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ISIN
LU0659579147
Issuer
Xtrackers
Inception Date
Sep 19, 2011
Leveraged
1x (No leverage)
Index Tracked
MSCI Pakistan Investable Market Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

XBAK.DE Performance Chart

Xtrackers MSCI Pakistan Swap UCITS ETF (Acc) (XBAK.DE) is up 5.2% since the beginning of the year. XBAK.DE is currently trading at €2 per share. Investors who bought €1,000 worth of XBAK.DE shares 5 years ago would now be looking at an investment worth €1,666.


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S&P 500 Index

Returns By Period

Xtrackers MSCI Pakistan Swap UCITS ETF (Acc) (XBAK.DE) has returned 5.19% so far this year and 35.00% over the past 12 months. Over the last ten years, XBAK.DE has returned -1.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Xtrackers MSCI Pakistan Swap UCITS ETF (Acc)

1D
0.62%
1M
10.20%
6M
2.53%
YTD
5.19%
1Y
35.00%
3Y*
41.08%
5Y*
10.75%
10Y*
-1.05%

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)

XBAK.DE Monthly Returns History

Based on dividend-adjusted daily data since Sep 19, 2011, XBAK.DE's average daily return is +0.02%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.

Historically, 55% of months were positive and 45% were negative. The best month was Apr 2020 with a return of +19.1%, while the worst month was Mar 2020 at -29.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, XBAK.DE closed higher 43% of trading days. The best single day was May 12, 2025 with a return of +10.4%, while the worst single day was Aug 22, 2012 at -18.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.25%-8.18%-10.27%9.16%6.29%5.26%1.25%5.19%
2025-1.56%-2.38%0.81%-12.90%7.41%0.86%11.11%3.85%11.11%-1.33%2.70%1.32%20.31%
20242.35%5.85%3.13%5.58%0.54%6.73%-3.66%-1.53%1.44%9.19%16.75%13.27%75.92%
2023-13.38%3.17%-8.92%2.24%1.56%-0.38%9.47%-10.22%12.03%13.19%8.08%1.72%15.36%
20223.24%-2.01%-2.56%4.78%-12.51%-2.92%-14.17%13.97%-4.83%4.16%-1.81%-9.75%-24.63%
20214.84%2.16%2.68%-5.53%4.67%-2.50%-3.08%-3.06%-6.51%5.21%-3.24%-2.92%-7.97%

Benchmark Metrics

Xtrackers MSCI Pakistan Swap UCITS ETF (Acc) has an annualized alpha of 0.84%, beta of 0.34, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since September 19, 2011.

  • This ETF participated in 63.36% of S&P 500 Index downside but only 35.77% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.34 may look defensive, but with R2 of 0.06 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 0.06 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
0.84%
Beta
0.34
0.06
Upside Capture
35.77%
Downside Capture
63.36%

Expense Ratio

XBAK.DE has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

XBAK.DE ranks 39 for risk / return — below 39% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


XBAK.DE Risk / Return Rank: 3939
Overall Rank
XBAK.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XBAK.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
XBAK.DE Omega Ratio Rank: 4545
Omega Ratio Rank
XBAK.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
XBAK.DE Martin Ratio Rank: 3030
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 MSCI Pakistan Swap UCITS ETF (Acc) (XBAK.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.


XBAK.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

1.47

3.18

-1.71

Martin ratioReturn relative to average drawdown

3.81

11.76

-7.96

Dividends

Dividend History


Xtrackers MSCI Pakistan Swap 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 MSCI Pakistan Swap 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 MSCI Pakistan Swap UCITS ETF (Acc) was 79.30%, occurring on May 11, 2023. The portfolio has not yet recovered.

The current Xtrackers MSCI Pakistan Swap UCITS ETF (Acc) drawdown is 32.50%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-79.30%May 2023
5y 12mo
9y 1moMay 2017 - now
2012 bear market2012
-24.96%Oct 2012
5mo 11d7mo 5d
1y 11dMay 2012 - May 2013
2016 bear market2016
-23.35%Feb 2016
6mo 27d9mo 8d
1y 4moJul 2015 - Nov 2016
2013 correction2013
-19.70%Oct 2013
3mo 12d4mo 21d
8mo 3dJul 2013 - Mar 2014
2015 correction2015
-17.19%Mar 2015
1mo 25d3mo 8d
5mo 3dFeb 2015 - Jul 2015

Drawdown Indicators


XBAK.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-79.30%

-51.62%

-27.68%

Max Drawdown (1Y)

Largest decline over 1 year

-23.67%

-7.57%

-16.10%

Max Drawdown (3Y)

Largest decline over 3 years

-23.67%

-23.99%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-49.06%

-23.99%

-25.07%

Max Drawdown (10Y)

Largest decline over 10 years

-79.30%

-33.42%

-45.88%

Current Drawdown

Current decline from peak

-32.50%

-0.43%

-32.07%

Average Drawdown

Average peak-to-trough decline

-37.83%

-9.08%

-28.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.17%

2.04%

+7.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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