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

10-Year Study

XDWE.LSE · · GB · ETF

Executive Summary: Xtrackers (IE) Public Limited Company - Xtrackers S&P 500 Equal Weight UCITS ETF has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 22.3% and an annualized volatility of 13.5%.

1Y CAGR
+16.5%
3Y CAGR
+11.6%
5Y CAGR
+8.4%
10Y CAGR
+12.0%

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 →
22.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.91
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +31.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -3.7%
% 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.
20260.15.7-5.03.1————————3.7%
20255.0-3.5-5.9-5.64.01.65.5-0.21.01.91.3-0.53.9%
2024-0.13.44.6-3.3-0.81.72.8-0.90.73.37.4-5.014.1%
20234.1-0.2-4.0-1.1-2.65.22.3-1.1-1.3-4.64.76.97.8%
2022-4.90.85.6-1.2-1.9-5.97.72.1-3.94.5-0.1-3.2-1.3%
20210.43.77.04.3-0.72.50.83.4-0.72.61.53.031.4%
2020-1.2-7.5-13.311.75.51.6-1.63.61.0-1.511.20.87.9%
20196.52.72.73.1-2.95.86.4-4.02.3-4.24.00.123.9%
2018-1.5-0.5-4.13.74.51.92.93.0-0.2-5.01.8-9.2-3.7%
2017-1.15.2-0.9-2.80.50.70.21.2-1.12.21.92.07.9%
2016———-0.92.58.45.01.41.04.13.22.730.6%

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 13.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 72.1% of variance. Idiosyncratic stock-specific factors contribute 7.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019907.214542700247
2016-05-0110151.486460897557
2016-06-0111001.704222685097
2016-07-0111550.842643438744
2016-08-0111717.477750426055
2016-09-0111831.092596099224
2016-10-0112319.636432493846
2016-11-0112711.607650066275
2016-12-0113056.239348608218
2017-01-0112906.646468471881
2017-02-0113573.186896421132
2017-03-0113451.997727703087
2017-04-0113077.068736981631
2017-05-0113143.344063624314
2017-06-0113234.23594016285
2017-07-0113258.852490058702
2017-08-0113414.126112478698
2017-09-0113262.639651581141
2017-10-0113559.931831092596
2017-11-0113813.671653096004
2017-12-0114093.921605756484
2018-01-0113889.414883544783
2018-02-0113821.245976140883
2018-03-0113256.95890929748
2018-04-0113745.502745692103
2018-05-0114364.703654610868
2018-06-0114635.485703465252
2018-07-0115061.541374739632
2018-08-0115506.532853626208
2018-09-0115472.448399924257
2018-10-0114694.186707063058
2018-11-0114951.713690588904
2018-12-0113573.186896421132
2019-01-0114453.701950388184
2019-02-0114838.098844915734
2019-03-0115235.750804771824
2019-04-0115707.252414315471
2019-05-0115249.00587010036
2019-06-0116133.30808558985
2019-07-0117159.6288581708
2019-08-0116470.365461086916
2019-09-0116854.762355614468
2019-10-0116150.350312440827
2019-11-0116801.742094300324
2019-12-0116814.997159628856
2020-01-0116606.703275894717
2020-02-0115368.301458057185
2020-03-0113327.021397462602
2020-04-0114879.757621662564
2020-05-0115703.465252793032
2020-06-0115949.630751751562
2020-07-0115692.103768225716
2020-08-0116262.071577352775
2020-09-0116419.23878053399
2020-10-0116180.647604620337
2020-11-0117994.697973868584
2020-12-0118142.397273243703
2021-01-0118214.353342170045
2021-02-0118896.042416209053
2021-03-0120213.9746260178
2021-04-0121075.55387237266
2021-05-0120927.854572997538
2021-06-0121458.057186138987
2021-07-0121637.94735845484
2021-08-0122372.656693807992
2021-09-0122221.170232910434
2021-10-0122791.13804203749
2021-11-0123130.088998295778
2021-12-0123834.50104146942
2022-01-0122668.05529255823
2022-02-0122857.413368680172
2022-03-0124145.04828630941
2022-04-0123851.54326832039
2022-05-0123395.1903048665
2022-06-0122018.55709145995
2022-07-0123711.418291990154
2022-08-0124220.791516758192
2022-09-0123281.575459193333
2022-10-0124330.619200908917
2022-11-0124298.428327968188
2022-12-0123514.485892823326
2023-01-0124483.999242567697
2023-02-0124423.404658208674
2023-03-0123457.678469986746
2023-04-0123192.57716341602
2023-05-0122596.099223631885
2023-06-0123777.693618632835
2023-07-0124328.7256201477
2023-08-0124050.369248248437
2023-09-0123743.609164930884
2023-10-0122649.119484946033
2023-11-0123711.418291990154
2023-12-0125343.684908161333
2024-01-0125322.855519787918
2024-02-0126192.009089187653
2024-03-0127392.539291800796
2024-04-0126487.40768793789
2024-05-0126284.79454648741
2024-06-0126737.36034841886
2024-07-0127496.686233667864
2024-08-0127246.733573186895
2024-09-0127432.304487786405
2024-10-0128324.18102632077
2024-11-0130414.694186707064
2024-12-0128907.403900776368
2025-01-0130342.738117780726
2025-02-0129278.545729975383
2025-03-0127564.855141071766
2025-04-0126034.841886006438
2025-05-0127087.67278924446
2025-06-0127511.834879757622
2025-07-0129011.550842643435
2025-08-0128960.424162090512
2025-09-0129257.71634160197
2025-10-0129808.748343116833
2025-11-0130187.464495360724
2025-12-0130047.339519030487
2026-01-0130085.211134254878
2026-02-0131785.646657829955
2026-03-0130210.18746449536
2026-04-0131149.403522060216
Annual Return Matrix
YearAnnual Return
20170.0794778825235678
2018-0.036947467419051416
20190.2388392857142858
20200.07894144144144155
20210.31374595553700035
2022-0.013426551203622794
20230.07779030439684331
20240.1406156604901374
20250.03943403642080434
20260.03667759011847749
Total Factor Risk
0.13494881611692472
VTI.US Exposure
0.7212994650150178
VEA.US Exposure
0.08184927491848717
VWO.US Exposure
-0.022198193007838898
QQQ.US Exposure
-0.22386533391135155
VTV.US Exposure
-0.06296518646120905
IJR.US Exposure
0.1320276539564697
QUAL.US Exposure
0.074991985692129
SHV.US Exposure
0.0010531131537759191
TLT.US Exposure
0.03031463616751397
LQD.US Exposure
-0.008504949048045777
HYG.US Exposure
-0.03170397268292842
GLD.US Exposure
0.00107128315770694
USO.US Exposure
0.00935032304003793
VNQ.US Exposure
0.05838890180845959
BTC-USD.CC Exposure
-0.0006822328908259573
CPER.US Exposure
-0.0017695049261101045
VIX.INDX Exposure
-0.0020127696751827654
UUP.US Exposure
0.17041212458996313
TIP.US Exposure
-0.0018934713394893696
Idiosyncratic Exposure
0.07483685244342057
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
13.5%

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 →
+4.4%
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 →
2.2% 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 Equal Weight UCITS ETF a high-risk investment?

Xtrackers (IE) Public Limited Company - Xtrackers S&P 500 Equal Weight UCITS ETF (XDWE.LSE) has an annualized volatility of 13.5% and experienced a maximum drawdown of 22.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, XDWE.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.0%. 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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