Xtrackers (IE) Public Limited Company - Xtrackers S&P 500 UCITS ETF

10-Year Study

XDPG.LSE · · GB · ETF

Executive Summary: Xtrackers (IE) Public Limited Company - Xtrackers S&P 500 UCITS ETF has compounded at 12.9% annually over the last 10 years, with a maximum drawdown of 23.6% and an annualized volatility of 13.1%.

1Y CAGR
+21.5%
3Y CAGR
+20.2%
5Y CAGR
+11.1%
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 →
23.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +28.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.7-0.8-6.49.2————————2.1%
20253.1-3.7-5.4-0.97.34.83.31.13.02.90.10.817.0%
20242.24.13.5-3.22.55.60.71.32.5-0.05.3-1.624.9%
20235.6-1.62.41.70.46.63.1-1.2-4.7-3.39.05.324.8%
2022-6.5-1.44.9-8.2-2.3-8.48.1-3.0-8.25.41.9-3.3-20.7%
20210.22.93.85.10.82.12.53.0-3.65.3-0.03.928.9%
20200.3-10.1-8.89.23.82.15.47.6-3.2-3.210.03.615.2%
20197.43.31.43.5-5.55.82.8-3.32.11.54.02.327.5%
20184.6-2.9-4.21.61.60.92.63.10.6-7.10.8-8.5-7.6%
20170.64.40.00.71.10.62.0-0.11.82.52.62.119.9%
2016———-0.32.1-0.84.7-0.20.2-1.93.82.19.9%

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 13.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 98.1% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019968.15747575626
2016-05-0110176.581270806195
2016-06-0110098.42234766247
2016-07-0110570.270661456072
2016-08-0110552.902011868577
2016-09-0110570.270661456072
2016-10-0110366.18902880301
2016-11-0110755.536257056014
2016-12-0110985.670864090318
2017-01-0111055.145462440294
2017-02-0111545.809813287018
2017-03-0111548.704588218267
2017-04-0111631.205673758865
2017-05-0111754.233608336952
2017-06-0111826.60298161818
2017-07-0112065.421913446231
2017-08-0112049.500651324359
2017-09-0112270.950933564915
2017-10-0112572.007526414822
2017-11-0112903.459256042841
2017-12-0113172.67332464901
2018-01-0113773.339122883195
2018-02-0113375.307569836445
2018-03-0112809.379070777248
2018-04-0113016.355478361556
2018-05-0113221.884498480244
2018-06-0113336.228108264582
2018-07-0113679.2589376176
2018-08-0114103.343465045593
2018-09-0114194.52887537994
2018-10-0113192.936749167751
2018-11-0113300.043421623968
2018-12-0112173.97597336807
2019-01-0113072.803589520914
2019-02-0113508.467216673902
2019-03-0113692.285424808222
2019-04-0114177.160225792444
2019-05-0113392.67621942394
2019-06-0114172.81806339557
2019-07-0114567.954841511073
2019-08-0114090.31697785497
2019-09-0114385.58402084238
2019-10-0114605.58691561731
2019-11-0115184.541901867131
2019-12-0115527.572731220147
2020-01-0115575.336517585758
2020-02-0113996.236792589376
2020-03-0112763.062671877262
2020-04-0113942.683456361268
2020-05-0114469.532493848603
2020-06-0114772.036474164133
2020-07-0115569.54696772326
2020-08-0116750.61513967289
2020-09-0116207.844840063686
2020-10-0115695.469677232593
2020-11-0117267.332464900854
2020-12-0117892.60385005066
2021-01-0117928.78853669127
2021-02-0118445.505861919235
2021-03-0119150.38355767839
2021-04-0120125.922709509334
2021-05-0120292.37226805616
2021-06-0120720.798957881023
2021-07-0121230.279345780866
2021-08-0121872.919380518164
2021-09-0121084.09321175279
2021-10-0122208.71327254306
2021-11-0122198.58156028369
2021-12-0123058.32971486467
2022-01-0121548.704588218265
2022-02-0121247.647995368363
2022-03-0122278.187870893034
2022-04-0120445.79533941236
2022-05-0119985.526125343757
2022-06-0118303.66189028803
2022-07-0119784.33926762194
2022-08-0119186.568244319005
2022-09-0117606.021131856996
2022-10-0118562.744246634822
2022-11-0118908.66985091909
2022-12-0118279.05630337241
2023-01-0119298.017079172096
2023-02-0118998.40787378781
2023-03-0119463.019250253292
2023-04-0119784.33926762194
2023-05-0119872.62990302504
2023-06-0121182.515559415257
2023-07-0121841.076856274423
2023-08-0121583.441887393255
2023-09-0120558.691561731077
2023-10-0119871.182515559416
2023-11-0121661.60081053698
2023-12-0122816.61600810537
2024-01-0123307.28035895209
2024-02-0124261.108698798667
2024-03-0125112.172528585903
2024-04-0124298.74077290491
2024-05-0124915.327833260963
2024-06-0126309.161962657403
2024-07-0126484.29584599797
2024-08-0126827.326675350992
2024-09-0127493.124909538285
2024-10-0127491.677522072656
2024-11-0128952.091474887828
2024-12-0128499.059198147344
2025-01-0129379.070777247067
2025-02-0128283.398465769285
2025-03-0126766.53640179476
2025-04-0126524.822695035462
2025-05-0128451.295411781735
2025-06-0129827.76089159068
2025-07-0130813.431755680995
2025-08-0131162.252134896513
2025-09-0132101.60660008684
2025-10-0133042.4084527428
2025-11-0133075.69836445216
2025-12-0133330.438558402086
2026-01-0133553.33622810827
2026-02-0133298.59603415835
2026-03-0131153.567810102762
2026-04-0134019.39499203937
Annual Return Matrix
YearAnnual Return
20170.19907773386034266
2018-0.07581584441270195
20190.2754725954107715
20200.15231170768083513
20210.28870732891117945
2022-0.207268846902266
20230.24823818196215064
20240.24904846485663534
20250.16952767902488564
20260.020670488101441675
Total Factor Risk
0.13133608845822817
VTI.US Exposure
0.9805191595291217
VEA.US Exposure
0.021150799906043453
VWO.US Exposure
0.0029023758238228854
QQQ.US Exposure
0.013938778660417874
VTV.US Exposure
0.023835866947311126
IJR.US Exposure
-0.06805194794611334
QUAL.US Exposure
-0.04505471049930104
SHV.US Exposure
0.06831130199206217
TLT.US Exposure
0.01701141766839347
LQD.US Exposure
-0.02877974405687264
HYG.US Exposure
-0.05033394695573707
GLD.US Exposure
0.0016045307446921904
USO.US Exposure
-0.0020886515866158552
VNQ.US Exposure
0.0017625762246275022
BTC-USD.CC Exposure
-0.006983418888661023
CPER.US Exposure
0.0037555419495859353
VIX.INDX Exposure
0.007774847796330666
UUP.US Exposure
-0.005944598588393243
TIP.US Exposure
0.03398381924663738
Idiosyncratic Exposure
0.03068600203264794
Value Score
41
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
13.1%

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 →22.6x
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$309.2B
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 →
+3.8%
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 →
+5.3%
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 →
0.0% 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 (IE) Public Limited Company - Xtrackers S&P 500 UCITS ETF a high-risk investment?

Xtrackers (IE) Public Limited Company - Xtrackers S&P 500 UCITS ETF (XDPG.LSE) has an annualized volatility of 13.1% and experienced a maximum drawdown of 23.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, XDPG.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.9%. It has had a positive return in 80% 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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