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ISIN
IE00BH361H73
Issuer
Xtrackers
Inception Date
Jan 29, 2014
Category
Dividend
Leveraged
1x (No leverage)
Index Tracked
MSCI North America High Dividend Yield Index
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

XDND.DE Performance Chart

Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) is up 15.7% since the beginning of the year. XDND.DE is currently trading at €61 per share. Investors who bought €1,000 worth of XDND.DE shares 5 years ago would now be looking at an investment worth €1,586.


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S&P 500 Index

Returns By Period

Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) has returned 15.70% so far this year and 21.96% over the past 12 months. Over the last ten years, XDND.DE has returned 9.54% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)

1D
0.33%
1M
3.13%
6M
16.23%
YTD
15.70%
1Y
21.96%
3Y*
12.11%
5Y*
9.67%
10Y*
9.54%

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)

XDND.DE Monthly Returns History

Based on dividend-adjusted daily data since Jan 29, 2014, XDND.DE's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 60% of months were positive and 40% were negative. The best month was Sep 2014 with a return of +30.0%, while the worst month was Feb 2014 at -24.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, XDND.DE closed higher 53% of trading days. The best single day was Sep 30, 2014 with a return of +26.8%, while the worst single day was Feb 19, 2014 at -27.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.31%5.52%-1.99%1.69%2.12%2.83%1.42%15.70%
20254.17%1.37%-4.76%-8.67%2.61%-1.13%2.88%1.35%0.22%0.94%2.67%-0.70%0.21%
20243.46%1.92%4.60%-2.11%-1.10%2.72%3.63%-0.22%1.48%1.71%6.24%-5.64%17.37%
2023-0.80%-0.07%-2.12%-0.78%-1.14%2.98%2.54%-0.16%-1.25%-3.99%3.03%4.34%2.26%
2022-1.87%-1.20%5.14%1.70%-1.38%-3.70%5.85%-0.97%-4.47%6.59%0.07%-4.10%0.85%
20211.20%2.07%10.42%-0.35%0.87%1.93%2.10%2.19%-1.94%3.65%1.19%6.35%33.35%

Benchmark Metrics

Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) has an annualized alpha of 4.04%, beta of 0.43, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since January 29, 2014.

  • This ETF participated in 71.12% of S&P 500 Index downside but only 60.53% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.43 may look defensive, but with R2 of 0.15 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 0.15 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
4.04%
Beta
0.43
0.15
Upside Capture
60.53%
Downside Capture
71.12%

Expense Ratio

XDND.DE has an expense ratio of 0.39%, placing it in the medium range.


Return for Risk

Risk / Return Rank

XDND.DE ranks 86 for risk / return — in the top 86% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


XDND.DE Risk / Return Rank: 8686
Overall Rank
XDND.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDND.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XDND.DE Omega Ratio Rank: 8282
Omega Ratio Rank
XDND.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XDND.DE Martin Ratio Rank: 8383
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 North America High Dividend Yield UCITS ETF (Acc) (XDND.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.


XDND.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.40

1.35

+0.05

Calmar ratioReturn relative to maximum drawdown

4.44

3.18

+1.26

Martin ratioReturn relative to average drawdown

13.43

11.76

+1.67

Dividends

Dividend History


Xtrackers MSCI North America High Dividend Yield 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 North America High Dividend Yield 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 North America High Dividend Yield UCITS ETF (Acc) was 32.18%, occurring on Mar 23, 2020. Recovery took 258 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-32.18%Mar 2020
1mo 4d1y 7d
1y 1moFeb 2020 - Mar 2021
2014 bear market2014
-27.92%Mar 2014
24d6mo 20d
7mo 14dFeb 2014 - Sep 2014
2014 bear market2014
-26.99%Oct 2014
15d1y 8mo
1y 9moOct 2014 - Jun 2016
2025 selloff2025
-18.13%Apr 2025
4mo 15d10mo 1d
1y 2moNov 2024 - Feb 2026
2017 correction2017
-15.88%Aug 2017
2mo 24d11mo 22d
1y 2moJun 2017 - Aug 2018

Drawdown Indicators


XDND.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.18%

-51.62%

+19.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.92%

-7.57%

+2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-18.13%

-23.99%

+5.86%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-23.99%

+5.86%

Max Drawdown (10Y)

Largest decline over 10 years

-32.18%

-33.42%

+1.24%

Current Drawdown

Current decline from peak

0.00%

-0.43%

+0.43%

Average Drawdown

Average peak-to-trough decline

-6.84%

-9.08%

+2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

2.04%

-0.41%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with XDND.DE

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