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ISIN
IE00BQXKVQ19
Issuer
Xtrackers
Inception Date
Feb 5, 2015
Leveraged
1x (No leverage)
Index Tracked
MSCI GCC Countries ex Select Securities Index
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

XGLF.DE Performance Chart

Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) is up 6.1% since the beginning of the year. XGLF.DE is currently trading at €24 per share. Investors who bought €1,000 worth of XGLF.DE shares 5 years ago would now be looking at an investment worth €1,286.


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S&P 500 Index

Returns By Period

Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) has returned 6.06% so far this year and 5.74% over the past 12 months. Over the last ten years, XGLF.DE has returned 8.00% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)

1D
0.50%
1M
2.01%
6M
5.05%
YTD
6.06%
1Y
5.74%
3Y*
3.33%
5Y*
5.16%
10Y*
8.00%

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)

XGLF.DE Monthly Returns History

Based on dividend-adjusted daily data since Feb 5, 2015, XGLF.DE's average daily return is +0.02%, while the average monthly return is +0.41%. At this rate, an investment would double in approximately 14.1 years.

Historically, 57% of months were positive and 43% were negative. The best month was Mar 2021 with a return of +12.9%, while the worst month was Aug 2015 at -14.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, XGLF.DE closed higher 51% of trading days. The best single day was Jul 3, 2017 with a return of +14.4%, while the worst single day was Mar 9, 2020 at -14.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.41%-2.11%0.58%0.54%-1.52%0.87%0.41%6.06%
20256.19%-0.82%-3.13%-5.66%-2.44%-0.44%4.59%-3.08%4.61%2.33%-6.55%-0.17%-5.36%
20243.07%3.29%-0.81%-2.01%-7.47%7.27%2.64%-2.02%0.31%0.09%2.96%2.62%9.58%
2023-0.36%-3.83%0.52%3.73%-1.91%2.23%1.54%-1.61%0.09%-5.13%1.29%4.44%0.55%
202210.45%5.13%4.80%11.91%-12.40%-6.64%9.26%1.51%-5.22%2.83%-9.59%-6.98%1.24%
20212.67%2.20%12.92%1.62%0.11%6.53%1.01%4.91%4.48%4.38%-2.72%3.08%48.84%

Benchmark Metrics

Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) has an annualized alpha of 1.82%, beta of 0.42, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since February 05, 2015.

  • This ETF participated in 59.11% of S&P 500 Index downside but only 45.53% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.42 may look defensive, but with R2 of 0.15 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 0.15 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
1.82%
Beta
0.42
0.15
Upside Capture
45.53%
Downside Capture
59.11%

Expense Ratio

XGLF.DE has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

XGLF.DE ranks 16 for risk / return — in the bottom 16% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


XGLF.DE Risk / Return Rank: 1616
Overall Rank
XGLF.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XGLF.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
XGLF.DE Omega Ratio Rank: 1515
Omega Ratio Rank
XGLF.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XGLF.DE Martin Ratio Rank: 1616
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 MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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.


XGLF.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.09

1.35

-0.26

Calmar ratioReturn relative to maximum drawdown

0.63

3.18

-2.55

Martin ratioReturn relative to average drawdown

1.39

11.76

-10.37

Dividends

Dividend History


Xtrackers MSCI GCC Select Swap 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 MSCI GCC Select Swap 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 MSCI GCC Select Swap UCITS ETF (Acc) was 42.15%, occurring on Jan 20, 2016. Recovery took 816 trading sessions.

The current Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) drawdown is 17.78%.


Related event

Drawdown

Fall

Recovery

Underwater

2016 bear market2016
-42.15%Jan 2016
11mo 14d3y 2mo
4y 1moFeb 2015 - Apr 2019
COVID crash2020
-35.16%Mar 2020
10mo 11d1y 1mo
1y 11moMay 2019 - Apr 2021
2023 bear market2023
-31.29%Oct 2023
1y 5mo
4y 2moMay 2022 - now
2021 pullback2021
-7.22%Nov 2021
12d1mo 13d
1mo 25dNov 2021 - Jan 2022
Bear market2022
-4.86%Feb 2022
7d17d
24dJan 2022 - Feb 2022

Drawdown Indicators


XGLF.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.15%

-51.62%

+9.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-7.57%

-1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-18.41%

-23.99%

+5.58%

Max Drawdown (5Y)

Largest decline over 5 years

-31.29%

-23.99%

-7.30%

Max Drawdown (10Y)

Largest decline over 10 years

-35.16%

-33.42%

-1.74%

Current Drawdown

Current decline from peak

-17.78%

-0.43%

-17.35%

Average Drawdown

Average peak-to-trough decline

-18.26%

-9.08%

-9.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

2.04%

+2.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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