MULTI-UNITS LUXEMBOURG - Lyxor DAX (DR) UCITS ETF - Acc

10-Year Study

DAXX.LSE · · GB · ETF

Executive Summary: MULTI-UNITS LUXEMBOURG - Lyxor DAX (DR) UCITS ETF - Acc has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 25.4% and an annualized volatility of 16.4%.

1Y CAGR
+4.1%
3Y CAGR
+16.0%
5Y CAGR
+9.1%
10Y CAGR
+9.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
25.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +28.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -17.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.74.6-11.26.4————————-1.9%
20259.62.3-0.32.95.61.41.5-0.50.51.0-0.82.428.5%
2024-1.05.14.4-3.32.6-2.00.92.11.1-0.11.31.613.2%
20237.90.92.01.5-4.03.11.8-3.2-2.4-3.58.74.017.1%
2022-3.4-5.60.3-3.03.2-10.12.7-1.7-4.27.29.1-0.8-7.7%
2021-3.30.37.03.20.80.1-0.72.2-3.51.1-2.63.17.6%
2020-2.2-6.6-14.07.310.87.2-0.84.40.0-10.414.73.09.7%
20191.71.40.66.7-2.57.2-0.1-3.12.40.91.5-1.116.1%
20180.6-4.7-3.64.1-0.0-1.75.0-3.5-1.2-6.8-1.9-4.2-17.1%
20171.21.93.7-0.34.8-1.60.12.81.43.0-1.0-0.416.5%
2016———-0.2-0.63.07.53.70.75.7-6.19.023.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 90.5% of variance. Idiosyncratic stock-specific factors contribute 11.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019976.26582278481
2016-05-019920.226793248945
2016-06-0110215.585443037975
2016-07-0110980.353375527426
2016-08-0111391.086497890296
2016-09-0111468.881856540085
2016-10-0112118.275316455696
2016-11-0111373.285864978903
2016-12-0112391.21835443038
2017-01-0112542.194092827003
2017-02-0112776.239451476795
2017-03-0113253.560126582277
2017-04-0113214.662447257384
2017-05-0113843.618143459915
2017-06-0113626.054852320674
2017-07-0113637.92194092827
2017-08-0114013.053797468354
2017-09-0114208.860759493671
2017-10-0114639.372362869199
2017-11-0114487.737341772152
2017-12-0114430.379746835442
2018-01-0114522.679324894514
2018-02-0113835.706751054853
2018-03-0113339.926160337553
2018-04-0113884.493670886075
2018-05-0113877.900843881856
2018-06-0113648.47046413502
2018-07-0114332.805907172997
2018-08-0113830.432489451476
2018-09-0113665.611814345993
2018-10-0112735.363924050633
2018-11-0112489.451476793249
2018-12-0111966.640295358651
2019-01-0112173.65506329114
2019-02-0112343.09071729958
2019-03-0112410.996835443038
2019-04-0113247.62658227848
2019-05-0112913.370253164558
2019-06-0113842.299578059072
2019-07-0113830.432489451476
2019-08-0113396.62447257384
2019-09-0113723.628691983124
2019-10-0113846.255274261603
2019-11-0114057.225738396624
2019-12-0113897.679324894514
2020-01-0113598.364978902953
2020-02-0112699.103375527426
2020-03-0110915.743670886075
2020-04-0111708.201476793249
2020-05-0112970.068565400843
2020-06-0113898.997890295359
2020-07-0113782.964135021097
2020-08-0114393.459915611815
2020-09-0114398.734177215189
2020-10-0112896.228902953586
2020-11-0114791.666666666668
2020-12-0115241.29746835443
2021-01-0114737.605485232069
2021-02-0114783.755274261603
2021-03-0115818.829113924052
2021-04-0116322.521097046414
2021-05-0116460.97046413502
2021-06-0116471.51898734177
2021-07-0116358.122362869199
2021-08-0116720.727848101265
2021-09-0116136.603375527426
2021-10-0116321.20253164557
2021-11-0115896.62447257384
2021-12-0116392.40506329114
2022-01-0115841.244725738397
2022-02-0114948.575949367088
2022-03-0114996.04430379747
2022-04-0114542.457805907174
2022-05-0115003.95569620253
2022-06-0113488.924050632912
2022-07-0113856.803797468354
2022-08-0113619.462025316456
2022-09-0113048.523206751055
2022-10-0113989.978902953586
2022-11-0115257.120253164558
2022-12-0115131.856540084387
2023-01-0116334.388185654007
2023-02-0116487.341772151896
2023-03-0116809.071729957806
2023-04-0117068.82911392405
2023-05-0116388.449367088608
2023-06-0116892.141350210968
2023-07-0117192.774261603376
2023-08-0116650.84388185654
2023-09-0116253.95569620253
2023-10-0115685.654008438818
2023-11-0117045.09493670886
2023-12-0117721.51898734177
2024-01-0117538.238396624474
2024-02-0118437.5
2024-03-0119243.143459915613
2024-04-0118615.506329113923
2024-05-0119099.41983122363
2024-06-0118726.26582278481
2024-07-0118887.130801687763
2024-08-0119277.426160337553
2024-09-0119492.352320675105
2024-10-0119477.848101265823
2024-11-0119738.92405063291
2024-12-0120056.698312236287
2025-01-0121988.396624472574
2025-02-0122493.40717299578
2025-03-0122434.071729957806
2025-04-0123092.035864978905
2025-05-0124384.229957805906
2025-06-0124736.286919831226
2025-07-0125105.485232067513
2025-08-0124972.31012658228
2025-09-0125104.166666666664
2025-10-0125348.10126582279
2025-11-0125156.909282700424
2025-12-0125768.723628691987
2026-01-0125588.08016877637
2026-02-0126753.691983122364
2026-03-0123765.822784810123
2026-04-0125290.084388185653
Annual Return Matrix
YearAnnual Return
20170.16456504389465287
2018-0.17073282163742687
20190.16136851964079124
20200.09667931688804554
20210.07552556449519865
2022-0.07689832689832687
20230.17113976995468794
20240.1317708333333334
20250.28479389915192943
2026-0.018574425625543678
Total Factor Risk
0.16363455572204383
VTI.US Exposure
0.18486847796329
VEA.US Exposure
0.905098199931465
VWO.US Exposure
-0.06317479687112092
QQQ.US Exposure
-0.15958467399957924
VTV.US Exposure
-0.12894749271313408
IJR.US Exposure
-0.01775703039252785
QUAL.US Exposure
0.16525506072402643
SHV.US Exposure
0.03720176869828739
TLT.US Exposure
-0.009637821056677112
LQD.US Exposure
0.03849663954456481
HYG.US Exposure
-0.019221212457670844
GLD.US Exposure
-0.013320771320667616
USO.US Exposure
0.005707008299469316
VNQ.US Exposure
-0.030724608806883803
BTC-USD.CC Exposure
0.004156954153686085
CPER.US Exposure
0.031149496602586157
VIX.INDX Exposure
-0.015414584667897623
UUP.US Exposure
-0.034100693076643825
TIP.US Exposure
0.0009657043649290513
Idiosyncratic Exposure
0.11898437508049861
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$72.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is MULTI-UNITS LUXEMBOURG - Lyxor DAX (DR) UCITS ETF - Acc a high-risk investment?

MULTI-UNITS LUXEMBOURG - Lyxor DAX (DR) UCITS ETF - Acc (DAXX.LSE) has an annualized volatility of 16.4% and experienced a maximum drawdown of 25.4% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of DAXX.LSE?

Over the past 10 years, DAXX.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.9%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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