Deutsche Wohnen SE

10-Year Study

DWNI.XETRA · Real Estate · DE · Common Stock

Executive Summary: Deutsche Wohnen SE has compounded at -1.8% annually over the last 10 years, with a maximum drawdown of 63.9% and an annualized volatility of 39.5%.

1Y CAGR
-23.0%
3Y CAGR
-2.5%
5Y CAGR
-16.8%
10Y CAGR
-1.8%

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 →
63.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +28.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -41.7%
% 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.
2026-23.813.4-20.18.3————————-25.3%
20250.91.2-0.7-0.61.31.90.11.30.80.10.80.37.5%
20240.5-0.21.4-1.21.80.52.11.90.9-1.31.6-0.67.3%
20233.6-2.22.40.4-0.80.91.10.1-1.6-1.04.93.611.5%
2022-2.43.1-18.3-10.2-5.9-14.510.0-6.2-13.87.23.8-0.9-41.7%
2021-6.4-4.72.113.116.00.82.1-0.20.7-16.3-10.6-6.6-13.7%
20204.9-4.6-4.86.68.71.53.18.3-4.41.5-3.03.922.6%
20199.0-5.95.4-7.35.4-21.82.9-2.93.80.75.12.7-6.7%
2018-0.2-6.711.63.32.55.20.64.5-5.1-2.14.7-5.511.9%
20171.07.6-4.81.711.21.0-0.06.60.71.81.6-1.828.7%
2016———-2.17.97.79.70.7-4.0-8.1-2.22.711.2%

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 39.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.9% of variance. Idiosyncratic stock-specific factors contribute 14.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019785.951563354976
2016-05-0110561.66171902265
2016-06-0111376.88121776671
2016-07-0112476.378410750676
2016-08-0112560.265750957573
2016-09-0112058.966725119239
2016-10-0111076.877340077639
2016-11-0110830.902596759113
2016-12-0111121.600020681006
2017-01-0111233.406722189427
2017-02-0112085.03341275415
2017-03-0111503.638564910361
2017-04-0111699.28952119157
2017-05-0113013.093663425203
2017-06-0113148.68352456085
2017-07-0113146.701594591916
2017-08-0114008.496447605958
2017-09-0114102.724291998602
2017-10-0114355.980473681262
2017-11-0114581.70506296936
2017-12-0114314.747713240584
2018-01-0114291.179980783896
2018-02-0113329.25457890451
2018-03-0114880.11477959646
2018-04-0115366.937099574747
2018-05-0115755.653886090726
2018-06-0116575.871295191235
2018-07-0116679.96570399445
2018-08-0117432.711323282936
2018-09-0116543.858817649514
2018-10-0116191.506137520086
2018-11-0116952.222562118423
2018-12-0116015.329797455375
2019-01-0117452.70296470872
2019-02-0116415.722736614433
2019-03-0117308.58218761983
2019-04-0116043.378415059218
2019-05-0116916.20313920473
2019-06-0113235.974614062225
2019-07-0113625.596194694459
2019-08-0113231.838412387922
2019-09-0113736.368845784304
2019-10-0113830.682861045165
2019-11-0114540.256875358149
2019-12-0114938.15085933898
2020-01-0115668.233540287034
2020-02-0114954.523324299753
2020-03-0114236.763077506386
2020-04-0115176.02554104534
2020-05-0116496.76643817025
2020-06-0116747.73909184522
2020-07-0117271.744141458097
2020-08-0118713.856706463244
2020-09-0117896.396765145604
2020-10-0118164.68976333171
2020-11-0117623.88139441699
2020-12-0118315.61803900955
2021-01-0117137.619185082098
2021-02-0116328.517817981276
2021-03-0116676.475783831756
2021-04-0118864.784982141085
2021-05-0121883.135068527383
2021-06-0122058.492785344053
2021-07-0122511.79463758687
2021-08-0122477.58480290568
2021-09-0122631.52905897103
2021-10-0118940.87385877456
2021-11-0116939.426188188558
2021-12-0115814.724016251825
2022-01-0115438.372749324635
2022-02-0115913.044976884665
2022-03-0113000.728143836412
2022-04-0111670.723878378434
2022-05-0110986.484099320543
2022-06-019397.751802048282
2022-07-0110335.807873432228
2022-08-019697.58333800092
2022-09-018354.739613178974
2022-10-018960.202813141821
2022-11-019298.23110641232
2022-12-019216.765475806165
2023-01-019545.042415600767
2023-02-019334.472020645177
2023-03-019562.734720419796
2023-04-019599.148210434712
2023-05-019524.002140609751
2023-06-019605.956735931746
2023-07-019709.682998844923
2023-08-019716.090491096025
2023-09-019557.352821387802
2023-10-019458.573730893713
2023-11-019919.885232132116
2023-12-0110278.000524645104
2024-01-0110325.934680796765
2024-02-0110306.065455755448
2024-03-0110447.3368127402
2024-04-0110322.723127671548
2024-05-0110504.713329538927
2024-06-0110553.859625112207
2024-07-0110771.568083129625
2024-08-0110974.860710818863
2024-09-0111069.211999818923
2024-10-0110923.194808827488
2024-11-0111094.071130330121
2024-12-0111023.317525053339
2025-01-0111123.899621575247
2025-02-0111256.724626712257
2025-03-0111178.580669016063
2025-04-0111106.692994314304
2025-05-0111250.467521928382
2025-06-0111468.821906444371
2025-07-0111479.634190085226
2025-08-0111624.609352068786
2025-09-0111713.335492363089
2025-10-0111723.825634544097
2025-11-0111820.168941142805
2025-12-0111852.63044574852
2026-01-019026.398445477536
2026-02-0110232.790600481694
2026-03-018177.615393563898
2026-04-018854.056709048371
Annual Return Matrix
YearAnnual Return
20170.28711225782457617
20180.11879930532354543
2019-0.06725924172273634
20200.2260967379077614
2021-0.13654434250764524
2022-0.41720352082434964
20230.1151418088726095
20240.07251575815948597
20250.07523260749863692
2026-0.25298803927323343
Total Factor Risk
0.3953564827682274
VTI.US Exposure
0.3517471162991987
VEA.US Exposure
0.04073558508291789
VWO.US Exposure
-0.007251568656804177
QQQ.US Exposure
-0.044662622378530026
VTV.US Exposure
-0.02530844581929013
IJR.US Exposure
-0.016850983963378936
QUAL.US Exposure
0.0031917876207956386
SHV.US Exposure
0.40882167443850675
TLT.US Exposure
-0.0048706925299249635
LQD.US Exposure
-0.008939502001964108
HYG.US Exposure
-0.004835206083208944
GLD.US Exposure
0.0001752930060605485
USO.US Exposure
0.004525881438642933
VNQ.US Exposure
-0.008677860982627723
BTC-USD.CC Exposure
-0.0036742276110115967
CPER.US Exposure
0.008431919887783714
VIX.INDX Exposure
0.009648447992601264
UUP.US Exposure
0.005627919050807344
TIP.US Exposure
0.14291195003960833
Idiosyncratic Exposure
0.14925353516981743
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.5%

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 →0.20%
Market Cap$7.8B
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 →
-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 →
-15.9%
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 →
25.4% 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 →
1.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Deutsche Wohnen SE a high-risk investment?

Deutsche Wohnen SE (DWNI.XETRA) has an annualized volatility of 39.5% and experienced a maximum drawdown of 63.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DWNI.XETRA has generated a Compound Annual Growth Rate (CAGR) of -1.8%. 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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