Deutsche Börse AG

10-Year Study

DB1.XETRA · Financial Services · DE · Common Stock

Executive Summary: Deutsche Börse AG has compounded at 14.9% annually over the last 10 years, with a maximum drawdown of 24.8% and an annualized volatility of 20.9%.

1Y CAGR
-9.2%
3Y CAGR
+19.1%
5Y CAGR
+16.2%
10Y CAGR
+14.9%

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 →
24.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +36.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · 1.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.69.08.03.3————————16.0%
20257.25.48.34.21.4-2.3-8.2-1.0-9.3-3.85.0-3.02.0%
2024-0.94.8-2.0-4.53.14.5-0.97.13.81.43.60.421.8%
20231.80.58.8-3.7-4.64.73.1-6.0-0.1-5.212.37.018.0%
20226.9-2.96.72.0-4.12.16.8-1.2-0.1-2.16.8-8.211.9%
2021-4.82.24.51.1-4.610.1-4.43.8-3.82.2-3.56.18.0%
20204.9-3.4-12.013.46.48.9-4.02.5-5.4-15.710.6-0.41.3%
201910.8-4.42.94.06.50.51.55.97.2-3.10.20.636.6%
20186.85.91.10.94.7-0.2-1.35.6-3.0-3.10.8-7.010.8%
20177.7-2.67.54.35.6-0.1-4.31.62.1-3.37.41.630.0%
2016———-4.413.2-6.62.1-4.6-3.0-2.07.44.55.0%

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 20.9%. The dominant macroeconomic risk driver is QQQ.US, accounting for 34.1% of variance. Idiosyncratic stock-specific factors contribute 35.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019559.942194041081
2016-05-0110820.022605311919
2016-06-0110104.176679405635
2016-07-0110319.8883655564
2016-08-019841.746243772768
2016-09-019544.976947222232
2016-10-019352.616349407854
2016-11-0110045.094614168425
2016-12-0110499.88564761567
2017-01-0111309.152499676831
2017-02-0111017.868803012274
2017-03-0111840.874514002366
2017-04-0112345.11881047004
2017-05-0113037.149609378885
2017-06-0113028.697476624055
2017-07-0112463.398950609715
2017-08-0112657.947159254754
2017-09-0112928.614281121248
2017-10-0112501.466693625103
2017-11-0113427.654715461436
2017-12-0113646.167206387825
2018-01-0114569.537850639214
2018-02-0115429.467780801397
2018-03-0115591.583001600935
2018-04-0115739.611334475752
2018-05-0116478.029426680238
2018-06-0116442.016712020923
2018-07-0116233.16616892996
2018-08-0117140.610343421755
2018-09-0116622.063712508163
2018-10-0116110.72625365016
2018-11-0116247.56794023182
2018-12-0115116.854878537879
2019-01-0116744.503627787963
2019-02-0116002.704682481548
2019-03-0116463.627655378375
2019-04-0117126.208572119896
2019-05-0118232.8247690579
2019-06-0118328.58246132735
2019-07-0118608.530356414838
2019-08-0119706.180663508992
2019-09-0121127.96197534629
2019-10-0120472.32506571119
2019-11-0120516.524748176165
2019-12-0120649.123795571086
2020-01-0121665.74963788412
2020-02-0120929.071690658573
2020-03-0118416.981826257295
2020-04-0120884.8720081936
2020-05-0122212.552908693768
2020-06-0124187.501450120817
2020-07-0123218.804172370477
2020-08-0123789.50543422418
2020-09-0122497.90353962062
2020-10-0118976.03240315679
2020-11-0120988.534930510214
2020-12-0120913.443531466794
2021-01-0119914.699750413492
2021-02-0120357.757234859913
2021-03-0121281.39304406047
2021-04-0121521.698779246868
2021-05-0120525.805521397157
2021-06-0122598.334764119205
2021-07-0121608.125979867353
2021-08-0122429.457837115802
2021-09-0121569.743353474823
2021-10-0122045.664718809145
2021-11-0121278.045336577186
2021-12-0122582.988342685923
2022-01-0124133.54038296448
2022-02-0123442.702826326906
2022-03-0125023.964282281348
2022-04-0125515.232069048954
2022-05-0124464.48281233945
2022-06-0124988.995654609396
2022-07-0126695.630413093848
2022-08-0126374.664814931442
2022-09-0126343.34220531059
2022-10-0125779.684387419253
2022-11-0127541.125426335526
2022-12-0125270.832849959726
2023-01-0125717.055740986878
2023-02-0125834.490667851074
2023-03-0128096.960878226313
2023-04-0127071.4188644974
2023-05-0125828.657038969304
2023-06-0127044.123447542086
2023-07-0127875.763592189567
2023-08-0126204.49520880083
2023-09-0126180.49778090083
2023-10-0124821.096523356064
2023-11-0127875.763592189567
2023-12-0129826.89700661918
2024-01-0129547.031975578313
2024-02-0130962.39961020753
2024-03-0130330.6772644258
2024-04-0128971.27600688103
2024-05-0129881.106665915366
2024-06-0131220.76970755621
2024-07-0130943.04256891803
2024-08-0133148.585179268084
2024-09-0134422.90163374755
2024-10-0134913.02589667185
2024-11-0136187.34235115132
2024-12-0136334.37631546675
2025-01-0138948.35581158705
2025-02-0141039.54603760702
2025-03-0144454.05851527516
2025-04-0146316.52739982566
2025-05-0146983.9144312709
2025-06-0145890.10901593973
2025-07-0142111.50849025022
2025-08-0141697.18825717022
2025-09-0137802.57806621832
2025-10-0136377.31646442315
2025-11-0138200.32548997511
2025-12-0137073.37445599753
2026-01-0135349.80228638478
2026-02-0138515.2088671159
2026-03-0141614.32421055423
2026-04-0143006.440193703005
Annual Return Matrix
YearAnnual Return
20170.2996491261299228
20180.10777294825037931
20190.3659669264198355
20200.012800530352401696
20210.07983117695118436
20220.11902076317301624
20230.1802894342149357
20240.21817486771766514
20250.02033881451864117
20260.16003576218149318
Total Factor Risk
0.20875938742000377
VTI.US Exposure
-0.008992885078285738
VEA.US Exposure
0.033144274840815245
VWO.US Exposure
0.007182299433716693
QQQ.US Exposure
0.3409007021477429
VTV.US Exposure
0.15967344275741854
IJR.US Exposure
-0.017972131960255832
QUAL.US Exposure
-0.0373127636248403
SHV.US Exposure
0.054950791882005176
TLT.US Exposure
0.04316707211524147
LQD.US Exposure
-0.010002194362529592
HYG.US Exposure
-0.0015634110877247875
GLD.US Exposure
0.001196289920914972
USO.US Exposure
-0.0029435009210315283
VNQ.US Exposure
-0.003912117791557595
BTC-USD.CC Exposure
0.006115913210626429
CPER.US Exposure
0.0026326737157673754
VIX.INDX Exposure
0.05220975529829894
UUP.US Exposure
0.02660789321545593
TIP.US Exposure
-0.001643143611684557
Idiosyncratic Exposure
0.35656103989990623
Value Score
40.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.9%

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 →23.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.67%
Market Cap$46.8B
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 →
+10.3%
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 →
+11.2%
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 →
10.2% 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 →
0.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Deutsche Börse AG a high-risk investment?

Deutsche Börse AG (DB1.XETRA) has an annualized volatility of 20.9% and experienced a maximum drawdown of 24.8% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of DB1.XETRA?

Over the past 10 years, DB1.XETRA has generated a Compound Annual Growth Rate (CAGR) of 14.9%. It has had a positive return in 100% 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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