Xtrackers Euro Stoxx 50 UCITS ETF 1C

10-Year Study

XESC.LSE · · GB · ETF

Executive Summary: Xtrackers Euro Stoxx 50 UCITS ETF 1C has compounded at 11.4% annually over the last 10 years, with a maximum drawdown of 22.2% and an annualized volatility of 17.0%.

1Y CAGR
+17.2%
3Y CAGR
+15.6%
5Y CAGR
+11.2%
10Y CAGR
+11.4%

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 →
22.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +28.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -10.7%
% 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.
20262.14.8-9.96.6————————2.7%
20259.12.1-2.30.24.40.91.30.64.13.30.11.728.2%
20240.85.44.3-2.42.1-2.2-0.81.5-0.3-2.0-1.71.66.1%
20238.81.22.21.5-4.04.41.7-4.0-1.6-2.47.24.220.1%
2022-3.8-4.90.3-2.72.5-7.74.6-2.0-4.16.910.2-1.3-3.4%
2021-3.52.46.04.21.9-0.1-0.02.9-2.52.9-2.93.815.5%
2020-3.5-6.3-14.03.29.47.4-2.83.7-1.6-8.317.91.93.1%
20192.32.82.35.1-2.57.51.6-1.92.3-1.41.30.821.7%
20181.4-3.5-3.26.1-1.90.54.8-3.60.0-6.1-1.0-4.0-10.7%
2017-0.72.35.40.94.8-2.42.42.40.12.3-2.4-1.114.5%
2016———0.40.22.65.12.60.96.0-5.88.721.8%

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 17.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 84.8% of variance. Idiosyncratic stock-specific factors contribute 8.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110040.40730564086
2016-05-0110063.035396799742
2016-06-0110326.491029578148
2016-07-0110848.553418458057
2016-08-0111126.555681267175
2016-09-0111229.998383707773
2016-10-0111900.759657346047
2016-11-0111208.986584774528
2016-12-0112181.994504606433
2017-01-0112099.563601099078
2017-02-0112375.94957168256
2017-03-0113038.629384192662
2017-04-0113151.769839987068
2017-05-0113780.507515758849
2017-06-0113449.167609503798
2017-07-0113769.193470179409
2017-08-0114102.149668660093
2017-09-0114121.545175367706
2017-10-0114449.652497171488
2017-11-0114103.765960885728
2017-12-0113948.601907224827
2018-01-0114147.405850977857
2018-02-0113654.436722159366
2018-03-0113213.188944561176
2018-04-0114013.2535962502
2018-05-0113744.140940682075
2018-06-0113816.065944722806
2018-07-0114473.896880556005
2018-08-0113953.450783901728
2018-09-0113956.683368352999
2018-10-0113099.240342653953
2018-11-0112973.977695167287
2018-12-0112458.380475189913
2019-01-0112749.313075804104
2019-02-0113100.856634879585
2019-03-0113402.2951349604
2019-04-0114086.794892516567
2019-05-0113734.443187328268
2019-06-0114763.21318894456
2019-07-0114992.726684984646
2019-08-0114709.875545498626
2019-09-0115054.145789558752
2019-10-0114845.644092451916
2019-11-0115042.831743979312
2019-12-0115165.669953127524
2020-01-0114637.950541457896
2020-02-0113717.47211895911
2020-03-0111791.659932115726
2020-04-0112169.064166801358
2020-05-0113308.550185873606
2020-06-0114295.296589623404
2020-07-0113901.729432681428
2020-08-0114418.942944884435
2020-09-0114195.086471634071
2020-10-0113017.617585259415
2020-11-0115353.159851301114
2020-12-0115643.28430580249
2021-01-0115091.320510748343
2021-02-0115450.945530951996
2021-03-0116374.656537902052
2021-04-0117064.81331824794
2021-05-0117389.68805560045
2021-06-0117368.676256667204
2021-07-0117365.443672215937
2021-08-0117869.726846613867
2021-09-0117418.781315661872
2021-10-0117927.913366736706
2021-11-0117402.618393405526
2021-12-0118068.530790366898
2022-01-0117376.757717795375
2022-02-0116518.506545983513
2022-03-0116566.995312752548
2022-04-0116112.009051236464
2022-05-0116515.273961532243
2022-06-0115249.717148860513
2022-07-0115958.461289801196
2022-08-0115646.516890253759
2022-09-0115009.697753353805
2022-10-0116040.89219330855
2022-11-0117680.620656214644
2022-12-0117454.339744625828
2023-01-0118994.666235655408
2023-02-0119225.796023921124
2023-03-0119655.729755939876
2023-04-0119956.36010990787
2023-05-0119162.760627121384
2023-06-0120011.314045579442
2023-07-0120347.5028285114
2023-08-0119526.42637788912
2023-09-0119217.714562792953
2023-10-0118765.15273961532
2023-11-0120117.98933247131
2023-12-0120955.228705349928
2024-01-0121115.241635687733
2024-02-0122259.576531436884
2024-03-0123222.886697914983
2024-04-0122660.417003394214
2024-05-0123132.374333279455
2024-06-0122611.92823662518
2024-07-0122440.601260707936
2024-08-0122783.255212542426
2024-09-0122718.603523517053
2024-10-0122253.11136253435
2024-11-0121879.7478584128
2024-12-0122235.33214805237
2025-01-0124257.313722320996
2025-02-0124763.213188944563
2025-03-0124186.19686439308
2025-04-0124241.15080006465
2025-05-0125309.519961208985
2025-06-0125543.882333925976
2025-07-0125871.989655729758
2025-08-0126036.851462744464
2025-09-0127105.2206238888
2025-10-0127994.181347987713
2025-11-0128010.344270244062
2025-12-0128496.848230160016
2026-01-0129090.027476967836
2026-02-0130488.120252141587
2026-03-0127464.037497979636
2026-04-0129267.81962178762
Annual Return Matrix
YearAnnual Return
20170.14501791163592936
2018-0.10683661645422948
20190.2173066943435391
20200.031493125865927674
20210.15503435449708114
2022-0.0339923070042043
20230.20057412723400314
20240.06108754338603939
20250.281602093479683
20260.027054619703930527
Total Factor Risk
0.17040398990873828
VTI.US Exposure
0.05607491225201884
VEA.US Exposure
0.8483344358396909
VWO.US Exposure
-0.049334233392692474
QQQ.US Exposure
-0.13035519477085036
VTV.US Exposure
-0.12707268010053596
IJR.US Exposure
0.022794725630812574
QUAL.US Exposure
0.2813660528193232
SHV.US Exposure
0.09555986338968957
TLT.US Exposure
0.024155269903912716
LQD.US Exposure
-0.017484707652723055
HYG.US Exposure
-0.023494376085778968
GLD.US Exposure
-0.011835567201046093
USO.US Exposure
-0.0023171747609830487
VNQ.US Exposure
-0.0469525964496027
BTC-USD.CC Exposure
-0.0013873039817937918
CPER.US Exposure
0.03289685458562791
VIX.INDX Exposure
-0.016755717560958987
UUP.US Exposure
-0.027139001427294317
TIP.US Exposure
0.0084156174453794
Idiosyncratic Exposure
0.08453082151780465
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
17.0%

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 →
+1.7%
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 →
+5.5%
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 →
4.0% 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 Euro Stoxx 50 UCITS ETF 1C a high-risk investment?

Xtrackers Euro Stoxx 50 UCITS ETF 1C (XESC.LSE) has an annualized volatility of 17.0% and experienced a maximum drawdown of 22.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, XESC.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.4%. 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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