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ISIN
LU0592217524
Issuer
Xtrackers
Inception Date
May 9, 2011
Leveraged
1x (No leverage)
Index Tracked
MSCI EFM Africa Top 50 Capped Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

XMKA.DE Performance Chart

Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc) (XMKA.DE) is up 0.4% since the beginning of the year. XMKA.DE is currently trading at €9 per share. Investors who bought €1,000 worth of XMKA.DE shares 5 years ago would now be looking at an investment worth €1,354.


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S&P 500 Index

Returns By Period

Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc) (XMKA.DE) has returned 0.44% so far this year and 18.36% over the past 12 months. Over the last ten years, XMKA.DE has returned 3.73% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc)

1D
0.77%
1M
2.33%
6M
-1.39%
YTD
0.44%
1Y
18.36%
3Y*
15.85%
5Y*
6.25%
10Y*
3.73%

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)

XMKA.DE Monthly Returns History

Based on dividend-adjusted daily data since May 9, 2011, XMKA.DE's average daily return is +0.04%, while the average monthly return is +0.24%. At this rate, an investment would double in approximately 24.1 years.

Historically, 52% of months were positive and 48% were negative. The best month was Jan 2012 with a return of +12.0%, while the worst month was Jul 2011 at -32.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, XMKA.DE closed higher 49% of trading days. The best single day was Aug 30, 2011 with a return of +46.5%, while the worst single day was Aug 4, 2011 at -31.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.10%3.49%-14.68%5.00%0.66%0.11%1.32%0.44%
20255.04%7.06%-1.06%-2.67%4.38%0.92%5.33%5.68%0.82%4.06%-0.78%3.03%36.20%
20242.45%-4.47%-0.17%-3.51%5.20%-1.32%6.01%5.51%5.07%-3.98%2.07%-2.32%10.13%
2023-0.15%-3.22%-3.48%-1.64%-6.17%4.80%7.80%-8.81%0.17%-1.38%6.46%0.33%-6.42%
20223.74%0.69%2.34%-2.69%-5.39%-8.32%3.98%-1.53%-6.07%1.49%10.77%-3.68%-6.03%
20212.27%3.49%4.13%-1.76%4.49%-2.87%-0.74%3.27%-1.58%2.05%-4.30%4.19%12.80%

Benchmark Metrics

Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc) has an annualized alpha of 3.70%, beta of 0.41, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since May 09, 2011.

  • This ETF participated in 77.61% of S&P 500 Index downside but only 38.25% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.41 may look defensive, but with R2 of 0.03 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 0.03 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
3.70%
Beta
0.41
0.03
Upside Capture
38.25%
Downside Capture
77.61%

Expense Ratio

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


Return for Risk

Risk / Return Rank

XMKA.DE ranks 27 for risk / return — below 27% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


XMKA.DE Risk / Return Rank: 2727
Overall Rank
XMKA.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XMKA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XMKA.DE Omega Ratio Rank: 2929
Omega Ratio Rank
XMKA.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XMKA.DE Martin Ratio Rank: 2424
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 Africa Top 50 Swap UCITS ETF (Acc) (XMKA.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.


XMKA.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.18

1.35

-0.17

Calmar ratioReturn relative to maximum drawdown

1.13

3.18

-2.06

Martin ratioReturn relative to average drawdown

2.77

11.76

-9.00

Dividends

Dividend History


Xtrackers MSCI Africa Top 50 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 Africa Top 50 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 Africa Top 50 Swap UCITS ETF (Acc) was 51.47%, occurring on Mar 23, 2020. Recovery took 1414 trading sessions.

The current Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc) drawdown is 9.25%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-51.47%Mar 2020
4y 11mo5y 6mo
10y 6moApr 2015 - Oct 2025
2011 bear market2011
-41.76%Nov 2011
5mo 23d3y 2mo
3y 8moJun 2011 - Feb 2015
2026 correction2026
-16.24%Mar 2026
1mo 3d
4mo 9dFeb 2026 - now
2015 pullback2015
-7.14%Feb 2015
6d28d
1mo 4dFeb 2015 - Mar 2015
2026 pullback2026
-4.59%Feb 2026
6d13d
19dJan 2026 - Feb 2026

Drawdown Indicators


XMKA.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-51.47%

-51.62%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-16.24%

-7.57%

-8.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.24%

-23.99%

+7.75%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-23.99%

-2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-47.21%

-33.42%

-13.79%

Current Drawdown

Current decline from peak

-9.25%

-0.43%

-8.82%

Average Drawdown

Average peak-to-trough decline

-22.03%

-9.08%

-12.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

2.04%

+4.58%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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