Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF (XLIQ.DE)
XLIQ.DE is a passive ETF by Xtrackers tracking the investment results of the iBoxx® EUR Liquid Covered Bond. XLIQ.DE launched on Nov 27, 2012 and has a 0.20% expense ratio.
ETF Info
| ISIN | LU0820950128 |
|---|---|
| WKN | DBX0ND |
| Issuer | Xtrackers |
| Inception Date | Nov 27, 2012 |
| Category | European Corporate Bonds |
| Leveraged | 1x |
| Index Tracked | iBoxx® EUR Liquid Covered Bond |
| Domicile | Luxembourg |
| Distribution Policy | Accumulating |
| Asset Class | Bond |
Expense Ratio
XLIQ.DE has an expense ratio of 0.20%, which is considered low compared to other funds.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF, 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 iBoxx EUR Liquid Covered Swap UCITS ETF had a return of 2.27% year-to-date (YTD) and 7.39% in the last 12 months. Over the past 10 years, Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF had an annualized return of -0.46%, while the S&P 500 had an annualized return of 11.12%, indicating that Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 2.27% | 19.79% |
| 1 month | 0.57% | 2.08% |
| 6 months | 3.19% | 9.01% |
| 1 year | 7.39% | 29.79% |
| 5 years (annualized) | -3.83% | 13.85% |
| 10 years (annualized) | -0.46% | 11.12% |
Monthly Returns
The table below presents the monthly returns of XLIQ.DE, 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 | -0.41% | -1.05% | 1.07% | -0.95% | 0.01% | 0.54% | 1.75% | 0.67% | 2.27% | ||||
| 2023 | 1.48% | -2.08% | 2.09% | 0.14% | 0.21% | -0.60% | 0.12% | 0.65% | -1.49% | 0.59% | 1.98% | 2.85% | 5.99% |
| 2022 | -0.83% | -3.01% | -3.01% | -2.00% | -1.90% | -3.11% | 4.29% | -4.97% | -3.93% | 0.15% | 2.01% | -2.75% | -17.79% |
| 2021 | -0.30% | -1.30% | -0.07% | -0.39% | -0.29% | 0.21% | 1.23% | 0.06% | -1.24% | -0.93% | 0.11% | -0.50% | -3.39% |
| 2020 | 1.53% | 0.68% | -4.55% | 2.08% | 1.46% | 0.35% | 0.38% | -0.69% | 0.90% | 0.51% | -0.25% | 0.16% | 2.42% |
| 2019 | 0.82% | 0.77% | 1.41% | -0.29% | 1.49% | 1.09% | 1.14% | 1.97% | -1.00% | -1.41% | 0.06% | -0.73% | 5.38% |
| 2018 | -1.09% | 0.03% | 0.69% | -0.63% | 0.62% | 0.16% | -0.37% | 0.42% | -0.66% | 0.27% | -0.09% | 0.23% | -0.44% |
| 2017 | -0.46% | 0.75% | -0.35% | 0.20% | 0.06% | -0.48% | -0.18% | 0.82% | -0.21% | 0.64% | 0.13% | -0.13% | 0.76% |
| 2016 | 0.84% | 1.21% | 0.14% | 0.05% | 0.67% | 0.98% | 0.93% | 0.13% | -0.21% | -0.58% | -1.94% | 0.26% | 2.45% |
| 2015 | 0.94% | 0.58% | 0.63% | 0.28% | -1.69% | -1.12% | 0.65% | 0.06% | 0.22% | 0.24% | 0.50% | -1.02% | 0.23% |
| 2014 | 3.35% | 1.20% | 0.92% | 0.68% | 1.35% | 0.79% | 0.65% | 1.23% | 0.24% | 0.32% | 11.24% | ||
| 2013 | 1.45% | -2.44% | -1.02% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of XLIQ.DE is 63, 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 iBoxx EUR Liquid Covered Swap UCITS ETF (XLIQ.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
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 iBoxx EUR Liquid Covered Swap UCITS ETF. 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 iBoxx EUR Liquid Covered Swap UCITS ETF was 22.76%, occurring on Mar 2, 2023. The portfolio has not yet recovered.
The current Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF drawdown is 15.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.76% | Mar 16, 2020 | 445 | Mar 2, 2023 | — | — | — |
| -3.7% | Aug 29, 2019 | 62 | Jan 14, 2020 | 29 | Mar 12, 2020 | 91 |
| -3.57% | Apr 22, 2015 | 13 | Jul 10, 2015 | 61 | Apr 5, 2016 | 74 |
| -3.5% | Sep 8, 2016 | 71 | Mar 13, 2017 | 199 | Mar 26, 2019 | 270 |
| -2.49% | Aug 13, 2013 | 1 | Aug 13, 2013 | 2 | Feb 3, 2014 | 3 |
Volatility
Volatility Chart
The current Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF volatility is 0.93%, 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.