.DE)
The Sharpe Ratio Rank of DXSL.DE is 5959Sharpe Ratio Rank
The Sortino Ratio Rank of DXSL.DE is 6060Sortino Ratio Rank
The Omega Ratio Rank of DXSL.DE is 5858Omega Ratio Rank
The Calmar Ratio Rank of DXSL.DE is 5555Calmar Ratio Rank
The Martin Ratio Rank of DXSL.DE is 5050Martin 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 Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DXSL.DE
Sharpe ratio
The chart of Sharpe ratio for DXSL.DE, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.005.001.09
Sortino ratio
The chart of Sortino ratio for DXSL.DE, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.001.66
Omega ratio
The chart of Omega ratio for DXSL.DE, currently valued at 1.20, compared to the broader market0.501.001.502.002.501.20
Calmar ratio
The chart of Calmar ratio for DXSL.DE, currently valued at 0.74, compared to the broader market0.002.004.006.008.0010.0012.000.74
Martin ratio
The chart of Martin ratio for DXSL.DE, currently valued at 2.95, compared to the broader market0.0020.0040.0060.002.95
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.005.001.74
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 market0.0020.0040.0060.006.79

Sharpe Ratio

The current Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C Sharpe ratio is 1.09. 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 Industrials 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 Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchApril
1.09
2.20
DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers MSCI Europe Industrials 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.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchApril
-1.96%
-3.27%
DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI Europe Industrials 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 Industrials ESG Screened UCITS ETF 1C was 58.54%, occurring on Mar 9, 2009. Recovery took 426 trading sessions.

The current Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C drawdown is 1.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.54%Oct 12, 2007336Mar 9, 2009426Apr 28, 2011762
-41.92%Feb 13, 202024Mar 18, 2020147Dec 15, 2020171
-31.06%Jan 5, 2022181Sep 29, 2022354Feb 16, 2024535
-28.52%May 12, 201187Sep 23, 2011229Dec 5, 2012316
-25.31%Apr 29, 2015144Feb 11, 2016190Jan 25, 2017334

Volatility

Volatility Chart

The current Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C volatility is 3.95%, 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%December2024FebruaryMarchApril
3.95%
3.67%
DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)