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Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0484969463
WKNDBX0FE
IssuerXtrackers
Inception DateSep 22, 2010
CategoryEuropean Government Bonds
Leveraged1x
Index TrackediBoxx® EUR Sovereigns Eurozone AAA
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

XBAT.DE has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for XBAT.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.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.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
3.23%
5.97%
XBAT.DE (Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF had a return of 0.69% year-to-date (YTD) and 6.75% in the last 12 months. Over the past 10 years, Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF had an annualized return of -0.37%, while the S&P 500 had an annualized return of 10.88%, indicating that Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.69%18.13%
1 month0.96%1.45%
6 months3.37%8.81%
1 year6.75%26.52%
5 years (annualized)-3.70%13.43%
10 years (annualized)-0.37%10.88%

Monthly Returns

The table below presents the monthly returns of XBAT.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.92%-1.53%0.96%-1.80%-0.34%1.39%1.67%0.24%0.69%
20230.39%-2.75%2.66%-0.04%0.18%-0.42%-0.66%0.36%-2.43%0.33%2.82%3.49%3.80%
2022-1.09%-1.28%-3.09%-3.15%-1.78%-1.95%4.60%-5.19%-3.89%-0.51%1.98%-2.74%-16.97%
2021-0.40%-2.14%-0.13%-0.60%-0.19%0.27%2.25%-0.57%-1.39%-0.21%1.83%-1.61%-2.94%
20202.01%1.32%-2.86%2.69%-1.44%0.34%0.67%-1.07%0.91%0.89%-0.46%-0.10%2.81%
20190.45%-0.18%1.76%-0.55%1.54%1.07%1.01%2.10%-0.99%-2.06%0.24%-1.35%2.99%
2018-1.01%0.18%1.11%-0.39%1.45%0.12%-0.53%0.13%-0.39%0.61%0.42%0.67%2.37%
2017-1.34%1.53%-0.98%0.07%-0.21%-0.97%-0.04%1.30%-0.76%0.50%0.05%-0.63%-1.51%
20162.45%1.45%-0.12%-0.94%0.99%2.73%0.29%-0.67%0.29%-2.12%-0.82%0.37%3.86%
20151.93%0.22%1.52%-1.38%-1.03%-2.28%1.47%-1.02%1.22%0.58%0.12%-1.01%0.24%
20142.17%0.10%0.47%0.65%0.99%0.72%0.72%1.90%-0.24%0.80%0.87%1.11%10.72%
2013-2.06%1.37%0.83%0.77%-1.45%-1.17%0.45%-1.13%0.84%0.59%-0.02%-1.20%-2.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XBAT.DE is 33, 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.


The Risk-Adjusted Performance Rank of XBAT.DE is 3333
XBAT.DE (Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF)
The Sharpe Ratio Rank of XBAT.DE is 4040Sharpe Ratio Rank
The Sortino Ratio Rank of XBAT.DE is 4545Sortino Ratio Rank
The Omega Ratio Rank of XBAT.DE is 3838Omega Ratio Rank
The Calmar Ratio Rank of XBAT.DE is 1818Calmar Ratio Rank
The Martin Ratio Rank of XBAT.DE is 2424Martin 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 iBoxx Sovereigns Eurozone AAA Swap UCITS ETF (XBAT.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XBAT.DE
Sharpe ratio
The chart of Sharpe ratio for XBAT.DE, currently valued at 1.21, compared to the broader market0.002.004.001.21
Sortino ratio
The chart of Sortino ratio for XBAT.DE, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.0010.0012.001.87
Omega ratio
The chart of Omega ratio for XBAT.DE, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.21
Calmar ratio
The chart of Calmar ratio for XBAT.DE, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.28
Martin ratio
The chart of Martin ratio for XBAT.DE, currently valued at 2.90, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market0.002.004.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.82, compared to the broader market-2.000.002.004.006.008.0010.0012.002.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.88
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.08, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.08

Sharpe Ratio

The current Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF Sharpe ratio is 1.21. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.21
1.72
XBAT.DE (Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF 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.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-18.04%
-2.54%
XBAT.DE (Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS 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 iBoxx Sovereigns Eurozone AAA Swap UCITS ETF was 24.48%, occurring on Oct 3, 2023. The portfolio has not yet recovered.

The current Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF drawdown is 18.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.48%Mar 11, 2020794Oct 3, 2023
-6.28%Apr 21, 201533Jun 10, 2015200Apr 5, 2016233
-5.82%Jul 7, 2016358Feb 15, 2018212May 15, 2019570
-4.53%Aug 20, 201974Jan 13, 202039Mar 9, 2020113
-4.45%May 3, 201376Sep 5, 2013139May 2, 2014215

Volatility

Volatility Chart

The current Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF volatility is 1.05%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
1.05%
3.94%
XBAT.DE (Xtrackers iBoxx Sovereigns Eurozone AAA Swap UCITS ETF)
Benchmark (^GSPC)