Xtrackers Scalable MSCI AC World Xtrackers UCITS ETF 1C

10-Year Study

SCWX.XETRA · · DE · ETF

Executive Summary: Xtrackers Scalable MSCI AC World Xtrackers UCITS ETF 1C has compounded at 14.0% annually over the last 10 years, with a maximum drawdown of 13.4% and an annualized volatility of 32.3%.

1Y CAGR
+21.5%
3Y CAGR
+14.0%
5Y CAGR
+14.0%
10Y CAGR
+14.0%

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 →
13.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +11.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · 9.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.91.7-5.38.95.8-0.5——————11.4%
20254.5-2.3-7.4-4.26.11.24.8-0.43.04.4-0.60.89.3%

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 32.3%. The dominant macroeconomic risk driver is QQQ.US, accounting for 34.0% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-12-0110000
2025-01-0110451.403435274402
2025-02-0110207.373271889403
2025-03-019449.099287808966
2025-04-019051.110180142437
2025-05-019603.05823209049
2025-06-019717.218265605363
2025-07-0110182.23711772099
2025-08-0110145.580226225386
2025-09-0110446.166736489318
2025-10-0110900.712191034772
2025-11-0110839.966485127774
2025-12-0110927.943024717217
2026-01-0111024.298282362799
2026-02-0111212.81943862589
2026-03-0110617.930456640135
2026-04-0111564.72559698366
2026-05-0112237.117720988688
2026-06-0112174.277335567658
Annual Return Matrix
YearAnnual Return
20250.09279430247172171
20260.11405022043319923
Total Factor Risk
0.3227889624276923
VTI.US Exposure
-0.1908544389405031
VEA.US Exposure
0.06666033206944356
VWO.US Exposure
0.024209217633882903
QQQ.US Exposure
0.34039590267865333
VTV.US Exposure
-0.015599264886005004
IJR.US Exposure
0.10894333783982237
QUAL.US Exposure
0.26900599577282813
SHV.US Exposure
0.041358349946504384
TLT.US Exposure
-0.01592951110839478
LQD.US Exposure
0.04678698569280886
HYG.US Exposure
0.16748684116838788
GLD.US Exposure
-0.0026431750993914697
USO.US Exposure
-2.2524904473491393e-7
VNQ.US Exposure
-0.03428781392197989
BTC-USD.CC Exposure
-0.00017741572269305692
CPER.US Exposure
0.0017650406075362167
VIX.INDX Exposure
0.01707483453666833
UUP.US Exposure
0.07184764868508269
TIP.US Exposure
0.10244290826913743
Idiosyncratic Exposure
0.001514450027256117
Value Score
30
Growth Score
50
Profit Score
75
Health Score
21.3
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.3%

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 →18.4x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued18.4x
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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$236.8B
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
2.0/ 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
1.06
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+4.9%
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 →
+10.9%
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 →
1.4% 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 →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
70
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+7.9%
50.0% retracement+11.1%
61.8% retracement+14.6%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Xtrackers Scalable MSCI AC World Xtrackers UCITS ETF 1C a high-risk investment?

Xtrackers Scalable MSCI AC World Xtrackers UCITS ETF 1C (SCWX.XETRA) has an annualized volatility of 32.3% and experienced a maximum drawdown of 13.4% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, SCWX.XETRA has generated a Compound Annual Growth Rate (CAGR) of 14.0%. It has had a positive return in 100% 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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