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Xtrackers World Net Zero Pathway Paris Aligned UCI...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE000UZCJS58
WKNDBX0RU
IssuerDWS
Inception DateFeb 17, 2022
CategoryGlobal Equities
Index TrackedMSCI ACWI NR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Xtrackers World Net Zero Pathway Paris Aligned UCITS ETF 1C features an expense ratio of 0.19%, falling within the medium range.


Expense ratio chart for XNZS.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Share Price Chart


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Compare to other instruments

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Xtrackers World Net Zero Pathway Paris Aligned UCITS ETF 1C

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Xtrackers World Net Zero Pathway Paris Aligned 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
15.79%
17.61%
XNZS.L (Xtrackers World Net Zero Pathway Paris Aligned UCITS ETF 1C)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers World Net Zero Pathway Paris Aligned UCITS ETF 1C had a return of 4.98% year-to-date (YTD) and 15.89% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.98%5.05%
1 month-3.50%-4.27%
6 months15.79%18.82%
1 year15.89%21.22%
5 years (annualized)N/A11.38%
10 years (annualized)N/A10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.85%3.33%3.07%
2023-0.92%-3.08%5.37%5.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of XNZS.L is 81, placing it in the top 19% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of XNZS.L is 8181
Xtrackers World Net Zero Pathway Paris Aligned UCITS ETF 1C(XNZS.L)
The Sharpe Ratio Rank of XNZS.L is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of XNZS.L is 7777Sortino Ratio Rank
The Omega Ratio Rank of XNZS.L is 7777Omega Ratio Rank
The Calmar Ratio Rank of XNZS.L is 9595Calmar Ratio Rank
The Martin Ratio Rank of XNZS.L is 8383Martin 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 World Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZS.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XNZS.L
Sharpe ratio
The chart of Sharpe ratio for XNZS.L, currently valued at 1.56, compared to the broader market-1.000.001.002.003.004.001.56
Sortino ratio
The chart of Sortino ratio for XNZS.L, currently valued at 2.35, compared to the broader market-2.000.002.004.006.008.002.35
Omega ratio
The chart of Omega ratio for XNZS.L, currently valued at 1.29, compared to the broader market1.001.502.001.29
Calmar ratio
The chart of Calmar ratio for XNZS.L, currently valued at 2.65, compared to the broader market0.002.004.006.008.0010.002.65
Martin ratio
The chart of Martin ratio for XNZS.L, currently valued at 8.67, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.67
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current Xtrackers World Net Zero Pathway Paris Aligned UCITS ETF 1C Sharpe ratio is 1.56. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.56
1.65
XNZS.L (Xtrackers World Net Zero Pathway Paris Aligned UCITS ETF 1C)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers World Net Zero Pathway Paris Aligned UCITS ETF 1C doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.50%
-2.79%
XNZS.L (Xtrackers World Net Zero Pathway Paris Aligned UCITS ETF 1C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers World Net Zero Pathway Paris Aligned 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 World Net Zero Pathway Paris Aligned UCITS ETF 1C was 14.33%, occurring on Jun 16, 2022. Recovery took 43 trading sessions.

The current Xtrackers World Net Zero Pathway Paris Aligned UCITS ETF 1C drawdown is 3.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.33%Mar 30, 202252Jun 16, 202243Aug 16, 202295
-11.09%Aug 22, 202237Oct 13, 202278Feb 3, 2023115
-7.16%Feb 6, 202328Mar 15, 202359Jun 13, 202387
-6.09%Aug 2, 202364Oct 30, 202312Nov 15, 202376
-4.17%Mar 25, 202418Apr 19, 2024

Volatility

Volatility Chart

The current Xtrackers World Net Zero Pathway Paris Aligned UCITS ETF 1C volatility is 3.18%, 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%NovemberDecember2024FebruaryMarchApril
3.18%
4.26%
XNZS.L (Xtrackers World Net Zero Pathway Paris Aligned UCITS ETF 1C)
Benchmark (^GSPC)