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Xtrackers MSCI Global SDG 6 Clean Water & Sanitati...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE0007WJ6B10
WKNDBX0SN
IssuerXtrackers
Inception DateJan 18, 2023
CategoryWater Equities
Index TrackedMSCI ACWI IMI SDG 6 Clean Water and Sanitation Select
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

XDG6.DE has a high expense ratio of 0.35%, indicating higher-than-average management fees.


Expense ratio chart for XDG6.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

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.


Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%December2024FebruaryMarchApril
9.86%
23.27%
XDG6.DE (Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C had a return of 6.15% year-to-date (YTD) and 11.55% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.15%5.21%
1 month-1.87%-4.30%
6 months17.51%18.42%
1 year11.55%21.82%
5 years (annualized)N/A11.27%
10 years (annualized)N/A10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.82%3.96%4.91%
2023-3.82%5.52%5.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XDG6.DE is 57, suggesting that the investment has average results relative to the market 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 XDG6.DE is 5757
Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C(XDG6.DE)
The Sharpe Ratio Rank of XDG6.DE is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of XDG6.DE is 5555Sortino Ratio Rank
The Omega Ratio Rank of XDG6.DE is 5656Omega Ratio Rank
The Calmar Ratio Rank of XDG6.DE is 6464Calmar Ratio Rank
The Martin Ratio Rank of XDG6.DE is 5151Martin 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 MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XDG6.DE
Sharpe ratio
The chart of Sharpe ratio for XDG6.DE, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.001.02
Sortino ratio
The chart of Sortino ratio for XDG6.DE, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.001.51
Omega ratio
The chart of Omega ratio for XDG6.DE, currently valued at 1.19, compared to the broader market0.501.001.502.002.501.19
Calmar ratio
The chart of Calmar ratio for XDG6.DE, currently valued at 1.01, compared to the broader market0.002.004.006.008.0010.0012.001.01
Martin ratio
The chart of Martin ratio for XDG6.DE, currently valued at 3.02, compared to the broader market0.0020.0040.0060.0080.003.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.502.002.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market0.0020.0040.0060.0080.006.79

Sharpe Ratio

The current Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C Sharpe ratio is 1.02. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C 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 Ratio0.501.001.502.002.503.00Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28
1.02
2.20
XDG6.DE (Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchApril
-1.87%
-3.27%
XDG6.DE (Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C. 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 Global SDG 6 Clean Water & Sanitation UCITS ETF 1C was 10.13%, occurring on Oct 23, 2023. Recovery took 38 trading sessions.

The current Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C drawdown is 1.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.13%Jul 28, 202362Oct 23, 202338Dec 14, 2023100
-5.74%Feb 14, 202320Mar 13, 202342May 15, 202362
-4.68%Apr 2, 202412Apr 17, 2024
-3.48%May 16, 202312May 31, 20235Jun 7, 202317
-3.11%Jun 14, 20239Jun 26, 202323Jul 27, 202332

Volatility

Volatility Chart

The current Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C volatility is 3.32%, 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%1.50%2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchApril
3.32%
3.67%
XDG6.DE (Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C)
Benchmark (^GSPC)