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Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D (XD3E.L) Sharpe Ratio: 2.29

ETF · Currency in GBp · Last updated Jul 18, 2026

XD3E.L is a passive ETF by Xtrackers tracking the investment results of the MSCI EMU NR EUR. XD3E.L launched on Jun 1, 2007 and has a 0.30% expense ratio.

XD3E.L's Sharpe Ratio of 2.29 indicates that for each unit of volatility, it generates 2.29 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 18, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

XD3E.L Sharpe Ratio Rank

XD3E.L Sharpe Ratio Rank: 88.589
Exceptional

XD3E.L ranks above 88.5% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

XD3E.L Sharpe Ratio Market Positioning

The chart shows XD3E.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.67 or lower
  • Yellow zone (middle 50%): 0.67 to 1.80
  • Green zone (top 25%): 1.80 or higher
  • Top 1%: 6.39+
  • Median: 1.32 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D's Sharpe Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how XD3E.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 18, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LDEU.LL&G Europe ex-UK Quality Dividends Equal Weight UCITS ETF EUR (Dist)2.52
EEI.LWisdomTree Europe Equity Income UCITS ETF2.49
HDEU.LPowerShares EURO STOXX High Dividend Low Volatility UCITS2.45
EEIP.LWisdomTree Europe Equity Income UCITS ETF Acc2.41
CS1.LAmundi ETF MSCI Spain UCITS ETF EUR (C)2.40
LCPE.LOssiam Shiller Barclays Cape Europe Sector Value TR UCITS2.39
IEDL.LiShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)2.34
IEVL.LiShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating2.33
FRXD.LFranklin European Quality Dividend UCITS ETF EUR (Dist)2.33
EVAL.LSPDR MSCI Europe Value UCITS ETF2.30
XD3E.LXtrackers EURO STOXX Quality Dividend UCITS ETF 1D2.29

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XD3E.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XD3E.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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