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Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) Sharpe Ratio: 2.68

ETF · Currency in EUR · Last updated Jul 25, 2026

The fund tracks large and mid-cap North American equities selected to generate the highest possible dividend yield.

XDND.DE's Sharpe Ratio of 2.68 indicates that for each unit of volatility, it generates 2.68 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 25, 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.

XDND.DE Sharpe Ratio Rank

XDND.DE Sharpe Ratio Rank: 94.494
Exceptional

XDND.DE ranks above 94.4% 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

XDND.DE Sharpe Ratio Market Positioning

The chart shows XDND.DE'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%): 0.59 or lower
  • Yellow zone (middle 50%): 0.59 to 1.72
  • Green zone (top 25%): 1.72 or higher
  • Top 1%: 6.23+
  • Median: 1.22 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)'s Sharpe Ratio with other ETFs in the Dividend category across multiple time periods, showing how XDND.DE'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 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ISPA.DEiShares STOXX Global Select Dividend 100 UCITS ETF (DE)3.66
VDIV.DEVanEck Morningstar Developed Markets Dividend Leaders UCITS ETF3.27
VGWD.DEVanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing3.19
VGWE.DEVanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating3.13
SELD.DEAmundi STOXX Europe Select Dividend 30 UCITS ETF Dist2.69
XDND.DEXtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)2.68
WTEE.DEWisdomTree Europe Equity Income UCITS ETF2.65
WTEU.DEWisdomTree US Equity Income UCITS ETF2.41
IQQD.DEiShares UK Dividend UCITS ETF GBP Distributing2.28
IQQA.DEiShares Euro Dividend UCITS ETF1.99

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XDND.DE'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 XDND.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does XDND.DE fit in your portfolio?

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