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ISIN
LU0659578842
Issuer
Xtrackers
Inception Date
Sep 19, 2011
Leveraged
1x (No leverage)
Index Tracked
MSCI Singapore Investable Market Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

XBAS.DE Performance Chart

Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.DE) is up 11.1% since the beginning of the year. XBAS.DE is currently trading at €2 per share. Investors who bought €1,000 worth of XBAS.DE shares 5 years ago would now be looking at an investment worth €1,687.


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S&P 500 Index

Returns By Period

Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.DE) has returned 11.06% so far this year and 24.16% over the past 12 months. Over the last ten years, XBAS.DE has returned 7.93% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Xtrackers MSCI Singapore UCITS ETF (Acc)

1D
-0.45%
1M
3.76%
6M
11.62%
YTD
11.06%
1Y
24.16%
3Y*
20.28%
5Y*
11.03%
10Y*
7.93%

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)

XBAS.DE Monthly Returns History

Based on dividend-adjusted daily data since Sep 19, 2011, XBAS.DE's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.

Historically, 55% of months were positive and 45% were negative. The best month was Jan 2012 with a return of +14.5%, while the worst month was Aug 2012 at -20.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, XBAS.DE closed higher 36% of trading days. The best single day was Aug 25, 2015 with a return of +8.2%, while the worst single day was Aug 22, 2012 at -20.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.01%0.49%-2.45%2.01%2.96%3.83%1.84%11.06%
20253.49%1.69%-3.31%-3.43%6.51%-0.56%4.47%4.81%-0.51%1.54%-0.00%0.51%15.70%
2024-2.34%0.80%3.17%3.85%1.48%2.19%2.86%2.08%7.48%-1.27%9.62%0.58%34.37%
20235.51%-2.99%2.31%-2.26%-3.08%-0.00%7.14%-6.67%1.59%-5.47%0.00%5.79%0.79%
2022-0.75%0.76%1.50%-0.00%-5.19%-5.47%9.09%-0.76%-3.82%-1.59%5.65%-3.05%-4.51%
20210.85%2.52%8.20%-0.00%-1.52%1.54%0.76%-0.75%0.76%5.26%-5.00%-0.00%12.71%

Benchmark Metrics

Xtrackers MSCI Singapore UCITS ETF (Acc) has an annualized alpha of 0.03%, beta of 0.45, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since September 19, 2011.

  • This ETF participated in 78.70% of S&P 500 Index downside but only 51.29% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.45 may look defensive, but with R2 of 0.19 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 0.19 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
0.03%
Beta
0.45
0.19
Upside Capture
51.29%
Downside Capture
78.70%

Expense Ratio

XBAS.DE has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

XBAS.DE ranks 68 for risk / return — better than 68% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


XBAS.DE Risk / Return Rank: 6868
Overall Rank
XBAS.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XBAS.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
XBAS.DE Omega Ratio Rank: 6666
Omega Ratio Rank
XBAS.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
XBAS.DE Martin Ratio Rank: 5858
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 Singapore UCITS ETF (Acc) (XBAS.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.


XBAS.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

3.37

3.18

+0.18

Martin ratioReturn relative to average drawdown

8.42

11.76

-3.34

Dividends

Dividend History


Xtrackers MSCI Singapore 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 Singapore 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 Singapore UCITS ETF (Acc) was 36.43%, occurring on Mar 23, 2020. Recovery took 412 trading sessions.

The current Xtrackers MSCI Singapore UCITS ETF (Acc) drawdown is 0.45%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-36.43%Mar 2020
2mo 2d1y 7mo
1y 9moJan 2020 - Nov 2021
2016 bear market2016
-31.90%Feb 2016
9mo 11d1y 11mo
2y 8moApr 2015 - Jan 2018
2014 bear market2014
-27.69%Feb 2014
1y 5mo1y 2mo
2y 7moAug 2012 - Apr 2015
2025 selloff2025
-20.54%Apr 2025
1mo 18d3mo 9d
4mo 27dFeb 2025 - Jul 2025
Bear market2022
-16.90%Oct 2022
11mo 11d1y 8mo
2y 7moNov 2021 - Jul 2024

Drawdown Indicators


XBAS.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.43%

-51.62%

+15.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-7.57%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-20.54%

-23.99%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-20.54%

-23.99%

+3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-36.43%

-33.42%

-3.01%

Current Drawdown

Current decline from peak

-0.45%

-0.43%

-0.02%

Average Drawdown

Average peak-to-trough decline

-10.46%

-9.08%

-1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.04%

+0.82%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with XBAS.DE

Add Xtrackers MSCI Singapore UCITS ETF (Acc) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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