Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.DE)
XBAE.DE is a passive ETF by Xtrackers tracking the investment results of the Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral (EUR Hedged). XBAE.DE launched on Mar 6, 2014 and has a 0.10% expense ratio.
ETF Info
| ISIN | LU0942970798 |
|---|---|
| WKN | DBX0NZ |
| Issuer | Xtrackers |
| Inception Date | Mar 6, 2014 |
| Category | Global Bonds |
| Leveraged | 1x |
| Index Tracked | Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral (EUR Hedged) |
| Domicile | Luxembourg |
| Distribution Policy | Accumulating |
| Asset Class | Bond |
Expense Ratio
XBAE.DE has an expense ratio of 0.10%, which is considered low compared to other funds.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged had a return of 3.24% year-to-date (YTD) and 7.87% in the last 12 months. Over the past 10 years, Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged had an annualized return of 0.20%, while the S&P 500 had an annualized return of 10.88%, indicating that Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 3.24% | 18.10% |
| 1 month | 1.79% | 1.42% |
| 6 months | 4.79% | 9.39% |
| 1 year | 7.87% | 26.58% |
| 5 years (annualized) | -1.51% | 13.42% |
| 10 years (annualized) | 0.20% | 10.88% |
Monthly Returns
The table below presents the monthly returns of XBAE.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.50% | -0.82% | 0.71% | -2.03% | 0.53% | 0.98% | 1.64% | 1.21% | 3.24% | ||||
| 2023 | 2.35% | -2.38% | 2.40% | 0.08% | -0.62% | -0.27% | -0.33% | -0.58% | -1.93% | -0.90% | 3.78% | 2.89% | 4.36% |
| 2022 | -1.70% | -1.89% | -2.33% | -2.62% | -0.53% | -1.87% | 2.75% | -3.36% | -3.73% | -0.71% | 2.09% | -1.37% | -14.44% |
| 2021 | -0.58% | -2.12% | -0.04% | 0.02% | 0.33% | 0.23% | 1.39% | -0.07% | -1.24% | -0.41% | 0.45% | -0.27% | -2.34% |
| 2020 | 1.39% | 0.77% | -1.27% | 1.04% | 0.43% | 0.19% | 1.12% | -0.86% | 0.45% | -0.18% | 0.79% | -0.19% | 3.70% |
| 2019 | 0.96% | -0.13% | 1.55% | -0.15% | 1.07% | 1.37% | 0.41% | 2.13% | -0.79% | -0.39% | -0.46% | -0.31% | 5.33% |
| 2018 | -1.13% | -0.25% | 0.64% | -0.58% | -0.22% | 0.24% | -0.50% | 0.26% | -0.75% | -0.25% | 0.28% | 0.68% | -1.57% |
| 2017 | -0.60% | 0.70% | -0.23% | 0.47% | 0.60% | -0.46% | -0.09% | 0.74% | -0.55% | 0.05% | 0.00% | -0.05% | 0.56% |
| 2016 | 1.57% | 0.80% | 0.65% | -0.05% | 0.32% | 1.84% | 0.41% | -0.05% | -0.36% | -1.13% | -1.69% | 0.14% | 2.43% |
| 2015 | 1.87% | -0.56% | 0.52% | -1.08% | -0.19% | -1.14% | 0.82% | 0.00% | 0.62% | 0.19% | 0.00% | -0.52% | 0.48% |
| 2014 | 0.75% | 0.90% | 0.30% | 0.54% | 1.08% | -0.10% | 0.49% | 0.77% | 0.14% | 4.97% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of XBAE.DE is 56, 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.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged. 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 II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged was 19.04%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
The current Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged drawdown is 10.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.04% | Dec 14, 2020 | 729 | Oct 19, 2023 | — | — | — |
| -7.88% | Mar 10, 2020 | 9 | Mar 20, 2020 | 90 | Jul 30, 2020 | 99 |
| -5.64% | Jul 11, 2016 | 569 | Oct 9, 2018 | 171 | Jun 18, 2019 | 740 |
| -3.32% | Dec 19, 2014 | 115 | Jun 10, 2015 | 164 | Feb 3, 2016 | 279 |
| -2.6% | Sep 4, 2019 | 49 | Nov 12, 2019 | 74 | Mar 2, 2020 | 123 |
Volatility
Volatility Chart
The current Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged volatility is 0.97%, 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.