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Xtrackers MSCI Europe Communication Services ESG S...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0292104030
WKNDBX1ST
IssuerXtrackers
Inception DateJun 29, 2007
CategoryCommunications Equities
Index TrackedMSCI World/Comm Services NR USD
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

The Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C has a high expense ratio of 0.20%, indicating higher-than-average management fees.


Expense ratio chart for XSKR.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Xtrackers MSCI Europe Communication Services ESG Screened 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
10.41%
18.87%
XSKR.L (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C had a return of 0.74% year-to-date (YTD) and -4.81% in the last 12 months. Over the past 10 years, Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C had an annualized return of 1.71%, while the S&P 500 had an annualized return of 10.46%, indicating that Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.74%5.84%
1 month-0.60%-2.98%
6 months10.41%22.02%
1 year-4.81%24.47%
5 years (annualized)1.53%11.44%
10 years (annualized)1.71%10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.07%-1.64%2.18%
20231.69%-3.00%7.21%0.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XSKR.L is 8, indicating that it is in the bottom 8% 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 XSKR.L is 88
Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C(XSKR.L)
The Sharpe Ratio Rank of XSKR.L is 88Sharpe Ratio Rank
The Sortino Ratio Rank of XSKR.L is 88Sortino Ratio Rank
The Omega Ratio Rank of XSKR.L is 77Omega Ratio Rank
The Calmar Ratio Rank of XSKR.L is 55Calmar Ratio Rank
The Martin Ratio Rank of XSKR.L is 1010Martin 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 Communication Services ESG Screened UCITS ETF 1C (XSKR.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XSKR.L
Sharpe ratio
The chart of Sharpe ratio for XSKR.L, currently valued at -0.42, compared to the broader market-1.000.001.002.003.004.00-0.42
Sortino ratio
The chart of Sortino ratio for XSKR.L, currently valued at -0.51, compared to the broader market-2.000.002.004.006.008.00-0.51
Omega ratio
The chart of Omega ratio for XSKR.L, currently valued at 0.94, compared to the broader market1.001.502.002.500.94
Calmar ratio
The chart of Calmar ratio for XSKR.L, currently valued at -0.27, compared to the broader market0.002.004.006.008.0010.00-0.27
Martin ratio
The chart of Martin ratio for XSKR.L, currently valued at -0.57, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.002.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio

The current Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C Sharpe ratio is -0.42. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
-0.42
1.85
XSKR.L (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.54%
-2.71%
XSKR.L (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI Europe Communication Services ESG Screened 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 Communication Services ESG Screened UCITS ETF 1C was 36.21%, occurring on Mar 16, 2020. The portfolio has not yet recovered.

The current Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C drawdown is 8.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.21%Aug 9, 2017658Mar 16, 2020
-20.61%Apr 6, 2011133May 18, 2012126Aug 1, 2013259
-15.06%Jan 8, 201036May 20, 201032Sep 6, 201068
-14.23%Aug 7, 2015131Feb 11, 2016316May 16, 2017447
-12.97%Jun 10, 201492Oct 16, 201422Nov 17, 2014114

Volatility

Volatility Chart

The current Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C volatility is 3.92%, 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
3.92%
4.45%
XSKR.L (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)