Xtrackers - DAX UCITS ETF

10-Year Study

DBXD.XETRA · · DE · ETF

Executive Summary: Xtrackers - DAX UCITS ETF has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 25.7% and an annualized volatility of 15.8%.

1Y CAGR
+0.5%
3Y CAGR
+15.6%
5Y CAGR
+9.0%
10Y CAGR
+8.5%

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 →
25.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -18.5%
% 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.
20260.22.9-10.36.4————————-1.6%
20259.23.8-1.71.36.5-0.30.6-0.6-0.30.6-0.52.822.7%
20240.94.64.5-3.12.9-1.41.52.12.2-1.42.91.418.2%
20238.61.51.81.8-2.03.11.9-3.1-3.6-3.89.63.319.6%
2022-2.6-6.5-0.3-2.21.7-11.25.4-4.8-5.89.68.7-3.4-12.7%
2021-2.12.78.70.81.80.70.01.8-3.62.7-3.65.015.3%
2020-2.0-8.5-16.69.46.75.9-0.15.4-1.4-9.615.03.23.1%
20195.53.20.17.0-5.25.7-1.7-2.04.13.52.90.124.7%
20182.1-5.8-2.64.0-0.3-2.24.1-3.6-0.9-6.5-1.7-6.1-18.5%
20170.62.53.91.01.2-2.2-1.7-0.56.43.1-1.5-0.912.1%
2016———0.62.0-5.66.72.5-0.71.4-0.47.914.7%

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 15.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 91.9% of variance. Idiosyncratic stock-specific factors contribute 10.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110059.292578204868
2016-05-0110263.749744428544
2016-06-019684.113678184422
2016-07-0110336.332038437948
2016-08-0110593.948067879779
2016-09-0110520.343488039256
2016-10-0110671.641791044776
2016-11-0110631.77264363116
2016-12-0111468.002453485997
2017-01-0111533.428746677571
2017-02-0111823.757922715193
2017-03-0112289.920261705174
2017-04-0112414.639133101615
2017-05-0112559.803721120426
2017-06-0112279.69740339399
2017-07-0112068.084236352486
2017-08-0112005.724800654263
2017-09-0112768.350030668576
2017-10-0113168.063790635862
2017-11-0112973.82948272337
2017-12-0112858.311183806994
2018-01-0113124.10549989777
2018-02-0112363.524841545697
2018-03-0112036.393375587815
2018-04-0112523.001431200164
2018-05-0112484.154569617667
2018-06-0112214.271110202415
2018-07-0112709.05745246371
2018-08-0112253.117971784912
2018-09-0112140.66653036189
2018-10-0111355.551012062975
2018-11-0111157.227560826008
2018-12-0110476.385197301166
2019-01-0111054.998977714169
2019-02-0111406.665303618893
2019-03-0111412.799018605603
2019-04-0112208.137395215703
2019-05-0111572.27560826007
2019-06-0112228.583111838072
2019-07-0112020.036802289922
2019-08-0111776.732774483748
2019-09-0112259.251686771622
2019-10-0112692.700879165815
2019-11-0113054.590063381724
2019-12-0113062.768350030668
2020-01-0112807.196892251073
2020-02-0111721.529339603354
2020-03-019778.163974647312
2020-04-0110699.243508484973
2020-05-0111410.754446943367
2020-06-0112081.373952157024
2020-07-0112071.15109384584
2020-08-0112723.369454099367
2020-09-0112547.536291147006
2020-10-0111347.372725414027
2020-11-0113050.50092005725
2020-12-0113469.638110815784
2021-01-0113185.442649764873
2021-02-0113539.153547331834
2021-03-0114716.826824780212
2021-04-0114833.367409527704
2021-05-0115097.117153956247
2021-06-0115207.524023717031
2021-07-0115213.657738703741
2021-08-0115487.630341443468
2021-09-0114933.551420977306
2021-10-0115338.376610100184
2021-11-0114786.342261296259
2021-12-0115524.432631363732
2022-01-0115119.607442240853
2022-02-0114138.213044367207
2022-03-0114089.143324473524
2022-04-0113776.323860151299
2022-05-0114013.494172970764
2022-06-0112449.396851359643
2022-07-0113126.15007156001
2022-08-0112498.466571253324
2022-09-0111778.777346145984
2022-10-0112905.336332038438
2022-11-0114023.717031281949
2022-12-0113547.331833980783
2023-01-0114706.603966469027
2023-02-0114927.417705990598
2023-03-0115197.301165405848
2023-04-0115465.140053158864
2023-05-0115152.32058883664
2023-06-0115628.705786137803
2023-07-0115927.213248824375
2023-08-0115432.426906563078
2023-09-0114880.39255775915
2023-10-0114307.912492332856
2023-11-0115681.86464935596
2023-12-0116203.230423226336
2024-01-0116346.350439582908
2024-02-0117096.7082396238
2024-03-0117873.64547127377
2024-04-0117317.52197914537
2024-05-0117816.39746473114
2024-06-0117564.915150276018
2024-07-0117824.57575138009
2024-08-0118198.732365569413
2024-09-0118607.646698016768
2024-10-0118356.164383561645
2024-11-0118885.708444080967
2024-12-0119149.458188509507
2025-01-0120910.85667552648
2025-02-0121698.016765487635
2025-03-0121324.88243712942
2025-04-0121600.899611531386
2025-05-0123006.54262931916
2025-06-0122934.982621140873
2025-07-0123067.879779186263
2025-08-0122919.648333674093
2025-09-0122848.088325495813
2025-10-0122975.87405438561
2025-11-0122858.311183806993
2025-12-0123487.016969944798
2026-01-0123538.13126150072
2026-02-0124212.839910038845
2026-03-0121723.57391126559
2026-04-0123103.65978327541
Annual Return Matrix
YearAnnual Return
20170.1212337315029417
2018-0.18524407695977096
20190.24687743950039032
20200.031147284395053987
20210.15255009107468132
2022-0.12735414197286976
20230.1960458798671898
20240.18182965299684528
20250.22651078368567168
2026-0.016322089227421066
Total Factor Risk
0.15811700308456544
VTI.US Exposure
0.017471877537374326
VEA.US Exposure
0.9193639988875125
VWO.US Exposure
-0.05055906314375288
QQQ.US Exposure
-0.06165891298460935
VTV.US Exposure
-0.02170118324002835
IJR.US Exposure
-0.01968683091483846
QUAL.US Exposure
0.0855376076886313
SHV.US Exposure
0.0009326331208364363
TLT.US Exposure
-0.036212794445597926
LQD.US Exposure
0.07349657422165927
HYG.US Exposure
0.03695230597662763
GLD.US Exposure
-0.021942688593197073
USO.US Exposure
0.017273298112486086
VNQ.US Exposure
-0.045637244218822974
BTC-USD.CC Exposure
0.0078574596606207
CPER.US Exposure
0.05350701099044247
VIX.INDX Exposure
-0.022912558473715674
UUP.US Exposure
-0.03235846178306647
TIP.US Exposure
-0.0026476427165224494
Idiosyncratic Exposure
0.10292461431796082
Value Score
43.5
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
15.8%

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 →16.2x
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$82.9B
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 →
+0.6%
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 →
5.1% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Xtrackers - DAX UCITS ETF a high-risk investment?

Xtrackers - DAX UCITS ETF (DBXD.XETRA) has an annualized volatility of 15.8% and experienced a maximum drawdown of 25.7% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, DBXD.XETRA has generated a Compound Annual Growth Rate (CAGR) of 8.5%. 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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