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ISIN
LU0659579063
Issuer
Xtrackers
Inception Date
Nov 11, 2011
Leveraged
1x (No leverage)
Index Tracked
ATX Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Xtrackers ATX UCITS ETF (Acc)

Performance

XB4A.DE Performance Chart

Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) is up 26.5% since the beginning of the year. XB4A.DE is currently trading at €137 per share. Investors who bought €1,000 worth of XB4A.DE shares 5 years ago would now be looking at an investment worth €2,284.


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S&P 500 Index

Returns By Period

Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has returned 26.47% so far this year and 51.75% over the past 12 months. Looking at the last ten years, XB4A.DE has achieved an annualized return of 15.98%, outperforming the S&P 500 Index benchmark, which averaged 13.23% per year.


Xtrackers ATX UCITS ETF (Acc)

1D
1.02%
1M
8.17%
6M
25.41%
YTD
26.47%
1Y
51.75%
3Y*
31.70%
5Y*
17.96%
10Y*
15.98%

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XB4A.DE Monthly Returns History

Based on dividend-adjusted daily data since Nov 11, 2011, XB4A.DE's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, an investment would double in approximately 5.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +24.1%, while the worst month was Mar 2020 at -27.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, XB4A.DE closed higher 53% of trading days. The best single day was Mar 20, 2020 with a return of +9.6%, while the worst single day was Mar 12, 2020 at -13.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.54%1.70%-6.04%9.78%6.22%5.70%1.74%26.47%
20255.99%7.41%-1.78%1.82%9.79%0.75%2.34%2.12%0.37%3.55%4.30%6.01%51.29%
20240.79%-3.05%5.79%1.94%5.23%-1.20%3.09%0.51%-2.05%-3.49%0.32%3.13%11.01%
20237.64%5.19%-8.96%2.01%-4.57%4.06%3.73%-3.08%0.34%-2.66%6.79%4.34%14.27%
2022-0.15%-12.39%-1.93%0.09%2.71%-13.17%5.96%-4.58%-7.31%9.33%9.78%-3.01%-16.45%
20213.29%4.59%5.09%2.60%6.93%-0.73%2.61%3.69%1.12%2.76%-1.76%6.01%42.39%

Benchmark Metrics

Xtrackers ATX UCITS ETF (Acc) has an annualized alpha of 5.25%, beta of 0.48, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since November 11, 2011.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (58.32%) than losses (53.33%) - typical of diversified or defensive assets.
  • Beta of 0.48 may look defensive, but with R2 of 0.17 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.17 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.25%
Beta
0.48
0.17
Upside Capture
58.32%
Downside Capture
53.33%

Expense Ratio

XB4A.DE has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

XB4A.DE ranks 92 for risk / return — in the top 92% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


XB4A.DE Risk / Return Rank: 9292
Overall Rank
XB4A.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
XB4A.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
XB4A.DE Omega Ratio Rank: 9292
Omega Ratio Rank
XB4A.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
XB4A.DE Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XB4A.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.50

1.35

+0.15

Calmar ratioReturn relative to maximum drawdown

4.73

3.18

+1.55

Martin ratioReturn relative to average drawdown

16.12

11.76

+4.36

Dividends

Dividend History


Xtrackers ATX UCITS ETF (Acc) 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers ATX UCITS ETF (Acc). 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 ATX UCITS ETF (Acc) was 53.54%, occurring on Mar 18, 2020. Recovery took 292 trading sessions.

The current Xtrackers ATX UCITS ETF (Acc) drawdown is 0.54%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-53.54%Mar 2020
2y 1mo1y 1mo
3y 3moJan 2018 - May 2021
Bear market2022
-32.50%Sep 2022
7mo 21d1y 7mo
2y 3moFeb 2022 - May 2024
2016 bear market2016
-26.86%Feb 2016
9mo 2d10mo 1d
1y 6moMay 2015 - Dec 2016
2014 bear market2014
-23.87%Oct 2014
9mo 3d7mo
1y 3moJan 2014 - May 2015
2025 selloff2025
-16.26%Apr 2025
19d1mo 1d
1mo 20dMar 2025 - May 2025

Drawdown Indicators


XB4A.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-53.54%

-51.62%

-1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-7.57%

-3.31%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-23.99%

+7.73%

Max Drawdown (5Y)

Largest decline over 5 years

-32.50%

-23.99%

-8.51%

Max Drawdown (10Y)

Largest decline over 10 years

-53.54%

-33.42%

-20.12%

Current Drawdown

Current decline from peak

-0.54%

-0.43%

-0.11%

Average Drawdown

Average peak-to-trough decline

-9.90%

-9.08%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.04%

+1.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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