Xtrackers LevDAX Daily Swap UCITS ETF 1C

10-Year Study

DBPE.XETRA · · DE · ETF

Executive Summary: Xtrackers LevDAX Daily Swap UCITS ETF 1C has compounded at 12.5% annually over the last 10 years, with a maximum drawdown of 50.0% and an annualized volatility of 31.6%.

1Y CAGR
-4.6%
3Y CAGR
+25.7%
5Y CAGR
+12.7%
10Y CAGR
+12.5%

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 →
50.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +53.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -35.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.15.5-20.312.9————————-5.2%
202518.67.2-4.31.113.5-1.10.7-1.7-1.00.6-1.55.341.2%
20241.29.08.8-6.65.9-3.32.43.63.9-3.25.32.332.1%
202317.42.72.83.3-3.85.93.3-6.6-7.5-8.119.56.235.8%
2022-5.6-13.2-1.9-4.53.7-21.510.6-9.6-11.719.517.5-7.0-28.1%
2021-4.35.318.01.63.61.3-0.23.6-7.35.3-7.29.930.3%
2020-4.1-16.6-33.818.113.011.2-0.610.8-3.3-18.631.66.1-4.8%
201911.26.20.014.3-9.911.5-3.5-4.38.16.95.70.153.2%
20183.9-11.4-5.78.2-0.4-4.58.0-7.2-2.0-12.8-3.6-12.2-35.1%
20171.05.07.81.92.1-4.4-3.6-1.213.06.2-3.1-1.823.7%
2016———0.53.6-12.113.84.7-2.03.3-0.916.026.9%

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 31.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 73.8% of variance. Idiosyncratic stock-specific factors contribute 14.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110046.22688655672
2016-05-0110412.293853073463
2016-06-019152.923538230885
2016-07-0110418.540729635182
2016-08-0110903.298350824587
2016-09-0110689.655172413792
2016-10-0111038.23088455772
2016-11-0110942.028985507246
2016-12-0112693.653173413291
2017-01-0112826.086956521738
2017-02-0113465.767116441779
2017-03-0114522.738630684655
2017-04-0114798.850574712644
2017-05-0115106.196901549225
2017-06-0114437.781109445275
2017-07-0113916.7916041979
2017-08-0113751.874062968514
2017-09-0115533.483258370812
2017-10-0116496.751624187906
2017-11-0115987.006496751621
2017-12-0115698.400799600198
2018-01-0116309.345327336328
2018-02-0114445.27736131934
2018-03-0113628.185907046474
2018-04-0114750.124937531233
2018-05-0114687.656171914043
2018-06-0114026.736631684156
2018-07-0115154.922538730632
2018-08-0114065.467266366815
2018-09-0113790.604697651172
2018-10-0112031.484257871063
2018-11-0111602.94852573713
2018-12-0110182.408795602198
2019-01-0111324.337831084456
2019-02-0112027.736131934033
2019-03-0112032.733633183409
2019-04-0113750.624687656173
2019-05-0112393.803098450773
2019-06-0113818.090954522737
2019-07-0113328.335832083958
2019-08-0112758.620689655172
2019-09-0113795.60219890055
2019-10-0114752.623688155922
2019-11-0115587.2063968016
2019-12-0115597.20139930035
2020-01-0114952.523738130934
2020-02-0112463.768115942028
2020-03-018253.373313343329
2020-04-019746.376811594202
2020-05-0111013.243378310844
2020-06-0112246.376811594202
2020-07-0112167.66616691654
2020-08-0113485.75712143928
2020-09-0113045.977011494251
2020-10-0110622.188905547226
2020-11-0113983.008495752123
2020-12-0114842.578710644677
2021-01-0114200.399800099947
2021-02-0114947.526236881558
2021-03-0117633.683158420787
2021-04-0117918.54072963518
2021-05-0118555.722138930534
2021-06-0118800.599700149924
2021-07-0118763.11844077961
2021-08-0119432.7836081959
2021-09-0118020.989505247377
2021-10-0118980.509745127434
2021-11-0117608.695652173912
2021-12-0119346.851574212895
2022-01-0118263.36831584208
2022-02-0115847.076461769115
2022-03-0115549.725137431284
2022-04-0114842.578710644677
2022-05-0115392.30384807596
2022-06-0112080.209895052472
2022-07-0113363.318340829584
2022-08-0112076.46176911544
2022-09-0110663.418290854572
2022-10-0112738.63068465767
2022-11-0114970.014992503746
2022-12-0113918.040979510244
2023-01-0116341.829085457272
2023-02-0116776.61169415292
2023-03-0117248.87556221889
2023-04-0117821.089455272362
2023-05-0117141.42928535732
2023-06-0118148.425787106444
2023-07-0118748.125937031484
2023-08-0117508.745627186403
2023-09-0116196.901549225384
2023-10-0114890.054972513743
2023-11-0117791.10444777611
2023-12-0118898.050974512742
2024-01-0119132.93353323338
2024-02-0120849.575212393804
2024-03-0122693.653173413288
2024-04-0121191.904047976008
2024-05-0122436.281859070463
2024-06-0121699.150424787604
2024-07-0122223.88805597201
2024-08-0123018.490754622686
2024-09-0123923.038480759617
2024-10-0123168.415792103944
2024-11-0124387.80609695152
2024-12-0124957.521239380305
2025-01-0129591.454272863564
2025-02-0131715.39230384807
2025-03-0130366.06696651674
2025-04-0130709.645177411294
2025-05-0134870.06496751624
2025-06-0134470.264867566206
2025-07-0134726.386806596696
2025-08-0134120.43978010995
2025-09-0133783.10844577711
2025-10-0133989.25537231384
2025-11-0133470.76461769115
2025-12-0135232.383808095954
2026-01-0135201.14942528735
2026-02-0137125.18740629684
2026-03-0129591.454272863564
2026-04-0133395.802098950524
Annual Return Matrix
YearAnnual Return
20170.23671259842519699
2018-0.3513728611221648
20190.5317791411042945
2020-0.04838192886895232
20210.30346969696969706
2022-0.28060434401319456
20230.35780969479353675
20240.320639957688748
20250.4116940328394074
2026-0.05212765957446808
Total Factor Risk
0.316297595135674
VTI.US Exposure
-0.08789153256966498
VEA.US Exposure
0.7375505067334964
VWO.US Exposure
-0.05685234491884155
QQQ.US Exposure
0.06475028768579077
VTV.US Exposure
0.020105865244256872
IJR.US Exposure
-0.003181344407616371
QUAL.US Exposure
0.008136717585079457
SHV.US Exposure
0.13834703713671445
TLT.US Exposure
-0.023980636498735452
LQD.US Exposure
0.07514423436227882
HYG.US Exposure
0.017499605385779306
GLD.US Exposure
-0.011844944775568233
USO.US Exposure
-0.0033761080861162388
VNQ.US Exposure
-0.030070493541400997
BTC-USD.CC Exposure
0.011859227730823756
CPER.US Exposure
0.05231460533027454
VIX.INDX Exposure
-0.02195358199946651
UUP.US Exposure
-0.028021387644839253
TIP.US Exposure
-0.004518080995733753
Idiosyncratic Exposure
0.14598236824348887
Value Score
50
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
31.6%

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 →N/A
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$0
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 →
-2.7%
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 →
-2.7%
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 →
11.7% 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 Xtrackers LevDAX Daily Swap UCITS ETF 1C a high-risk investment?

Xtrackers LevDAX Daily Swap UCITS ETF 1C (DBPE.XETRA) has an annualized volatility of 31.6% and experienced a maximum drawdown of 50.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, DBPE.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.5%. It has had a positive return in 60% 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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