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Issuer
Xtrackers
Inception Date
Nov 9, 2022
Leveraged
1x (No leverage)
Index Tracked
S&P 100 Ex-Top 20 Select Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$263M

Share Price Chart


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Performance

XOEX Performance Chart

Xtrackers S&P 100 Ex Top 20 ETF (XOEX) is up 10.2% since the beginning of the year. XOEX is currently trading at $40 per share.


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S&P 500 Index

Returns By Period

Xtrackers S&P 100 Ex Top 20 ETF (XOEX) has returned 10.16% so far this year and 27.52% over the past 12 months.


Xtrackers S&P 100 Ex Top 20 ETF

1D
0.10%
1M
1.53%
YTD
10.16%
6M
9.30%
1Y
27.52%
3Y*
18.17%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOEX Monthly Returns History

Based on dividend-adjusted daily data since Nov 9, 2022, XOEX's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, an investment would double in approximately 4.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +9.8%, while the worst month was Dec 2024 at -6.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, XOEX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.31%0.08%-4.22%7.42%5.57%0.02%10.16%
20255.08%0.80%-2.73%-4.74%2.94%4.52%0.62%3.81%2.62%1.96%2.11%0.95%18.97%
20240.10%3.22%4.98%-4.88%2.56%-0.66%4.74%2.44%1.49%-1.16%6.09%-6.63%12.07%
20235.26%-3.10%-0.75%0.69%-2.16%6.76%3.14%-2.66%-4.99%-1.35%9.81%5.44%15.99%
20227.09%-3.84%2.98%

Benchmark Metrics

Xtrackers S&P 100 Ex Top 20 ETF has an annualized alpha of 1.51%, beta of 0.76, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since November 09, 2022.

  • This ETF participated in 96.18% of S&P 500 Index downside but only 85.99% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.51%
Beta
0.76
0.76
Upside Capture
85.99%
Downside Capture
96.18%

Expense Ratio

XOEX has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

XOEX ranks 79 for risk / return — better than 79% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


XOEX Risk / Return Rank: 7979
Overall Rank
XOEX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XOEX Sortino Ratio Rank: 8282
Sortino Ratio Rank
XOEX Omega Ratio Rank: 7777
Omega Ratio Rank
XOEX Calmar Ratio Rank: 7676
Calmar Ratio Rank
XOEX Martin Ratio Rank: 7979
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 S&P 100 Ex Top 20 ETF (XOEX) 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.


XOEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.44

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

3.78

2.78

+1.00

Martin ratioReturn relative to average drawdown

14.90

12.44

+2.46

Dividends

Dividend History

Xtrackers S&P 100 Ex Top 20 ETF provided a 1.47% dividend yield over the last twelve months, with an annual payout of $0.59 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.802022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.59$0.71$0.66$0.49$0.11

Dividend yield

1.47%1.95%2.09%1.72%0.42%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers S&P 100 Ex Top 20 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.09$0.00$0.00$0.12$0.21
2025$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.15$0.00$0.00$0.23$0.71
2024$0.00$0.00$0.13$0.00$0.00$0.17$0.00$0.00$0.16$0.00$0.00$0.19$0.66
2023$0.00$0.00$0.11$0.00$0.00$0.15$0.00$0.00$0.12$0.00$0.00$0.12$0.49
2022$0.11$0.11

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 S&P 100 Ex Top 20 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 S&P 100 Ex Top 20 ETF was 14.68%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.

The current Xtrackers S&P 100 Ex Top 20 ETF drawdown is 0.90%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-14.68%Apr 2025
4mo 7d2mo 26d
7mo 3dDec 2024 - Jul 2025
2023 correction2023
-11.15%Oct 2023
3mo 3d1mo 4d
4mo 7dJul 2023 - Nov 2023
2023 pullback2023
-9.93%Mar 2023
1mo 12d3mo 27d
5mo 9dFeb 2023 - Jul 2023
2026 pullback2026
-7.31%Mar 2026
1mo 18d1mo 1d
2mo 19dFeb 2026 - Apr 2026
2024 pullback2024
-6.26%Apr 2024
16d3mo
3mo 16dApr 2024 - Jul 2024

Drawdown Indicators


XOEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.68%

-56.78%

+42.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.31%

-9.10%

+1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

-18.90%

+4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.90%

-1.80%

+0.90%

Average Drawdown

Average peak-to-trough decline

-2.62%

-10.71%

+8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

2.03%

-0.18%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Xtrackers S&P 100 Ex Top 20 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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