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Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0380865021
WKNDBX1ET
IssuerXtrackers
Inception DateAug 29, 2008
CategoryEurope Equities
Leveraged1x
Index TrackedMSCI EMU NR EUR
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

XESC.DE has an expense ratio of 0.09%, which is considered low compared to other funds.


Expense ratio chart for XESC.DE: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

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.


Popular comparisons: XESC.DE vs. IJPN.L, XESC.DE vs. IDWR.L, XESC.DE vs. SXRT.DE, XESC.DE vs. CSP1.L, XESC.DE vs. SXR8.DE, XESC.DE vs. SCHG, XESC.DE vs. EUNL.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Xtrackers EURO STOXX 50 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.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-1.17%
5.62%
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C)
Benchmark (^GSPC)

Returns By Period

Xtrackers EURO STOXX 50 UCITS ETF 1C had a return of 9.57% year-to-date (YTD) and 17.41% in the last 12 months. Over the past 10 years, Xtrackers EURO STOXX 50 UCITS ETF 1C had an annualized return of 7.11%, while the S&P 500 had an annualized return of 10.85%, indicating that Xtrackers EURO STOXX 50 UCITS ETF 1C did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.57%17.79%
1 month-0.75%0.18%
6 months-1.17%7.53%
1 year17.41%26.42%
5 years (annualized)9.15%13.48%
10 years (annualized)7.11%10.85%

Monthly Returns

The table below presents the monthly returns of XESC.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.76%5.14%4.38%-2.33%2.27%-1.72%-0.18%1.59%9.57%
20235.86%1.74%2.12%1.68%-1.95%4.43%1.82%-3.98%-2.85%-2.75%8.29%3.34%18.38%
2022-2.91%-5.87%-0.43%-1.93%1.04%-8.76%7.47%-5.10%-5.63%9.24%9.72%-0.54%-5.60%
2021-2.52%4.75%7.83%1.78%2.61%0.69%0.70%2.51%-3.14%5.08%-4.15%5.84%23.41%
2020-3.16%-8.44%-16.35%5.44%5.00%6.27%-1.57%3.42%-2.32%-7.48%18.18%2.37%-2.88%
20195.82%4.49%1.86%5.25%-5.12%6.00%-0.04%-1.06%4.20%1.16%2.78%1.83%30.09%
20182.82%-4.54%-2.23%5.87%-2.28%0.06%3.91%-3.94%0.45%-5.82%-0.82%-5.50%-12.09%
2017-1.38%2.81%5.61%2.04%1.33%-2.81%0.27%-0.75%5.06%1.98%-2.36%-1.59%10.25%
2016-7.52%-3.10%2.16%1.19%2.82%-6.00%4.52%1.06%-0.40%1.87%-0.15%7.79%3.28%
20156.82%7.21%2.87%-1.71%0.05%-3.55%5.06%-9.18%-5.24%10.51%2.69%-5.92%7.86%
2014-2.59%4.40%0.50%1.66%2.98%-0.22%-3.51%1.93%1.82%-3.36%4.56%-3.02%4.77%
20133.00%-2.60%-0.37%4.23%3.48%-5.97%6.66%-1.67%6.48%6.04%0.90%0.65%21.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XESC.DE is 57, suggesting that the investment has average results relative to other ETFs 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 XESC.DE is 5757
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C)
The Sharpe Ratio Rank of XESC.DE is 5353Sharpe Ratio Rank
The Sortino Ratio Rank of XESC.DE is 5353Sortino Ratio Rank
The Omega Ratio Rank of XESC.DE is 5151Omega Ratio Rank
The Calmar Ratio Rank of XESC.DE is 7474Calmar Ratio Rank
The Martin Ratio Rank of XESC.DE is 5353Martin 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 EURO STOXX 50 UCITS ETF 1C (XESC.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XESC.DE
Sharpe ratio
The chart of Sharpe ratio for XESC.DE, currently valued at 1.43, compared to the broader market0.002.004.001.43
Sortino ratio
The chart of Sortino ratio for XESC.DE, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.0012.002.04
Omega ratio
The chart of Omega ratio for XESC.DE, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for XESC.DE, currently valued at 1.79, compared to the broader market0.005.0010.0015.001.79
Martin ratio
The chart of Martin ratio for XESC.DE, currently valued at 6.75, compared to the broader market0.0020.0040.0060.0080.00100.006.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.0012.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.005.0010.0015.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0020.0040.0060.0080.00100.0011.09

Sharpe Ratio

The current Xtrackers EURO STOXX 50 UCITS ETF 1C Sharpe ratio is 1.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers EURO STOXX 50 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 Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.43
1.71
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers EURO STOXX 50 UCITS ETF 1C granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to €0.00 per share.


PeriodTTM202320222021202020192018201720162015
Dividend€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.36

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.19%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers EURO STOXX 50 UCITS ETF 1C. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2020€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2019€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2018€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2017€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2016€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2015€1.36€1.36

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-4.55%
-2.87%
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers EURO STOXX 50 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 EURO STOXX 50 UCITS ETF 1C was 44.71%, occurring on Mar 9, 2009. Recovery took 489 trading sessions.

The current Xtrackers EURO STOXX 50 UCITS ETF 1C drawdown is 4.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.71%Sep 9, 2008125Mar 9, 2009489Feb 7, 2011614
-38.51%Feb 20, 202020Mar 18, 2020246Mar 9, 2021266
-33.18%Feb 21, 2011143Sep 12, 2011424May 14, 2013567
-27.92%Apr 14, 2015213Feb 11, 2016305Apr 24, 2017518
-23.33%Nov 17, 2021223Sep 29, 202298Feb 15, 2023321

Volatility

Volatility Chart

The current Xtrackers EURO STOXX 50 UCITS ETF 1C volatility is 3.62%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.62%
3.93%
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C)
Benchmark (^GSPC)