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Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0274209237
WKNDBX1ME
IssuerXtrackers
Inception DateJan 10, 2007
CategoryEurope Equities
Leveraged1x
Index TrackedMSCI Europe NR EUR
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

XMEU.L has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for XMEU.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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: XMEU.L vs. 8PSG.DE, XMEU.L vs. XZEU.DE, XMEU.L vs. SXR8.DE, XMEU.L vs. EUNL.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Xtrackers MSCI Europe 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%JuneJulyAugustSeptemberOctoberNovember
-4.71%
11.44%
XMEU.L (Xtrackers MSCI Europe UCITS ETF 1C)
Benchmark (^GSPC)

Returns By Period

Xtrackers MSCI Europe UCITS ETF 1C had a return of 4.11% year-to-date (YTD) and 11.79% in the last 12 months. Over the past 10 years, Xtrackers MSCI Europe UCITS ETF 1C had an annualized return of 7.45%, while the S&P 500 had an annualized return of 11.43%, indicating that Xtrackers MSCI Europe UCITS ETF 1C did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.11%25.82%
1 month-3.13%3.20%
6 months-4.71%14.94%
1 year11.79%35.92%
5 years (annualized)6.73%14.22%
10 years (annualized)7.45%11.43%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.42%2.30%3.89%-0.84%3.10%-1.55%0.60%1.50%-1.68%-1.87%4.11%
20235.55%1.09%0.33%2.36%-4.28%2.18%1.80%-2.53%-0.12%-3.23%5.32%4.63%13.26%
2022-3.93%-2.40%1.69%-1.37%0.67%-6.60%4.97%-1.98%-4.74%3.81%7.55%-0.46%-3.68%
2021-2.40%0.38%4.70%4.31%1.98%1.00%1.32%2.28%-2.52%2.83%-1.60%3.93%17.08%
2020-2.44%-6.37%-11.93%4.09%6.87%4.32%-2.19%2.32%-0.12%-5.84%13.54%2.69%2.45%
20192.98%2.35%2.57%3.74%-2.14%5.79%1.97%-2.47%2.01%-1.63%1.45%1.64%19.45%
20180.01%-2.73%-2.82%4.52%0.34%0.15%4.01%-2.20%0.22%-5.58%-1.02%-4.28%-9.45%
20170.27%2.38%3.33%0.30%5.16%-1.79%1.61%2.18%-0.74%1.62%-1.80%1.60%14.83%
2016-3.02%-0.17%3.18%1.14%0.01%4.07%4.48%2.01%1.55%3.01%-4.61%6.65%19.28%
20153.25%3.36%1.45%0.98%-0.32%-5.55%3.60%-5.48%-3.54%4.79%0.79%-0.51%2.15%
2014-3.15%4.80%-0.26%1.12%1.83%-1.81%-2.62%1.74%-1.31%-1.45%4.91%-3.47%-0.10%
20137.74%0.28%0.56%0.06%4.36%-5.16%7.12%-2.74%2.24%5.17%-0.82%1.41%21.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XMEU.L is 31, 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 XMEU.L is 3131
Combined Rank
The Sharpe Ratio Rank of XMEU.L is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of XMEU.L is 2727Sortino Ratio Rank
The Omega Ratio Rank of XMEU.L is 2424Omega Ratio Rank
The Calmar Ratio Rank of XMEU.L is 5151Calmar Ratio Rank
The Martin Ratio Rank of XMEU.L is 2828Martin 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 MSCI Europe UCITS ETF 1C (XMEU.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XMEU.L
Sharpe ratio
The chart of Sharpe ratio for XMEU.L, currently valued at 1.12, compared to the broader market-2.000.002.004.006.001.12
Sortino ratio
The chart of Sortino ratio for XMEU.L, currently valued at 1.62, compared to the broader market0.005.0010.001.62
Omega ratio
The chart of Omega ratio for XMEU.L, currently valued at 1.19, compared to the broader market1.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for XMEU.L, currently valued at 1.69, compared to the broader market0.005.0010.0015.001.69
Martin ratio
The chart of Martin ratio for XMEU.L, currently valued at 4.75, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market-2.000.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market0.005.0010.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.05

Sharpe Ratio

The current Xtrackers MSCI Europe UCITS ETF 1C Sharpe ratio is 1.12. 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 MSCI Europe 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 Ratio1.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.12
2.24
XMEU.L (Xtrackers MSCI Europe UCITS ETF 1C)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers MSCI Europe UCITS ETF 1C provided a 0.00% dividend yield over the last twelve months, with an annual payout of £0.00 per share.


0.00%0.02%0.04%0.06%0.08%0.10%0.12%£0.00£0.01£0.02£0.03£0.04£0.0520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.05

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.12%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers MSCI Europe 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£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£0.05£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.05

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.31%
0
XMEU.L (Xtrackers MSCI Europe UCITS ETF 1C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI Europe 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 MSCI Europe UCITS ETF 1C was 44.27%, occurring on Mar 6, 2009. Recovery took 278 trading sessions.

The current Xtrackers MSCI Europe UCITS ETF 1C drawdown is 5.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.27%May 22, 200888Mar 6, 2009278Apr 6, 2011366
-28.55%Jan 21, 202040Mar 16, 2020188Dec 10, 2020228
-25.39%May 4, 201152Oct 4, 2011137Jan 24, 2013189
-19.32%Apr 13, 2015213Feb 11, 2016122Aug 5, 2016335
-15.6%Nov 12, 2021229Oct 13, 202262Jan 12, 2023291

Volatility

Volatility Chart

The current Xtrackers MSCI Europe UCITS ETF 1C volatility is 2.64%, 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%JuneJulyAugustSeptemberOctoberNovember
2.64%
3.92%
XMEU.L (Xtrackers MSCI Europe UCITS ETF 1C)
Benchmark (^GSPC)