Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged (XGSG.L)
XGSG.L is a passive ETF by Xtrackers tracking the investment results of the Bloomberg Global Aggregate TR Hdg GBP. XGSG.L launched on Aug 24, 2011 and has a 0.25% expense ratio.
ETF Info
ISIN | LU0641006290 |
---|---|
WKN | DBX0LY |
Issuer | Xtrackers |
Inception Date | Aug 24, 2011 |
Category | Global Bonds |
Leveraged | 1x |
Index Tracked | Bloomberg Global Aggregate TR Hdg GBP |
Domicile | Luxembourg |
Distribution Policy | Distributing |
Asset Class | Bond |
Expense Ratio
XGSG.L has an expense ratio of 0.25%, which is considered low compared to other funds.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged had a return of 2.86% year-to-date (YTD) and 7.75% in the last 12 months. Over the past 10 years, Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged had an annualized return of 0.99%, while the S&P 500 had an annualized return of 11.12%, indicating that Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 2.86% | 19.79% |
1 month | 0.88% | 2.08% |
6 months | 4.03% | 9.01% |
1 year | 7.75% | 29.79% |
5 years (annualized) | -1.22% | 13.85% |
10 years (annualized) | 0.99% | 11.12% |
Monthly Returns
The table below presents the monthly returns of XGSG.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.45% | -1.04% | 0.91% | -1.92% | 0.47% | 0.83% | 1.82% | 1.24% | 2.86% | ||||
2023 | 1.95% | -1.73% | 2.48% | 0.36% | -0.71% | -0.33% | -0.44% | -0.28% | -1.97% | -0.67% | 3.18% | 3.21% | 4.98% |
2022 | -1.59% | -1.14% | -2.24% | -2.77% | -0.78% | -1.32% | 2.39% | -3.16% | -3.35% | -0.71% | 1.68% | -1.78% | -13.98% |
2021 | -0.72% | -2.29% | -0.04% | -0.10% | 0.14% | 0.59% | 1.50% | -0.37% | -1.29% | -0.09% | 1.11% | -0.97% | -2.55% |
2020 | 2.18% | 1.43% | 0.34% | 0.51% | -0.29% | 0.38% | 0.84% | -1.04% | 0.76% | -0.15% | 0.17% | -0.02% | 5.20% |
2019 | 0.67% | -0.28% | 1.79% | -0.33% | 1.67% | 1.24% | 0.65% | 2.81% | -0.78% | -0.58% | -0.56% | -0.67% | 5.68% |
2018 | -1.01% | -0.08% | 1.21% | -0.61% | 0.02% | 0.27% | -0.36% | -0.00% | -0.64% | -0.10% | 0.52% | 1.50% | 0.69% |
2017 | -0.79% | 0.72% | -0.19% | 0.43% | 0.68% | -0.73% | 0.08% | 0.26% | 0.09% | 0.23% | 0.17% | -0.07% | 0.86% |
2016 | 2.15% | 1.28% | 0.45% | -0.17% | 0.56% | 2.66% | 0.13% | -0.40% | -0.15% | -1.49% | -1.70% | 0.19% | 3.47% |
2015 | 2.80% | -0.94% | 0.80% | -1.09% | -0.46% | -1.16% | 1.17% | 0.04% | 0.70% | 0.12% | 0.04% | -0.27% | 1.68% |
2014 | 1.55% | 0.24% | 0.16% | 0.68% | 0.75% | 0.35% | 0.37% | 1.24% | -0.12% | 0.66% | 0.87% | 0.70% | 7.71% |
2013 | 1.16% | -0.14% | 0.12% | 1.38% | -1.71% | -1.03% | 0.12% | -0.12% | 0.74% | 0.82% | -0.08% | -0.65% | 0.56% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of XGSG.L is 48, 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.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged (XGSG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged granted a 2.52% dividend yield in the last twelve months. The annual payout for that period amounted to £0.62 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | £0.62 | £0.43 | £0.63 | £0.45 | £0.28 | £0.20 | £0.16 | £0.20 | £0.24 | £0.18 | £0.66 | £0.62 |
Dividend yield | 2.52% | 1.78% | 2.68% | 1.62% | 0.96% | 0.70% | 0.61% | 0.74% | 0.92% | 0.67% | 2.58% | 2.53% |
Monthly Dividends
The table displays the monthly dividend distributions for Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | £0.00 | £0.24 | £0.00 | £0.00 | £0.12 | £0.00 | £0.00 | £0.13 | £0.00 | £0.50 | |||
2023 | £0.00 | £0.10 | £0.00 | £0.00 | £0.11 | £0.00 | £0.00 | £0.11 | £0.00 | £0.00 | £0.12 | £0.00 | £0.43 |
2022 | £0.00 | £0.00 | £0.00 | £0.35 | £0.00 | £0.09 | £0.00 | £0.09 | £0.00 | £0.00 | £0.10 | £0.00 | £0.63 |
2021 | £0.00 | £0.00 | £0.00 | £0.45 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.45 |
2020 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.28 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.28 |
2019 | £0.00 | £0.00 | £0.00 | £0.20 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.20 |
2018 | £0.00 | £0.00 | £0.00 | £0.16 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.16 |
2017 | £0.00 | £0.00 | £0.00 | £0.20 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.20 |
2016 | £0.00 | £0.00 | £0.00 | £0.24 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.24 |
2015 | £0.00 | £0.00 | £0.00 | £0.18 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.18 |
2014 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.66 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.66 |
2013 | £0.62 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.62 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged. 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 Global Government Bond UCITS ETF 2D GBP Hedged was 18.53%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
The current Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged drawdown is 10.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-18.53% | Mar 10, 2020 | 911 | Oct 19, 2023 | — | — | — |
-5.11% | Jul 11, 2016 | 171 | Mar 10, 2017 | 554 | May 23, 2019 | 725 |
-4.23% | Apr 10, 2013 | 86 | Sep 5, 2013 | 166 | May 2, 2014 | 252 |
-3.83% | Apr 16, 2015 | 38 | Jun 10, 2015 | 156 | Jan 20, 2016 | 194 |
-3.06% | Sep 4, 2019 | 50 | Nov 12, 2019 | 71 | Feb 24, 2020 | 121 |
Volatility
Volatility Chart
The current Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged volatility is 1.32%, 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.