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Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
XSTR.L is traded in GBp, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBp using the latest available exchange rates.
Returns By Period
Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.L) has returned 0.87% so far this year and 3.94% over the past 12 months. Over the last ten years, XSTR.L has returned 1.70% per year, falling short of the S&P 500 Index benchmark, which averaged 12.98% annually.
Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D
- 1D
- 0.03%
- 1M
- 0.32%
- YTD
- 0.87%
- 6M
- 1.83%
- 1Y
- 3.94%
- 3Y*
- 4.63%
- 5Y*
- 3.18%
- 10Y*
- 1.70%
Benchmark (S&P 500 Index)
- 1D
- 2.61%
- 1M
- -3.22%
- YTD
- -2.82%
- 6M
- -0.72%
- 1Y
- 13.66%
- 3Y*
- 14.01%
- 5Y*
- 11.18%
- 10Y*
- 12.98%
Monthly Returns
Based on dividend-adjusted daily data since Mar 15, 2012, XSTR.L's average daily return is 0.00%, while the average monthly return is -0.03%.
Historically, 88% of months were positive and 12% were negative. The best month was Apr 2024 with a return of +0.5%, while the worst month was Apr 2012 at -23.6%. The longest winning streak lasted 62 consecutive months, and the longest losing streak was 7 months.
On a daily basis, XSTR.L closed higher 45% of trading days. The best single day was Mar 19, 2020 with a return of +1.7%, while the worst single day was Apr 10, 2012 at -23.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.30% | 0.25% | 0.32% | 0.87% | |||||||||
| 2025 | 0.37% | 0.35% | 0.39% | 0.41% | 0.29% | 0.33% | 0.40% | 0.30% | 0.33% | 0.34% | 0.29% | 0.31% | 4.20% |
| 2024 | 0.44% | 0.41% | 0.41% | 0.45% | 0.43% | 0.41% | 0.44% | 0.42% | 0.45% | 0.38% | 0.36% | 0.42% | 5.14% |
| 2023 | 0.28% | 0.29% | 0.32% | 0.33% | 0.33% | 0.40% | 0.43% | 0.40% | 0.40% | 0.44% | 0.41% | 0.43% | 4.57% |
| 2022 | -0.00% | 0.01% | 0.04% | 0.04% | 0.06% | 0.08% | 0.08% | 0.14% | 0.12% | 0.17% | 0.25% | 0.26% | 1.25% |
| 2021 | -0.01% | 0.01% | -0.01% | -0.01% | -0.01% | 0.00% | -0.01% | -0.01% | -0.01% | -0.01% | -0.02% | 0.01% | -0.08% |
Benchmark Metrics
Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D has an annualized alpha of -0.65%, beta of 0.01, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 10, 2012.
- This ETF participated in 14.04% of S&P 500 Index downside but only 2.85% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.01 may look defensive, but with R² of 0.00 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 0.00 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
- -0.65%
- Beta
- 0.01
- R²
- 0.00
- Upside Capture
- 2.85%
- Downside Capture
- 14.04%
Expense Ratio
XSTR.L has an expense ratio of 0.10%, which is considered low.
Return for Risk
Risk / Return Rank
XSTR.L ranks 94 for risk / return — in the top 94% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.L) and compare them to a chosen benchmark (S&P 500 Index).
| XSTR.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 0.73 | +1.14 |
Sortino ratioReturn per unit of downside risk | 2.73 | 1.14 | +1.59 |
Omega ratioGain probability vs. loss probability | 1.80 | 1.18 | +0.62 |
Calmar ratioReturn relative to maximum drawdown | 4.09 | 1.24 | +2.86 |
Martin ratioReturn relative to average drawdown | 32.65 | 4.87 | +27.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore XSTR.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D provided a 4.18% dividend yield over the last twelve months, with an annual payout of £7.55 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | £7.55 | £8.41 | £9.27 | £7.44 | £0.61 | £0.03 | £1.02 | £1.76 | £1.12 | £0.35 | £2.18 | £1.45 |
Dividend yield | 4.18% | 4.61% | 5.06% | 4.05% | 0.33% | 0.02% | 0.56% | 0.97% | 0.61% | 0.19% | 1.19% | 0.78% |
Monthly Dividends
The table displays the monthly dividend distributions for Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | £0.00 | £3.57 | £0.00 | £3.57 | |||||||||
| 2025 | £0.00 | £4.43 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £3.97 | £0.00 | £0.00 | £0.00 | £0.00 | £8.41 |
| 2024 | £0.00 | £4.59 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £4.69 | £0.00 | £0.00 | £0.00 | £0.00 | £9.27 |
| 2023 | £0.00 | £3.87 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £3.57 | £0.00 | £0.00 | £0.00 | £0.00 | £7.44 |
| 2022 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.61 | £0.00 | £0.00 | £0.00 | £0.00 | £0.61 |
| 2021 | £0.00 | £0.00 | £0.00 | £0.03 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.03 |
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 II GBP Overnight Rate Swap UCITS ETF 1D. 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 II GBP Overnight Rate Swap UCITS ETF 1D was 23.56%, occurring on Apr 10, 2012. The portfolio has not yet recovered.
The current Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D drawdown is 8.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.56% | Apr 10, 2012 | 1 | Apr 10, 2012 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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