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Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) Sharpe Ratio: -0.02

ETF · Currency in GBp · Last updated Jun 5, 2026

XDER.L is a passive ETF by Xtrackers tracking the investment results of the FTSE EPRA Nareit Developed Europe TR EUR. XDER.L launched on Mar 25, 2010 and has a 0.33% expense ratio.

XDER.L's Sharpe Ratio of -0.02 indicates that for each unit of volatility, it generates -0.02 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.

XDER.L Sharpe Ratio Rank

XDER.L Sharpe Ratio Rank: 8.99
Concerning

XDER.L ranks above 8.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

XDER.L Sharpe Ratio Market Positioning

The chart shows XDER.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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.72+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C's Sharpe Ratio with other ETFs in the REIT category across multiple time periods, showing how XDER.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 Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WNEW.LWisdomTree New Economy Real Estate UCITS ETF USD Dist2.50
WTNR.LWisdomTree New Economy Real Estate UCITS ETF USD Acc2.48
IUSP.LiShares US Property Yield UCITS ETF1.31
EPRA.LAmundi Index FTSE EPRA NAREIT Global UCITS ETF DR1.21
IWDP.LiShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP1.05
TREG.LVanEck Global Real Estate UCITS ETF1.03
DPYG.LiShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist)1.00
HPRD.LHSBC FTSE EPRA NAREIT Developed UCITS ETF0.99
GBRE.LSPDR® Dow Jones Global Real Estate UCITS ETF0.98
GLRE.LSPDR Dow Jones Global Real Estate UCITS ETF0.98
XDER.LXtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C-0.02

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XDER.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 XDER.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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