Xtrackers Euro Stoxx 50 UCITS ETF 1D

10-Year Study

XESX.LSE · · GB · ETF

Executive Summary: Xtrackers Euro Stoxx 50 UCITS ETF 1D has compounded at 11.4% annually over the last 10 years, with a maximum drawdown of 22.0% and an annualized volatility of 15.1%.

1Y CAGR
+17.3%
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 →
22.0%
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 →
0.87
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 · +28.0%
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.
20261.95.0-10.06.8————————2.8%
20258.92.1-2.30.24.40.91.30.64.13.30.01.728.0%
20240.85.54.3-2.52.0-2.2-0.71.6-0.2-2.1-1.81.86.2%
20238.91.12.31.5-3.94.31.7-4.0-1.7-2.47.34.220.1%
2022-4.0-4.90.2-2.72.5-7.74.7-1.9-4.06.910.2-1.3-3.5%
2021-4.22.46.24.11.90.4-0.52.8-2.53.0-3.04.114.9%
2020-3.4-6.3-13.92.99.47.4-2.23.1-1.5-8.318.02.63.8%
20192.32.82.35.1-2.57.61.5-2.11.30.21.10.621.7%
20181.4-3.4-3.15.8-1.90.54.9-3.70.1-6.1-1.0-3.9-10.7%
2017-0.61.66.00.94.8-2.42.42.40.22.3-2.4-1.114.5%
2016———0.40.22.55.22.60.96.0-5.88.721.8%

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 15.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 91.3% of variance. Idiosyncratic stock-specific factors contribute 12.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110035.109097530596
2016-05-0110055.635070405493
2016-06-0110303.998033554653
2016-07-0110841.77645086823
2016-08-0111125.034222223265
2016-09-0111225.611162150988
2016-10-0111896.807857885937
2016-11-0111205.08518927609
2016-12-0112175.959780347443
2017-01-0112097.961192475927
2017-02-0112292.957389521995
2017-03-0113029.83676224425
2017-04-0113144.784718564779
2017-05-0113776.17540011988
2017-06-0113443.529664703728
2017-07-0113761.34363441565
2017-08-0114093.989369831803
2017-09-0114115.176749706416
2017-10-0114441.465780421273
2017-11-0114100.34552926764
2017-12-0113943.557173346051
2018-01-0114141.661383498771
2018-02-0113657.524546078776
2018-03-0113239.069840380625
2018-04-0114007.277439952506
2018-05-0113739.747305448058
2018-06-0113812.611128508108
2018-07-0114485.787137853085
2018-08-0113944.201131851132
2018-09-0113952.901387487935
2018-10-0113097.021645566438
2018-11-0112963.256578314214
2018-12-0112452.121467041075
2019-01-0112742.490045224864
2019-02-0113097.021645566438
2019-03-0113396.090479387029
2019-04-0114081.442266393691
2019-05-0113728.596626846112
2019-06-0114771.501330093293
2019-07-0114991.47123034952
2019-08-0114673.240677828215
2019-09-0114866.41241665413
2019-10-0114892.093874427874
2019-11-0115059.584155480046
2019-12-0115156.728104088557
2020-01-0114637.50943241083
2020-02-0113721.89749543763
2020-03-0111816.97772334332
2020-04-0112161.105113494006
2020-05-0113299.216982445341
2020-06-0114287.820879861061
2020-07-0113967.944716189602
2020-08-0114406.036612067237
2020-09-0114188.149625857928
2020-10-0113008.31458937885
2020-11-0115343.645648119153
2020-12-0115736.537763913251
2021-01-0115073.60511144926
2021-02-0115430.56859573043
2021-03-0116382.085717801896
2021-04-0117050.264914496107
2021-05-0117372.279609291127
2021-06-0117447.76997605903
2021-07-0117360.484426918643
2021-08-0117854.71194689158
2021-09-0117407.665701674036
2021-10-0117924.30472247324
2021-11-0117379.356609661525
2021-12-0118083.542956094516
2022-01-0117362.843245286957
2022-02-0116517.11252932233
2022-03-0116543.062257701073
2022-04-0116095.712299623803
2022-05-0116500.157499927343
2022-06-0115233.544556448633
2022-07-0115942.391286745235
2022-08-0115637.104245649505
2022-09-0115006.715216739474
2022-10-0116040.849870371314
2022-11-0117673.121646378884
2022-12-0117447.10093534291
2023-01-0119001.928113183585
2023-02-0119210.836213107406
2023-03-0119657.251586190847
2023-04-0119946.548717751026
2023-05-0119169.73410293554
2023-06-0119999.663025947386
2023-07-0120342.650266026834
2023-08-0119528.435348229148
2023-09-0119201.214458847753
2023-10-0118747.45163372709
2023-11-0120112.185641513806
2023-12-0120948.96527973127
2024-01-0121107.86381297264
2024-02-0122264.005974800773
2024-03-0123220.64259425091
2024-04-0122646.403366338065
2024-05-0123098.565837341535
2024-06-0122585.695146117785
2024-07-0122417.75229473604
2024-08-0122773.95404317336
2024-09-0122718.549074790844
2024-10-0122246.29030009284
2024-11-0121856.312082902597
2024-12-0122246.41407535165
2025-01-0124236.597552270643
2025-02-0124750.184722305297
2025-03-0124182.55629279686
2025-04-0124228.974741177484
2025-05-0125293.0575547865
2025-06-0125531.256769811447
2025-07-0125863.937947482318
2025-08-0126028.183353798053
2025-09-0127098.633232152057
2025-10-0127983.447485565597
2025-11-0127997.31903879951
2025-12-0128478.15756546825
2026-01-0129016.04503587329
2026-02-0130466.70742707715
2026-03-0127407.76821158001
2026-04-0129275.30240285946
Annual Return Matrix
YearAnnual Return
20170.14517109327607924
2018-0.1069623545673083
20190.217200470153313
20200.038254275978487184
20210.14914368251721632
2022-0.035194542479692004
20230.2007132507209013
20240.06193378901036728
20250.28012350525387286
20260.027991446973304246
Total Factor Risk
0.15068062843857835
VTI.US Exposure
-0.04547082566484871
VEA.US Exposure
0.9129002675895496
VWO.US Exposure
-0.055404613284012215
QQQ.US Exposure
-0.07373383158653211
VTV.US Exposure
-0.13189318587850726
IJR.US Exposure
0.04069460103107431
QUAL.US Exposure
0.3001801459870129
SHV.US Exposure
0.004024451883977053
TLT.US Exposure
0.027279700025309283
LQD.US Exposure
-0.019696288775584936
HYG.US Exposure
-0.024403416204958277
GLD.US Exposure
-0.01787106241727311
USO.US Exposure
-0.007189529073144329
VNQ.US Exposure
-0.03830967623752817
BTC-USD.CC Exposure
-0.00045023744564553976
CPER.US Exposure
0.03935111708030498
VIX.INDX Exposure
-0.021027721014317526
UUP.US Exposure
-0.0296557620352382
TIP.US Exposure
0.018524246478953763
Idiosyncratic Exposure
0.1221516195414084
Value Score
43.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
42.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.1%

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 →16.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.57%
Market Cap$128.6B
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 →
+1.5%
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 →
+6.0%
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 →
3.9% 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 1D a high-risk investment?

Xtrackers Euro Stoxx 50 UCITS ETF 1D (XESX.LSE) has an annualized volatility of 15.1% and experienced a maximum drawdown of 22.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, XESX.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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