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ISIN
LU0290358224
Issuer
Xtrackers
Inception Date
Jun 8, 2007
Leveraged
1x (No leverage)
Index Tracked
iBoxx Euro Inflation-Linked Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

XEIN.DE Performance Chart

Xtrackers II Eurozone Inflation-Linked Bond UCITS ETF (Acc) (XEIN.DE) is up 3.0% since the beginning of the year. XEIN.DE is currently trading at €246 per share. Investors who bought €1,000 worth of XEIN.DE shares 5 years ago would now be looking at an investment worth €1,031.


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S&P 500 Index

Returns By Period

Xtrackers II Eurozone Inflation-Linked Bond UCITS ETF (Acc) (XEIN.DE) has returned 2.96% so far this year and 2.36% over the past 12 months. Over the last ten years, XEIN.DE has returned 1.42% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Xtrackers II Eurozone Inflation-Linked Bond UCITS ETF (Acc)

1D
-0.13%
1M
-0.08%
6M
3.38%
YTD
2.96%
1Y
2.36%
3Y*
1.98%
5Y*
0.62%
10Y*
1.42%

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)

XEIN.DE Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2008, XEIN.DE's average daily return is +0.01%, while the average monthly return is +0.24%. At this rate, an investment would double in approximately 24.1 years.

Historically, 58% of months were positive and 42% were negative. The best month was Dec 2011 with a return of +6.4%, while the worst month was Mar 2020 at -7.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, XEIN.DE closed higher 52% of trading days. The best single day was Mar 19, 2020 with a return of +3.0%, while the worst single day was Mar 12, 2020 at -5.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.60%0.98%-1.01%1.20%0.30%0.21%-0.35%2.96%
20250.32%0.39%-1.18%1.03%0.35%0.41%-0.11%-0.89%0.44%1.08%-0.09%-0.86%0.88%
2024-1.14%-0.46%0.95%-0.58%-0.35%-0.68%1.88%-0.55%1.28%-0.70%1.77%-1.58%-0.23%
20231.39%-0.17%1.54%0.01%0.91%-0.42%0.53%-0.38%-3.39%0.28%2.44%2.83%5.58%
2022-0.51%-0.02%2.08%-0.77%-3.87%-3.24%5.53%-4.44%-5.77%3.15%3.39%-4.74%-9.52%
20210.50%-1.61%2.46%-0.56%0.61%0.26%2.76%-0.29%0.34%0.08%1.37%0.29%6.29%

Benchmark Metrics

Xtrackers II Eurozone Inflation-Linked Bond UCITS ETF (Acc) has an annualized alpha of 2.49%, beta of 0.03, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since January 02, 2008.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (14.86%) than losses (14.13%) - typical of diversified or defensive assets.
  • Beta of 0.03 may look defensive, but with R2 of 0.01 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 0.01 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
2.49%
Beta
0.03
0.01
Upside Capture
14.86%
Downside Capture
14.13%

Expense Ratio

XEIN.DE has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

XEIN.DE ranks 23 for risk / return — below 23% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


XEIN.DE Risk / Return Rank: 2323
Overall Rank
XEIN.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XEIN.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XEIN.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XEIN.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
XEIN.DE Martin Ratio Rank: 2828
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 II Eurozone Inflation-Linked Bond UCITS ETF (Acc) (XEIN.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.


XEIN.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.11

1.35

-0.24

Calmar ratioReturn relative to maximum drawdown

1.23

3.18

-1.95

Martin ratioReturn relative to average drawdown

3.41

11.76

-8.35

Dividends

Dividend History


Xtrackers II Eurozone Inflation-Linked Bond 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 II Eurozone Inflation-Linked Bond 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 II Eurozone Inflation-Linked Bond UCITS ETF (Acc) was 16.30%, occurring on Oct 19, 2022. The portfolio has not yet recovered.

The current Xtrackers II Eurozone Inflation-Linked Bond UCITS ETF (Acc) drawdown is 5.80%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-16.30%Oct 2022
7mo 15d
4y 3moMar 2022 - now
2011 correction2011
-13.38%Nov 2011
1y 2mo3mo 1d
1y 5moSep 2010 - Feb 2012
COVID crash2020
-12.68%Mar 2020
6mo 21d8mo 14d
1y 3moAug 2019 - Nov 2020
2015 pullback2015
-7.40%Aug 2015
5mo 16d2y 3mo
2y 8moMar 2015 - Nov 2017
Financial crisis2007–2009
-7.22%Oct 2008
2mo 6d5mo 16d
7mo 22dAug 2008 - Apr 2009

Drawdown Indicators


XEIN.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.30%

-51.62%

+35.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.91%

-7.57%

+5.66%

Max Drawdown (3Y)

Largest decline over 3 years

-5.33%

-23.99%

+18.66%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

-23.99%

+7.69%

Max Drawdown (10Y)

Largest decline over 10 years

-16.30%

-33.42%

+17.12%

Current Drawdown

Current decline from peak

-5.80%

-0.43%

-5.37%

Average Drawdown

Average peak-to-trough decline

-3.83%

-9.08%

+5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

2.04%

-1.35%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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