Xtrackers II Eurozone Government Bond 5-7 UCITS ETF 1C

10-Year Study

X57E.XETRA · · DE · ETF

Executive Summary: Xtrackers II Eurozone Government Bond 5-7 UCITS ETF 1C has compounded at 0.0% annually over the last 10 years, with a maximum drawdown of 16.5% and an annualized volatility of 7.4%.

1Y CAGR
+0.0%
3Y CAGR
+2.8%
5Y CAGR
-1.2%
10Y CAGR
+0.0%

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 →
16.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-1.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +7.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.7%
% 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.
20260.81.2-2.80.4————————-0.5%
20250.10.8-1.02.10.1-0.2-0.10.10.20.90.1-0.42.5%
2024-0.5-1.30.8-1.1-0.10.52.10.31.5-1.32.2-1.11.9%
20231.8-2.02.40.10.5-0.80.30.4-1.90.82.33.17.0%
2022-1.2-1.3-2.4-2.4-1.0-1.23.2-4.5-3.20.41.1-3.1-14.7%
2021-0.2-1.10.5-0.6-0.00.21.1-0.4-0.8-1.21.4-0.8-1.8%
20201.4-0.1-1.50.10.30.80.6-0.40.90.50.00.12.8%
20190.9-0.31.10.10.41.41.11.6-0.2-0.7-0.7-0.44.2%
2018-0.70.21.00.1-1.50.8-0.3-0.9-0.0-0.00.81.00.2%
2017-1.30.7-0.50.50.5-0.50.30.5-0.20.70.1-0.70.3%
2016———-0.50.60.90.4-0.10.2-1.3-0.80.70.1%

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 7.4%. The dominant macroeconomic risk driver is LQD.US, accounting for 27.4% of variance. Idiosyncratic stock-specific factors contribute 11.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019948.230864672914
2016-05-0110006.417661404186
2016-06-0110098.83198562444
2016-07-0110138.19364223677
2016-08-0110132.203824926199
2016-09-0110152.312497325975
2016-10-0110019.252984212555
2016-11-019936.67907414538
2016-12-0110005.989817310572
2017-01-019876.353056946049
2017-02-019949.942241047362
2017-03-019904.59076712446
2017-04-019950.370085140974
2017-05-0110000
2017-06-019946.091644204851
2017-07-019976.468574851326
2017-08-0110031.2326188337
2017-09-0110015.402387370043
2017-10-0110088.13588328413
2017-11-0110101.399050186114
2017-12-0110034.655371582594
2018-01-019964.916784323794
2018-02-019984.169768536347
2018-03-0110079.151157318274
2018-04-0110084.713130535234
2018-05-019929.405724553973
2018-06-0110006.417661404186
2018-07-019976.040730757712
2018-08-019889.61622384803
2018-09-019887.049159286356
2018-10-019884.054250631072
2018-11-019958.49912291961
2018-12-0110054.764043982374
2019-01-0110144.18345954734
2019-02-0110114.234372994482
2019-03-0110228.468745988961
2019-04-0110237.881316048431
2019-05-0110280.66572540966
2019-06-0110420.142899927267
2019-07-0110535.660805202584
2019-08-0110700.380781243315
2019-09-0110673.854447439353
2019-10-0110597.698198776367
2019-11-0110521.541950113378
2019-12-0110481.324605313825
2020-01-0110631.92572626535
2020-02-0110619.090403456981
2020-03-0110458.648868352371
2020-04-0110469.34497069268
2020-05-0110497.154836777478
2020-06-0110582.723655499936
2020-07-0110644.761049073719
2020-08-0110603.260171993326
2020-09-0110699.952937149703
2020-10-0110758.567577974587
2020-11-0110763.701707097935
2020-12-0110773.114277157405
2021-01-0110751.72207247679
2021-02-0110636.204167201473
2021-03-0110689.684678903008
2021-04-0110627.647285329227
2021-05-0110626.791597142003
2021-06-0110649.039490009842
2021-07-0110765.840927565994
2021-08-0110725.195738672828
2021-09-0110643.47751679288
2021-10-0110517.691353270868
2021-11-0110659.735592350147
2021-12-0110574.594617721303
2022-01-0110450.51983057374
2022-02-0110317.88816155393
2022-03-0110074.444872288539
2022-04-019835.707868052881
2022-05-019732.59744149232
2022-06-019611.517563000043
2022-07-019920.420998588115
2022-08-019477.602361699397
2022-09-019172.549522953836
2022-10-019206.777050442819
2022-11-019308.603944722543
2022-12-019016.814272878964
2023-01-019175.972275702734
2023-02-018994.994224104736
2023-03-019208.488426817268
2023-04-019215.333932315065
2023-05-019261.968938518805
2023-06-019185.812689855817
2023-07-019210.199803191717
2023-08-019245.283018867925
2023-09-019071.150472767724
2023-10-019147.306721430712
2023-11-019355.238950926283
2023-12-019644.461558208188
2024-01-019597.82655200445
2024-02-019474.179608950499
2024-03-019553.758610362385
2024-04-019444.230522397638
2024-05-019433.534420057333
2024-06-019478.885893980234
2024-07-019676.54986522911
2024-08-019706.926795875583
2024-09-019857.100072733496
2024-10-019727.891156462585
2024-11-019939.246138707054
2024-12-019829.718050742309
2025-01-019834.852179865657
2025-02-019912.291960809482
2025-03-019813.887819278654
2025-04-0110016.258075557267
2025-05-0110026.954177897576
2025-06-0110008.129037778632
2025-07-019997.86077953194
2025-08-0110005.561973216962
2025-09-0110026.954177897576
2025-10-0110112.950840713644
2025-11-0110119.36850211783
2025-12-0110074.017028194927
2026-01-0110149.7454327643
2026-02-0110267.830402601292
2026-03-019983.741924442733
2026-04-0110028.237710178411
Annual Return Matrix
YearAnnual Return
20170.002864839440714917
20180.0020039225718426756
20190.04242372664992988
20200.027839007265899385
2021-0.018427323272438456
2022-0.14731348114581644
20230.06960854092526692
20240.019208588412740646
20250.024853101196953276
2026-0.004544296271128956
Total Factor Risk
0.07400527722474162
VTI.US Exposure
0.07686162686440852
VEA.US Exposure
-0.01400656892829942
VWO.US Exposure
-0.006978333636814943
QQQ.US Exposure
0.24048721552329638
VTV.US Exposure
0.06862699186617915
IJR.US Exposure
0.02318989971454867
QUAL.US Exposure
-0.016830854555719164
SHV.US Exposure
0.16618700105316989
TLT.US Exposure
-0.038893550584363897
LQD.US Exposure
0.27405673488546717
HYG.US Exposure
0.009029597064957378
GLD.US Exposure
0.011180692552678369
USO.US Exposure
0.011454874612357642
VNQ.US Exposure
0.016580707000435766
BTC-USD.CC Exposure
0.011073755121908307
CPER.US Exposure
-0.0015464180785027641
VIX.INDX Exposure
-0.0025874361715321815
UUP.US Exposure
-0.0027126357831557765
TIP.US Exposure
0.05738149909986014
Idiosyncratic Exposure
0.11744520237912075
Value Score
50
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
7.4%

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 →0.00%
Market Cap$0
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 →
-0.8%
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 →
-0.3%
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 →
2.3% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Xtrackers II Eurozone Government Bond 5-7 UCITS ETF 1C a high-risk investment?

Xtrackers II Eurozone Government Bond 5-7 UCITS ETF 1C (X57E.XETRA) has an annualized volatility of 7.4% and experienced a maximum drawdown of 16.5% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of X57E.XETRA?

Over the past 10 years, X57E.XETRA has generated a Compound Annual Growth Rate (CAGR) of 0.0%. 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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