DWS Group GmbH & Co. KGaA

10-Year Study

DWS.XETRA · Financial Services · DE · Common Stock

Executive Summary: DWS Group GmbH & Co. KGaA has compounded at 12.9% annually over the last 10 years, with a maximum drawdown of 37.2% and an annualized volatility of 29.5%.

1Y CAGR
+23.9%
3Y CAGR
+31.2%
5Y CAGR
+13.7%
10Y CAGR
+12.9%

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 →
37.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
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 →
31.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +47.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.4-2.8-9.56.3————————2.3%
202519.8-3.49.3-8.47.25.75.10.60.54.0-3.55.647.7%
20249.1-0.27.6-2.87.6-18.85.6-0.25.86.50.21.019.5%
20238.5-6.5-8.16.30.1-1.413.9-0.41.3-14.112.711.621.5%
20220.2-8.01.7-5.46.1-20.813.9-4.3-9.811.611.2-0.3-9.4%
2021-7.26.96.7-1.37.31.84.1-10.12.02.6-7.32.26.1%
202013.2-8.7-31.228.217.10.6-1.53.4-10.7-0.816.86.620.5%
20190.511.118.85.7-10.08.5-1.6-13.23.26.96.42.741.1%
2018———-3.6-10.1-5.55.3-3.7-8.93.71.2-6.4-25.8%

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 29.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 35.8% of variance. Idiosyncratic stock-specific factors contribute 23.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-03-0110000
2018-04-019639.588206044311
2018-05-018669.404593086429
2018-06-018188.318385237298
2018-07-018618.62096907862
2018-08-018299.462236873607
2018-09-017557.966076723329
2018-10-017834.214258089467
2018-11-017929.519880660786
2018-12-017421.407392401334
2019-01-017457.918193705225
2019-02-018286.754820530765
2019-03-019844.38019116374
2019-04-0110403.322344794564
2019-05-019368.036243761397
2019-06-0110167.958894270612
2019-07-0110004.419970901856
2019-08-018679.76389988766
2019-09-018958.912687158143
2019-10-019579.918598869224
2019-11-0110194.38663695464
2019-12-0110471.877935136927
2020-01-0111855.973406508407
2020-02-0110830.263909095931
2020-03-017445.901397815797
2020-04-019546.90694119597
2020-05-0111177.13954216468
2020-06-0111239.939962061917
2020-07-0111074.697508241405
2020-08-0111450.395034899355
2020-09-0110225.87892963038
2020-10-0110142.405937494246
2020-11-0111842.391204257905
2020-12-0112622.193778890956
2021-01-0111719.046391277923
2021-02-0112529.69667949686
2021-03-0113374.831949023002
2021-04-0113202.545166577653
2021-05-0114167.341939998896
2021-06-0114419.832777767546
2021-07-0115008.42556953167
2021-08-0113499.281754728449
2021-09-0113763.375016114476
2021-10-0114118.03163962504
2021-11-0113091.815687213393
2021-12-0113386.066041731892
2022-01-0113416.269176227925
2022-02-0112337.243779811783
2022-03-0112548.527597193317
2022-04-0111869.417484668227
2022-05-0112593.786257573805
2022-06-019970.855816865873
2022-07-0111361.028748227407
2022-08-0110873.680914933977
2022-09-019811.092285309122
2022-10-0110945.597524816296
2022-11-0112167.9496859979
2022-12-0112128.031823790492
2023-01-0113158.667747103998
2023-02-0112303.771708502918
2023-03-0111313.099688760381
2023-04-0112024.162507596826
2023-05-0112040.1388607525
2023-06-0111874.712241477742
2023-07-0113526.35407650233
2023-08-0113467.052800235733
2023-09-0113636.438976776737
2023-10-0111713.797675831967
2023-11-0113204.478903847217
2023-12-0114737.518186338608
2024-01-0116084.228070498537
2024-02-0116050.341626917623
2024-03-0117270.023389012687
2024-04-0116787.233650711798
2024-05-0118066.1706477099
2024-06-0114663.759921913848
2024-07-0115486.749295567139
2024-08-0115451.343486988711
2024-09-0116354.03046096613
2024-10-0117415.974511501132
2024-11-0117442.540378275844
2024-12-0117610.6834380007
2025-01-0121106.23584228071
2025-02-0120389.417852999133
2025-03-0122278.817289452847
2025-04-0120407.14377797013
2025-05-0121867.299581944422
2025-06-0123112.76450763366
2025-07-0124286.81927843975
2025-08-0124424.94336912282
2025-09-0124540.046778025375
2025-10-0125529.93609458738
2025-11-0124632.129505147423
2025-12-0126013.37041197812
2026-01-0128453.56268071235
2026-02-0127647.838818394444
2026-03-0125023.481095416122
2026-04-0126611.90813827142
Annual Return Matrix
YearAnnual Return
20190.41103666480550904
20200.20534195080129258
20210.060518185366351895
2022-0.09398087638439845
20230.21516156953260257
20240.1949558409587211
20250.4771357683851116
20260.023008849557522026
Total Factor Risk
0.29509851948354604
VTI.US Exposure
0.018052391936497755
VEA.US Exposure
0.3575415140581648
VWO.US Exposure
0.028844340946887103
QQQ.US Exposure
-0.05182115827198653
VTV.US Exposure
0.0945477831557171
IJR.US Exposure
0.011283198049058045
QUAL.US Exposure
-0.039546635540369364
SHV.US Exposure
0.23179570994659518
TLT.US Exposure
-0.012470756631669374
LQD.US Exposure
0.044108634361850495
HYG.US Exposure
0.06565073867898487
GLD.US Exposure
-0.01366544559025863
USO.US Exposure
0.0007908213573826802
VNQ.US Exposure
-0.04161323119981651
BTC-USD.CC Exposure
-0.003541700256520388
CPER.US Exposure
0.04196353615459376
VIX.INDX Exposure
-0.010228617009127068
UUP.US Exposure
0.02907934438822963
TIP.US Exposure
0.01469457111511735
Idiosyncratic Exposure
0.2345349603506692
Value Score
45.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
63.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.5%

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 →11.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.30%
Market Cap$11.1B
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 →
+1.4%
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 →
+5.8%
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 →
8.5% 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 →
1.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is DWS Group GmbH & Co. KGaA a high-risk investment?

DWS Group GmbH & Co. KGaA (DWS.XETRA) has an annualized volatility of 29.5% and experienced a maximum drawdown of 37.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, DWS.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.9%. It has had a positive return in 88% 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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