Xtrackers DAX UCITS ETF 1C

10-Year Study

XDAX.LSE · · GB · ETF

Executive Summary: Xtrackers DAX UCITS ETF 1C has compounded at 7.0% annually over the last 10 years, with a maximum drawdown of 25.6% and an annualized volatility of 16.3%.

1Y CAGR
+4.1%
3Y CAGR
+16.1%
5Y CAGR
+9.2%
10Y CAGR
+7.0%

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 →
25.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +28.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -17.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.84.4-10.96.1————————-2.0%
20259.72.3-0.33.05.61.41.5-0.50.61.0-0.82.628.8%
2024-1.05.14.3-3.62.9-1.90.92.01.1-0.11.41.513.1%
20238.01.01.91.5-3.93.11.8-3.2-2.4-3.58.74.017.2%
2022-3.3-5.60.3-3.13.2-10.12.7-1.7-4.27.29.2-0.9-7.6%
2021-3.10.37.03.30.80.1-0.62.2-3.10.8-2.63.17.9%
2020-2.2-6.6-14.07.310.87.2-0.84.40.0-10.414.72.89.4%
20191.91.40.66.7-2.67.2-0.1-3.12.50.91.5-1.016.5%
20180.6-4.7-3.54.0-0.1-1.65.0-3.5-1.1-6.8-1.9-4.3-17.1%
2017—————————3.1-1.4-0.41.3%

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 16.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 90.0% of variance. Idiosyncratic stock-specific factors contribute 12.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-09-0110000
2017-10-0110311.15344491314
2017-11-0110170.998321767132
2017-12-0110128.362135437927
2018-01-0110192.769991382047
2018-02-019711.978954052705
2018-03-019369.075157617817
2018-04-019748.265070077561
2018-05-019742.822152673834
2018-06-019585.88470086633
2018-07-0110066.675738195674
2018-08-019712.886106953327
2018-09-019601.306300176895
2018-10-018945.434753027623
2018-11-018773.982854810178
2018-12-018392.52506009888
2019-01-018549.916088356693
2019-02-018670.113847689028
2019-03-018719.100104322584
2019-04-019307.388760375561
2019-05-019069.714700412755
2019-06-019722.864788860163
2019-07-019717.421871456434
2019-08-019412.618496847643
2019-09-019643.942486506101
2019-10-019730.122012065132
2019-11-019877.0807819658
2019-12-019775.479657096203
2020-01-019555.948655145825
2020-02-018922.755930512087
2020-03-017673.60638635642
2020-04-018230.14469088765
2020-05-019119.608109946932
2020-06-019771.851045493719
2020-07-019694.7430489409
2020-08-0110121.104912232957
2020-09-0110124.733523835443
2020-10-019070.621853313376
2020-11-0110400.508005624348
2020-12-0110692.611239624439
2021-01-0110366.036195400735
2021-02-0110398.693699823105
2021-03-0111122.601714518983
2021-04-0111484.55572186692
2021-05-0111581.62108223341
2021-06-0111588.878305438382
2021-07-0111516.306073388669
2021-08-0111768.49457976142
2021-09-0111402.004807910373
2021-10-0111489.091486370027
2021-11-0111187.009570463102
2021-12-0111533.541978500476
2022-01-0111157.073524742596
2022-02-0110528.416564611964
2022-03-0110560.166916133716
2022-04-0110236.313330611874
2022-05-0110567.424139338686
2022-06-019502.426634009162
2022-07-019758.243751984397
2022-08-019589.513312468816
2022-09-019189.45888329478
2022-10-019850.77334784778
2022-11-0110754.297636866695
2022-12-0110659.046582301447
2023-01-0111508.141697283076
2023-02-0111618.814351158888
2023-03-0111841.066811811132
2023-04-0112024.311697736654
2023-05-0111552.592189413526
2023-06-0111905.474667755248
2023-07-0112117.748446500658
2023-08-0111735.837075339048
2023-09-0111455.526829047036
2023-10-0111052.750941171134
2023-11-0112012.518710028575
2023-12-0112492.402594457295
2024-01-0112369.029799972786
2024-02-0112997.686760103416
2024-03-0113562.843017190547
2024-04-0113081.144826960584
2024-05-0113459.427586519707
2024-06-0113206.331927246338
2024-07-0113327.890415929603
2024-08-0113594.593368712296
2024-09-0113742.459291513585
2024-10-0113727.037692203021
2024-11-0113924.797024538486
2024-12-0114134.34934458203
2025-01-0115507.778836122827
2025-02-0115864.289926067038
2025-03-0115818.025128135347
2025-04-0116288.837483557854
2025-05-0117197.804689980498
2025-06-0117442.735973148272
2025-07-0117713.06753753345
2025-08-0117618.723635868824
2025-09-0117716.696149135936
2025-10-0117888.14804735338
2025-11-0117751.16795935955
2025-12-0118206.558715471492
2026-01-0118066.857168775798
2026-02-0118864.244568422007
2026-03-0116809.54324851454
2026-04-0117840.068943620445
Annual Return Matrix
YearAnnual Return
2018-0.1713837886251679
20190.16478408906663788
20200.09381959910913151
20210.07864596589462969
2022-0.07582192858266479
20230.17199999999999993
20240.131435625590008
20250.2881073101854823
2026-0.020129546586945657
Total Factor Risk
0.16309346586012302
VTI.US Exposure
0.16878882598625955
VEA.US Exposure
0.8998961693813893
VWO.US Exposure
-0.061964002148756976
QQQ.US Exposure
-0.1556544437324124
VTV.US Exposure
-0.12492299545555084
IJR.US Exposure
-0.017935393039588333
QUAL.US Exposure
0.17154158900906577
SHV.US Exposure
0.040997520260178395
TLT.US Exposure
-0.009205017185882992
LQD.US Exposure
0.03547582010905977
HYG.US Exposure
-0.015502568170914178
GLD.US Exposure
-0.013551860881160536
USO.US Exposure
0.005478043901324346
VNQ.US Exposure
-0.030809925855208843
BTC-USD.CC Exposure
0.004268284531800317
CPER.US Exposure
0.03140192503159309
VIX.INDX Exposure
-0.01696603911073611
UUP.US Exposure
-0.03382942940460143
TIP.US Exposure
0.0010639422320755242
Idiosyncratic Exposure
0.12142955454206661
Value Score
43.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.3%

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 →16.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.96%
Market Cap$82.9B
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 →
+0.0%
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 →
5.4% 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

Frequently Asked Questions & Methodology

Is Xtrackers DAX UCITS ETF 1C a high-risk investment?

Xtrackers DAX UCITS ETF 1C (XDAX.LSE) has an annualized volatility of 16.3% and experienced a maximum drawdown of 25.6% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of XDAX.LSE?

Over the past 10 years, XDAX.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.0%. It has had a positive return in 67% 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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