iShares Core DAX® UCITS ETF (DE) EUR (Acc)

10-Year Study

EXS1.XETRA · · DE · ETF

Executive Summary: iShares Core DAX® UCITS ETF (DE) EUR (Acc) has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 25.8% and an annualized volatility of 15.8%.

1Y CAGR
+0.4%
3Y CAGR
+15.5%
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 →
25.8%
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.
20260.12.9-10.36.4————————-1.6%
20259.23.7-1.71.36.5-0.40.6-0.7-0.30.5-0.62.822.6%
20240.94.64.6-3.22.9-1.41.52.12.2-1.42.91.418.1%
20238.61.51.81.8-2.13.21.9-3.1-3.6-3.89.63.319.5%
2022-2.6-6.5-0.4-2.21.7-11.15.4-4.8-5.89.68.7-3.4-12.8%
2021-2.22.78.70.81.80.70.01.8-3.62.7-3.65.015.2%
2020-2.0-8.5-16.59.36.75.9-0.15.4-1.4-9.615.03.33.0%
20195.63.20.16.9-5.25.7-1.7-2.04.03.52.80.124.7%
20182.3-5.8-2.74.0-0.4-2.14.0-3.6-0.9-6.5-1.7-6.2-18.5%
20170.62.54.01.01.4-2.2-1.8-0.56.33.1-1.5-1.012.3%
2016———-0.02.9-5.66.82.4-0.51.4-0.47.815.0%

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 91.8% of variance. Idiosyncratic stock-specific factors contribute 10.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019998.866966881904
2016-05-0110290.010231982751
2016-06-019709.111089272605
2016-07-0110367.923601195465
2016-08-0110616.555001242868
2016-09-0110559.267459404464
2016-10-0110708.215068184314
2016-11-0110669.252602796741
2016-12-0111501.072334915341
2017-01-0111572.106574482477
2017-02-0111861.989629278502
2017-03-0112338.615040436565
2017-04-0112463.503037800527
2017-05-0112636.521819558697
2017-06-0112359.032759687145
2017-07-0112141.421031638216
2017-08-0112083.856012301501
2017-09-0112846.075138594231
2017-10-0113247.908802395556
2017-11-0113052.17155046333
2017-12-0112915.15547411077
2018-01-0113207.928919514183
2018-02-0112437.92886170637
2018-03-0112107.268176221336
2018-04-0112595.166110748207
2018-05-0112548.919861030021
2018-06-0112280.691612664536
2018-07-0112777.838797135044
2018-08-0112317.688612439086
2018-09-0112202.07298814362
2018-10-0111408.949805476714
2018-11-0111218.184025389191
2018-12-0110527.958748345252
2019-01-0111112.973807280317
2019-02-0111463.289148895583
2019-03-0111472.53839883922
2019-04-0112266.81773774908
2019-05-0111623.994866666282
2019-06-0112283.003925150444
2019-07-0112072.583488932696
2019-08-0111836.727615369942
2019-09-0112315.376299953175
2019-10-0112747.778734818225
2019-11-0113108.499482620082
2019-12-0113124.685670021448
2020-01-0112865.7066715996
2020-02-0111767.35824079266
2020-03-019826.171908871765
2020-04-0110738.379184563
2020-05-0111456.352211437854
2020-06-0112130.391301080428
2020-07-0112116.517426164972
2020-08-0112768.589547191406
2020-09-0112590.54148577639
2020-10-0111385.82668061762
2020-11-0113090.000982732809
2020-12-0113515.466480140129
2021-01-0113219.49048194373
2021-02-0113580.211229745586
2021-03-0114766.427535017081
2021-04-0114879.73084682664
2021-05-0115143.334470220305
2021-06-0115252.013157058043
2021-07-0115254.325469543954
2021-08-0115524.866030395347
2021-09-0114972.223346263014
2021-10-0115379.19034378306
2021-11-0114821.923034678906
2021-12-0115564.175342655808
2022-01-0115154.896032649855
2022-02-0114172.163226138382
2022-03-0114121.292351448375
2022-04-0113804.505540878796
2022-05-0114042.673726927456
2022-06-0112479.55048645274
2022-07-0113154.74573233827
2022-08-0112525.796736170927
2022-09-0111804.35524056721
2022-10-0112932.76373369097
2022-11-0114051.922976871096
2022-12-0113573.27429228786
2023-01-0114734.055160214351
2023-02-0114953.72484637574
2023-03-0115221.953094741222
2023-04-0115490.181343106706
2023-05-0115171.082220051218
2023-06-0115649.730904634453
2023-07-0115948.019215316757
2023-08-0115450.872030846247
2023-09-0114893.604721742095
2023-10-0114324.775850208398
2023-11-0115698.289466838549
2023-12-0116213.935151196334
2024-01-0116359.610837808623
2024-02-0117108.800083243248
2024-03-0117892.674015966517
2024-04-0117323.84514443282
2024-05-0117823.304641389237
2024-06-0117571.26258042512
2024-07-0117832.553891332875
2024-08-0118207.14851405019
2024-09-0118611.803199084326
2024-10-0118357.448825634296
2024-11-0118886.968384907537
2024-12-0119143.635070843477
2025-01-0120910.241810078216
2025-02-0121691.803430315573
2025-03-0121317.20880759826
2025-04-0121599.310930879197
2025-05-0123007.50923479799
2025-06-0122924.265985305254
2025-07-0123056.067797002084
2025-08-0122905.767485417982
2025-09-0122841.022735812516
2025-10-0122961.262985079804
2025-11-0122834.085798354787
2025-12-0123475.752513194635
2026-01-0123510.437200483273
2026-02-0124181.007821396986
2026-03-0121698.740367773302
2026-04-0123090.75248429073
Annual Return Matrix
YearAnnual Return
20170.12295228636224742
2018-0.18483685547191464
20190.2466505600702833
20200.029774489076814792
20210.1515825491873395
2022-0.12791561432179466
20230.19454855195911414
20240.1806902452937822
20250.2262954463099407
2026-0.01639990150209314
Total Factor Risk
0.15788968373099319
VTI.US Exposure
0.027231056303708964
VEA.US Exposure
0.9175652453099997
VWO.US Exposure
-0.051955184618113055
QQQ.US Exposure
-0.06572676436204156
VTV.US Exposure
-0.02485840071187595
IJR.US Exposure
-0.01993320375360535
QUAL.US Exposure
0.08523815854034576
SHV.US Exposure
0.0017821548518876776
TLT.US Exposure
-0.03692397513057124
LQD.US Exposure
0.07566497519450657
HYG.US Exposure
0.03696765555982642
GLD.US Exposure
-0.021947928390013652
USO.US Exposure
0.01723190618203169
VNQ.US Exposure
-0.046849405362827376
BTC-USD.CC Exposure
0.007887814399912308
CPER.US Exposure
0.05369813365647501
VIX.INDX Exposure
-0.023189070072499453
UUP.US Exposure
-0.03264666078389111
TIP.US Exposure
-0.002272363045622891
Idiosyncratic Exposure
0.10303585623236762
Value Score
44.1
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 →14.7x
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$72.1B
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 →
+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 →
+0.1%
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 iShares Core DAX® UCITS ETF (DE) EUR (Acc) a high-risk investment?

iShares Core DAX® UCITS ETF (DE) EUR (Acc) (EXS1.XETRA) has an annualized volatility of 15.8% and experienced a maximum drawdown of 25.8% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of EXS1.XETRA?

Over the past 10 years, EXS1.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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