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ISIN
IE00BGJWX091
Issuer
Xtrackers
Inception Date
Jun 8, 2022
Category
S&P 500
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Index (EUR Hedged)
Domicile
Ireland
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

XDPD.DE Performance Chart

Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.DE) is up 7.8% since the beginning of the year. XDPD.DE is currently trading at €96 per share. Investors who bought €1,000 worth of XDPD.DE shares 5 years ago would now be looking at an investment worth €1,621.


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S&P 500 Index

Returns By Period

Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.DE) has returned 7.76% so far this year and 17.59% over the past 12 months.


Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist)

1D
0.19%
1M
-1.01%
6M
8.74%
YTD
7.76%
1Y
17.59%
3Y*
17.59%
5Y*
10.14%
10Y*

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)

XDPD.DE Monthly Returns History

Based on dividend-adjusted daily data since Nov 6, 2018, XDPD.DE's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +11.1%, while the worst month was Feb 2020 at -10.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, XDPD.DE closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 12, 2020 at -9.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.32%-0.94%-6.64%11.07%5.86%-1.56%0.33%7.76%
20253.17%-3.67%-5.62%-1.05%6.88%4.82%3.02%0.87%2.87%2.79%-0.13%0.84%15.06%
20242.05%3.94%3.39%-3.34%2.43%5.54%0.43%1.16%2.37%-0.16%5.24%-1.95%22.79%
20235.53%-1.79%2.39%1.57%0.35%6.43%3.06%-1.38%-4.84%-3.42%9.02%5.18%23.30%
2022-7.05%-1.66%4.67%-8.24%-2.49%-8.63%8.42%-2.96%-8.41%5.37%1.90%-3.59%-21.97%
2021-0.35%3.11%3.77%5.08%0.23%2.43%2.35%3.13%-4.00%5.66%-0.15%4.49%28.50%

Benchmark Metrics

Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) has an annualized alpha of 6.40%, beta of 0.45, and R2 of 0.26 versus S&P 500 Index. Calculated based on daily prices since November 06, 2018.

  • This ETF participated in 98.21% of S&P 500 Index downside but only 91.92% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.45 may look defensive, but with R2 of 0.26 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 0.26 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
6.40%
Beta
0.45
0.26
Upside Capture
91.92%
Downside Capture
98.21%

Expense Ratio

XDPD.DE has an expense ratio of 0.20%, which is considered low.


Return for Risk

Risk / Return Rank

XDPD.DE ranks 52 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


XDPD.DE Risk / Return Rank: 5252
Overall Rank
XDPD.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XDPD.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XDPD.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDPD.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XDPD.DE Martin Ratio Rank: 5656
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 S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.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.


XDPD.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratioReturn relative to maximum drawdown

2.02

3.18

-1.16

Martin ratioReturn relative to average drawdown

8.10

11.76

-3.67

Dividends

Dividend History

Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) provided a 0.71% dividend yield over the last twelve months, with an annual payout of €0.69 per share. The fund has been increasing its distributions for 2 consecutive years.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%€0.00€0.20€0.40€0.60€0.80€1.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend€0.69€0.72€0.70€0.67€1.02€0.59€0.78

Dividend yield

0.71%0.80%0.89%1.04%1.91%0.85%1.43%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.00€0.35€0.00€0.00€0.00€0.00€0.00€0.35
2025€0.00€0.39€0.00€0.00€0.00€0.00€0.00€0.33€0.00€0.00€0.00€0.00€0.72
2024€0.00€0.35€0.00€0.00€0.00€0.00€0.00€0.35€0.00€0.00€0.00€0.00€0.70
2023€0.00€0.33€0.00€0.00€0.00€0.00€0.00€0.35€0.00€0.00€0.00€0.00€0.67
2022€0.00€0.00€0.00€0.65€0.00€0.00€0.00€0.36€0.00€0.00€0.00€0.00€1.02
2021€0.00€0.00€0.00€0.59€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.59

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 S&P 500 UCITS ETF EUR Hedged (Dist). 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 S&P 500 UCITS ETF EUR Hedged (Dist) was 34.14%, occurring on Mar 23, 2020. Recovery took 103 trading sessions.

The current Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) drawdown is 1.57%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.14%Mar 2020
1mo 2d4mo 29d
6mo 1dFeb 2020 - Aug 2020
Bear market2022
-26.18%Oct 2022
9mo 12d1y 3mo
2y 1moJan 2022 - Feb 2024
2025 selloff2025
-18.51%Apr 2025
1mo 18d2mo 19d
4mo 7dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-13.57%Dec 2018
1mo 19d2mo 22d
4mo 11dNov 2018 - Mar 2019
2020 pullback2020
-8.77%Sep 2020
18d1mo 19d
2mo 7dSep 2020 - Nov 2020

Drawdown Indicators


XDPD.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.14%

-51.62%

+17.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-7.57%

-1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.51%

-23.99%

+5.48%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

-23.99%

-2.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-1.57%

-0.43%

-1.14%

Average Drawdown

Average peak-to-trough decline

-5.85%

-9.08%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

2.04%

+0.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with XDPD.DE

Add Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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