PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0328475792
WKNDBX1A7
IssuerXtrackers
Inception DateJan 20, 2009
CategoryEurope Equities
Leveraged1x
Index TrackedSTOXX® Europe 600
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large

Asset Class Style

Blend

Expense Ratio

XSX6.DE has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for XSX6.DE: 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


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: XSX6.DE vs. IUSN.DE, XSX6.DE vs. XZEU.DE, XSX6.DE vs. IUS2.DE, XSX6.DE vs. IWDA.L, XSX6.DE vs. DTLA.L, XSX6.DE vs. ISX5.L, XSX6.DE vs. MEUD.L, XSX6.DE vs. FNCL, XSX6.DE vs. XSVM, XSX6.DE vs. ^NDX

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Xtrackers STOXX Europe 600 UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
3.93%
5.62%
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Xtrackers STOXX Europe 600 UCITS ETF had a return of 10.09% year-to-date (YTD) and 15.93% in the last 12 months. Over the past 10 years, Xtrackers STOXX Europe 600 UCITS ETF had an annualized return of 6.84%, while the S&P 500 had an annualized return of 10.85%, indicating that Xtrackers STOXX Europe 600 UCITS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.09%17.79%
1 month-0.27%0.18%
6 months3.93%7.53%
1 year15.93%26.42%
5 years (annualized)8.24%13.48%
10 years (annualized)6.84%10.85%

Monthly Returns

The table below presents the monthly returns of XSX6.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.59%1.94%4.10%-0.93%3.41%-1.13%1.35%1.57%10.09%
20236.41%1.84%-0.20%2.20%-2.37%2.47%2.25%-2.55%-1.67%-3.55%6.50%3.83%15.54%
2022-4.12%-3.64%1.14%-0.48%-0.89%-8.19%7.91%-5.09%-6.62%6.37%7.07%-3.05%-10.63%
2021-1.58%2.67%6.38%2.03%2.83%1.51%2.09%2.26%-3.33%4.68%-2.51%5.91%24.87%
2020-1.69%-8.28%-14.61%6.44%3.39%2.85%-0.96%3.20%-1.39%-5.09%14.08%3.23%-1.83%
20196.85%4.11%2.26%3.62%-4.66%4.42%0.17%-1.07%3.45%1.35%2.82%2.65%28.68%
20181.48%-3.86%-1.89%4.41%0.28%-0.63%3.40%-2.42%0.32%-5.57%-0.89%-6.01%-11.34%
2017-0.29%2.99%3.41%1.87%1.49%-2.41%-0.18%-0.77%3.86%1.36%-1.65%0.95%10.91%
2016-6.98%-2.13%1.39%1.65%2.96%-5.23%3.95%0.64%0.13%-1.20%1.25%5.72%1.41%
20157.46%7.03%1.59%0.07%1.70%-4.38%3.99%-8.25%-4.26%8.54%2.65%-4.58%10.43%
2014-1.22%5.05%-0.95%1.73%2.72%-0.47%-1.75%2.12%0.58%-1.91%3.40%-1.61%7.65%
20133.07%1.00%1.69%1.72%2.12%-5.16%5.11%-0.52%4.66%3.84%1.06%0.71%20.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XSX6.DE is 66, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of XSX6.DE is 6666
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF)
The Sharpe Ratio Rank of XSX6.DE is 6262Sharpe Ratio Rank
The Sortino Ratio Rank of XSX6.DE is 6161Sortino Ratio Rank
The Omega Ratio Rank of XSX6.DE is 6060Omega Ratio Rank
The Calmar Ratio Rank of XSX6.DE is 7777Calmar Ratio Rank
The Martin Ratio Rank of XSX6.DE is 7070Martin 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 STOXX Europe 600 UCITS ETF (XSX6.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XSX6.DE
Sharpe ratio
The chart of Sharpe ratio for XSX6.DE, currently valued at 1.62, compared to the broader market0.002.004.001.62
Sortino ratio
The chart of Sortino ratio for XSX6.DE, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.0010.0012.002.27
Omega ratio
The chart of Omega ratio for XSX6.DE, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for XSX6.DE, currently valued at 1.95, compared to the broader market0.005.0010.0015.001.95
Martin ratio
The chart of Martin ratio for XSX6.DE, currently valued at 9.29, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.0012.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.005.0010.0015.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.09

Sharpe Ratio

The current Xtrackers STOXX Europe 600 UCITS ETF Sharpe ratio is 1.62. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers STOXX Europe 600 UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.62
1.71
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers STOXX Europe 600 UCITS ETF 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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.07%
-2.87%
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers STOXX Europe 600 UCITS 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 STOXX Europe 600 UCITS ETF was 36.05%, occurring on Mar 18, 2020. Recovery took 248 trading sessions.

The current Xtrackers STOXX Europe 600 UCITS ETF drawdown is 2.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.05%Feb 20, 202020Mar 18, 2020248Mar 11, 2021268
-25.34%Apr 16, 2015210Feb 11, 2016310May 2, 2017520
-24.3%Feb 21, 2011152Sep 22, 2011252Sep 14, 2012404
-20.84%Jan 6, 2022189Sep 29, 2022210Jul 27, 2023399
-19.92%Feb 19, 20096Mar 5, 200927Apr 24, 200933

Volatility

Volatility Chart

The current Xtrackers STOXX Europe 600 UCITS ETF volatility is 2.72%, 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%6.00%7.00%AprilMayJuneJulyAugustSeptember
2.72%
3.93%
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF)
Benchmark (^GSPC)