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Xtrackers Eurozone Government Bond UCITS ETF 1C (X...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0290355717
WKNDBX0AC
IssuerDWS Investment S.A. (ETF)
Inception DateMay 22, 2007
CategoryEuropean Government Bonds
Leveraged1x
Index TrackedBloomberg Euro Agg Govt TR EUR
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

XGLE.L has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for XGLE.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


Xtrackers Eurozone Government Bond UCITS ETF 1C

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Xtrackers Eurozone Government Bond 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.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
2.11%
6.36%
XGLE.L (Xtrackers Eurozone Government Bond UCITS ETF 1C)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers Eurozone Government Bond UCITS ETF 1C had a return of 1.00% year-to-date (YTD) and 6.66% in the last 12 months. Over the past 10 years, Xtrackers Eurozone Government Bond UCITS ETF 1C had an annualized return of 0.28%, while the S&P 500 had an annualized return of 10.67%, indicating that Xtrackers Eurozone Government Bond UCITS ETF 1C did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.00%15.73%
1 month0.46%6.43%
6 months2.10%8.14%
1 year6.66%22.75%
5 years (annualized)-2.89%13.18%
10 years (annualized)0.28%10.67%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.67%-1.16%1.02%-1.41%-0.16%0.26%2.30%0.22%1.00%
20232.14%-2.31%2.28%-0.07%0.40%-0.25%-0.28%0.30%-2.69%0.46%3.07%3.76%6.80%
2022-1.16%-1.88%-2.42%-3.77%-1.86%-1.82%4.00%-5.09%-3.79%0.03%2.36%-4.18%-18.25%
2021-0.65%-1.94%0.20%-1.09%-0.10%0.46%1.85%-0.61%-1.22%-0.56%1.67%-1.62%-3.61%
20202.40%0.44%-2.38%0.19%0.27%0.91%1.10%-0.65%1.22%0.97%0.09%0.17%4.76%
20191.00%-0.39%1.84%-0.04%1.06%2.24%1.71%2.45%-0.48%-1.07%-0.90%-0.89%6.62%
2018-0.47%0.18%1.58%-0.39%-1.22%0.73%-0.39%-0.55%-0.15%-0.07%0.59%0.98%0.78%
2017-2.19%1.14%-0.59%0.43%0.57%-0.51%0.24%0.81%-0.49%1.06%0.34%-0.81%-0.04%
20161.97%0.91%0.51%-1.15%1.01%2.24%0.81%-0.36%0.22%-2.17%-1.60%0.83%3.17%
20152.19%0.71%1.23%-1.46%-1.46%-2.59%2.26%-0.78%1.02%1.04%0.41%-1.04%1.41%
20142.18%0.61%0.92%0.95%0.93%1.09%0.92%1.82%0.09%0.29%1.31%1.14%12.94%
2013-0.24%-0.31%0.85%2.45%-0.84%-1.53%0.79%-0.58%0.85%1.42%0.29%-0.61%2.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XGLE.L is 43, 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 XGLE.L is 4343
XGLE.L (Xtrackers Eurozone Government Bond UCITS ETF 1C)
The Sharpe Ratio Rank of XGLE.L is 5252Sharpe Ratio Rank
The Sortino Ratio Rank of XGLE.L is 5454Sortino Ratio Rank
The Omega Ratio Rank of XGLE.L is 4747Omega Ratio Rank
The Calmar Ratio Rank of XGLE.L is 2323Calmar Ratio Rank
The Martin Ratio Rank of XGLE.L is 3636Martin 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 Eurozone Government Bond UCITS ETF 1C (XGLE.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XGLE.L
Sharpe ratio
The chart of Sharpe ratio for XGLE.L, currently valued at 1.27, compared to the broader market0.002.004.001.27
Sortino ratio
The chart of Sortino ratio for XGLE.L, currently valued at 1.89, compared to the broader market-2.000.002.004.006.008.0010.0012.001.89
Omega ratio
The chart of Omega ratio for XGLE.L, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.21
Calmar ratio
The chart of Calmar ratio for XGLE.L, currently valued at 0.31, compared to the broader market0.005.0010.0015.000.31
Martin ratio
The chart of Martin ratio for XGLE.L, currently valued at 3.53, compared to the broader market0.0020.0040.0060.0080.00100.003.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.001.77
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.42, compared to the broader market-2.000.002.004.006.008.0010.0012.002.42
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.57, compared to the broader market0.005.0010.0015.001.57
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.44, compared to the broader market0.0020.0040.0060.0080.00100.008.44

Sharpe Ratio

The current Xtrackers Eurozone Government Bond UCITS ETF 1C Sharpe ratio is 1.27. 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 Eurozone Government Bond 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
1.27
1.52
XGLE.L (Xtrackers Eurozone Government Bond UCITS ETF 1C)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers Eurozone Government Bond UCITS ETF 1C 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.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-15.31%
-4.25%
XGLE.L (Xtrackers Eurozone Government Bond UCITS ETF 1C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers Eurozone Government Bond 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 Eurozone Government Bond UCITS ETF 1C was 22.56%, occurring on Sep 28, 2023. The portfolio has not yet recovered.

The current Xtrackers Eurozone Government Bond UCITS ETF 1C drawdown is 15.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.56%Dec 14, 2020701Sep 28, 2023
-6.45%Sep 3, 201082Nov 24, 20118Feb 1, 201290
-6.13%Sep 4, 2019137Mar 18, 2020135Oct 8, 2020272
-6.11%Apr 16, 201554Jul 2, 2015186Mar 24, 2016240
-5.97%Aug 11, 2016148Mar 10, 2017517Mar 27, 2019665

Volatility

Volatility Chart

The current Xtrackers Eurozone Government Bond UCITS ETF 1C volatility is 1.35%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
1.35%
4.48%
XGLE.L (Xtrackers Eurozone Government Bond UCITS ETF 1C)
Benchmark (^GSPC)