Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C EUR

10-Year Study

DBPG.XETRA · · DE · ETF

Executive Summary: Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C EUR has compounded at 22.2% annually over the last 10 years, with a maximum drawdown of 38.2% and an annualized volatility of 26.7%.

1Y CAGR
+35.6%
3Y CAGR
+31.1%
5Y CAGR
+18.6%
10Y CAGR
+22.2%

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 →
38.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +78.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -36.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.4-1.6-10.416.6————————2.4%
20256.7-7.6-14.7-8.113.76.29.0-0.55.57.3-0.90.113.5%
20245.78.06.7-5.83.112.5-0.6-0.23.62.013.7-3.353.3%
20239.3-1.12.11.53.810.55.1-1.5-7.1-6.914.88.944.0%
2022-12.9-4.010.7-11.1-7.2-14.219.9-4.4-13.610.0-0.7-10.1-36.3%
20210.86.310.67.6-1.08.14.76.9-6.111.72.29.078.4%
20201.0-18.7-24.021.05.22.35.815.3-5.5-6.118.65.09.5%
201915.57.64.07.6-10.59.97.8-5.14.70.99.34.468.7%
20185.9-4.6-9.15.06.61.85.36.71.3-11.41.2-17.7-12.1%
2017-1.411.0-0.5-0.6-1.1-0.10.6-1.24.66.13.13.425.8%
2016———-1.67.2-1.08.2-0.3-0.6-1.011.44.829.5%

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 26.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 59.6% of variance. Idiosyncratic stock-specific factors contribute 9.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019843.842074248674
2016-05-0110556.865055981143
2016-06-0110453.741897466116
2016-07-0111308.190925162051
2016-08-0111275.780789628758
2016-09-0111205.067766647026
2016-10-0111096.051856216853
2016-11-0112362.993517972893
2016-12-0112952.26870948733
2017-01-0112775.486152033
2017-02-0114175.01473187979
2017-03-0114101.355332940484
2017-04-0114012.96405421332
2017-05-0113865.64525633471
2017-06-0113853.85975250442
2017-07-0113933.41190335887
2017-08-0113768.414849734827
2017-09-0114404.83205657042
2017-10-0115279.90571596936
2017-11-0115760.164997053625
2017-12-0116296.405421331763
2018-01-0117259.870359457866
2018-02-0116464.34885091338
2018-03-0114970.536240424279
2018-04-0115715.969357690043
2018-05-0116753.09369475545
2018-06-0117050.67766647024
2018-07-0117955.215085444903
2018-08-0119160.28285209193
2018-09-0119416.61756040071
2018-10-0117206.835592221567
2018-11-0117418.974661166765
2018-12-0114332.6458456099
2019-01-0116558.632881555688
2019-02-0117810.84266352387
2019-03-0118529.75839717148
2019-04-0119929.28697701827
2019-05-0117828.5209192693
2019-06-0119599.292869770183
2019-07-0121125.515615792578
2019-08-0120055.981143193872
2019-09-0120989.982321744254
2019-10-0121181.49675898645
2019-11-0123158.515026517383
2019-12-0124180.907483794934
2020-01-0124431.34944018857
2020-02-0119861.520329994106
2020-03-0115097.230406599883
2020-04-0118261.63818503241
2020-05-0119213.317619328223
2020-06-0119649.38126104891
2020-07-0120786.682380671777
2020-08-0123956.982911019448
2020-09-0122634.060106069534
2020-10-0121263.99528579847
2020-11-0125218.031820860346
2020-12-0126470.241602828522
2021-01-0126670.59516794343
2021-02-0128341.19033588686
2021-03-0131355.332940483207
2021-04-0133747.79021803183
2021-05-0133417.79611078374
2021-06-0136140.247495580435
2021-07-0137825.574543311726
2021-08-0140418.385385975256
2021-09-0137955.21508544491
2021-10-0142410.13553329405
2021-11-0143329.40483205658
2021-12-0147218.62109605186
2022-01-0141137.30111962287
2022-02-0139481.437831467294
2022-03-0143700.64820271066
2022-04-0138862.69888037714
2022-05-0136057.748968768414
2022-06-0130925.162050677667
2022-07-0137088.98055391868
2022-08-0135462.58102533883
2022-09-0130636.417206835595
2022-10-0133706.540954625816
2022-11-0133482.61638185033
2022-12-0130088.39127872717
2023-01-0132887.448438420746
2023-02-0132533.883323512084
2023-03-0133223.33529758397
2023-04-0133718.326458456104
2023-05-0135014.73187978787
2023-06-0138691.80907483795
2023-07-0140665.88096641132
2023-08-0140064.82027106659
2023-09-0137206.83559222157
2023-10-0134655.27401296406
2023-11-0139793.75368296995
2023-12-0143329.40483205658
2024-01-0145792.57513258691
2024-02-0149446.08131997643
2024-03-0152763.70064820272
2024-04-0149687.68414849735
2024-05-0151213.90689451974
2024-06-0157613.43547436653
2024-07-0157289.33411903359
2024-08-0157153.800824985265
2024-09-0159236.88862698882
2024-10-0160444.902769593406
2024-11-0168709.48733058339
2024-12-0166411.31408367708
2025-01-0170889.8055391868
2025-02-0165483.20565704184
2025-03-0155880.96641131408
2025-04-0151349.44018856807
2025-05-0158379.493223335296
2025-06-0161977.01826753094
2025-07-0167530.93694755451
2025-08-0167162.63995285798
2025-09-0170830.87802003536
2025-10-0175987.03594578669
2025-11-0175309.36947554509
2025-12-0175383.02887448439
2026-01-0175088.39127872717
2026-02-0173865.64525633471
2026-03-0166219.7996464349
2026-04-0177180.31820860342
Annual Return Matrix
YearAnnual Return
20170.25818926296633316
2018-0.12050262158741631
20190.6871209785178329
20200.09467527720238844
20210.7838379341050756
2022-0.36278547360539115
20230.4400705052878966
20240.5327077383380934
20250.1350931677018632
20260.023842094977525763
Total Factor Risk
0.2670015783267312
VTI.US Exposure
0.5962622890570946
VEA.US Exposure
-0.03554695572337146
VWO.US Exposure
-0.004221637020560374
QQQ.US Exposure
0.14728058613062214
VTV.US Exposure
0.07029981437785339
IJR.US Exposure
0.0036852125925010207
QUAL.US Exposure
-0.05138914191358029
SHV.US Exposure
0.058861106700065856
TLT.US Exposure
0.008583669164634404
LQD.US Exposure
0.016914689478137266
HYG.US Exposure
-0.03783502346590035
GLD.US Exposure
0.005942120496822148
USO.US Exposure
-0.0005220417254122941
VNQ.US Exposure
0.02205133983405634
BTC-USD.CC Exposure
-0.0026924618115178214
CPER.US Exposure
0.0021818654272982873
VIX.INDX Exposure
0.023876772353613858
UUP.US Exposure
0.06132962904442208
TIP.US Exposure
0.019070809291306057
Idiosyncratic Exposure
0.09586735771191524
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.7%

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 →1.09%
Market Cap$106.2B
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 →
+6.3%
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 →
+7.9%
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 →
10.7% 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 S&P 500 2x Leveraged Daily Swap UCITS ETF 1C EUR a high-risk investment?

Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C EUR (DBPG.XETRA) has an annualized volatility of 26.7% and experienced a maximum drawdown of 38.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, DBPG.XETRA has generated a Compound Annual Growth Rate (CAGR) of 22.2%. It has had a positive return in 80% 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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