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Xtrackers S&P MidCap 400 ESG ETF (MIDE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerDeutsche Bank
Inception DateFeb 24, 2021
RegionNorth America (U.S.)
CategoryMid Cap Blend Equities
Index TrackedS&P MidCap 400 ESG Index
Asset ClassEquity

Asset Class Size

Mid-Cap

Expense Ratio

The Xtrackers S&P MidCap 400 ESG ETF features an expense ratio of 0.15%, falling within the medium range.


0.50%1.00%1.50%2.00%0.15%

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 S&P MidCap 400 ESG ETF

Popular comparisons: MIDE vs. PTMC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers S&P MidCap 400 ESG ETF, 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%20.00%NovemberDecember2024FebruaryMarchApril
14.06%
16.40%
MIDE (Xtrackers S&P MidCap 400 ESG ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers S&P MidCap 400 ESG ETF had a return of -0.11% year-to-date (YTD) and 12.41% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.11%5.29%
1 month-3.03%-2.47%
6 months14.06%16.40%
1 year12.41%20.88%
5 years (annualized)N/A11.60%
10 years (annualized)N/A10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.25%4.60%5.51%
2023-5.67%-5.74%8.49%9.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MIDE is 53, 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 MIDE is 5353
Xtrackers S&P MidCap 400 ESG ETF(MIDE)
The Sharpe Ratio Rank of MIDE is 5252Sharpe Ratio Rank
The Sortino Ratio Rank of MIDE is 5353Sortino Ratio Rank
The Omega Ratio Rank of MIDE is 5050Omega Ratio Rank
The Calmar Ratio Rank of MIDE is 5959Calmar Ratio Rank
The Martin Ratio Rank of MIDE 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 S&P MidCap 400 ESG ETF (MIDE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MIDE
Sharpe ratio
The chart of Sharpe ratio for MIDE, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.005.000.76
Sortino ratio
The chart of Sortino ratio for MIDE, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.001.22
Omega ratio
The chart of Omega ratio for MIDE, currently valued at 1.14, compared to the broader market1.001.502.002.501.14
Calmar ratio
The chart of Calmar ratio for MIDE, currently valued at 0.70, compared to the broader market0.002.004.006.008.0010.0012.000.70
Martin ratio
The chart of Martin ratio for MIDE, currently valued at 2.41, compared to the broader market0.0020.0040.0060.0080.002.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.0080.007.21

Sharpe Ratio

The current Xtrackers S&P MidCap 400 ESG ETF Sharpe ratio is 0.76. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.76
1.79
MIDE (Xtrackers S&P MidCap 400 ESG ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers S&P MidCap 400 ESG ETF granted a 1.40% dividend yield in the last twelve months. The annual payout for that period amounted to $0.39 per share.


PeriodTTM202320222021
Dividend$0.39$0.38$0.33$0.26

Dividend yield

1.40%1.36%1.33%0.93%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers S&P MidCap 400 ESG ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.06
2023$0.00$0.00$0.05$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.14
2022$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.12
2021$0.08$0.00$0.00$0.07$0.00$0.00$0.11

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.41%
-4.42%
MIDE (Xtrackers S&P MidCap 400 ESG ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers S&P MidCap 400 ESG ETF. 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 MidCap 400 ESG ETF was 23.32%, occurring on Jun 16, 2022. Recovery took 383 trading sessions.

The current Xtrackers S&P MidCap 400 ESG ETF drawdown is 7.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.32%Nov 16, 2021147Jun 16, 2022383Dec 26, 2023530
-7.41%Apr 1, 202413Apr 17, 2024
-6.75%May 10, 202149Jul 19, 202129Aug 27, 202178
-5.9%Mar 16, 20217Mar 24, 202112Apr 12, 202119
-5.28%Aug 30, 202116Sep 21, 202121Oct 20, 202137

Volatility

Volatility Chart

The current Xtrackers S&P MidCap 400 ESG ETF volatility is 4.62%, 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%NovemberDecember2024FebruaryMarchApril
4.62%
3.35%
MIDE (Xtrackers S&P MidCap 400 ESG ETF)
Benchmark (^GSPC)