Xtrackers MSCI Brazil UCITS ETF 1C

10-Year Study

XMBR.LSE · · GB · ETF

Executive Summary: Xtrackers MSCI Brazil UCITS ETF 1C has compounded at 11.5% annually over the last 10 years, with a maximum drawdown of 46.6% and an annualized volatility of 46.4%.

1Y CAGR
+67.7%
3Y CAGR
+17.9%
5Y CAGR
+11.0%
10Y CAGR
+11.5%

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 →
46.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +38.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -28.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.55.5-1.67.7————————29.2%
202514.2-6.42.71.4-0.15.1-2.78.05.03.47.0-3.038.3%
2024-4.9-0.3-1.7-3.1-6.2-3.6-0.64.4-2.1-2.0-6.8-6.0-28.6%
20235.0-7.5-1.90.43.412.83.4-6.12.9-3.38.57.325.4%
202213.43.918.0-6.74.0-16.15.812.2-1.04.4-5.5-4.125.8%
2021-7.8-7.64.16.55.68.6-5.1-2.6-10.1-10.6-0.23.1-17.1%
2020-8.2-11.9-32.61.87.410.27.8-8.5-7.0-1.919.210.8-22.0%
201914.4-6.4-2.0-1.05.85.16.4-9.72.20.2-4.210.420.4%
201810.71.6-4.8-1.6-13.9-7.712.9-11.77.718.20.3-1.84.7%
20178.04.1-3.2-3.7-4.7-2.98.89.00.4-2.2-5.25.512.9%
2016———8.4-12.728.79.92.72.319.3-12.62.450.2%

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 46.4%. The dominant macroeconomic risk driver is HYG.US, accounting for 24.0% of variance. Idiosyncratic stock-specific factors contribute 12.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110844.510680576253
2016-05-019464.729259811227
2016-06-0112184.55042225534
2016-07-0113395.429706905117
2016-08-0113758.072528564331
2016-09-0114068.55439642325
2016-10-0116785.89170392449
2016-11-0114669.64729259811
2016-12-0115024.838549428714
2017-01-0116224.540486835567
2017-02-0116897.6651763537
2017-03-0116358.668653750621
2017-04-0115755.091902632887
2017-05-0115009.935419771486
2017-06-0114567.809239940389
2017-07-0115854.446100347739
2017-08-0117275.211127670143
2017-09-0117347.242921013414
2017-10-0116964.729259811225
2017-11-0116080.476900149033
2017-12-0116959.761549925486
2018-01-0118780.427223050174
2018-02-0119076.005961251863
2018-03-0118161.947342275213
2018-04-0117871.336313959266
2018-05-0115389.9652260308
2018-06-0114202.6825633383
2018-07-0116033.283656234476
2018-08-0114162.940884252359
2018-09-0115253.353204172878
2018-10-0118032.786885245903
2018-11-0118082.463984103328
2018-12-0117757.07898658718
2019-01-0120310.481867858918
2019-02-0119018.87729756582
2019-03-0118646.29905613512
2019-04-0118467.461500248384
2019-05-0119535.519125683062
2019-06-0120541.48037754595
2019-07-0121847.988077496273
2019-08-0119721.80824639841
2019-09-0120156.482861400895
2019-10-0120201.19225037258
2019-11-0119361.649279682068
2019-12-0121378.539493293592
2020-01-0119627.4217585693
2020-02-0117292.598112270243
2020-03-0111660.457029309488
2020-04-0111866.616989567809
2020-05-0112747.143566815697
2020-06-0114053.65126676602
2020-07-0115144.063586686538
2020-08-0113852.459016393444
2020-09-0112876.304023845007
2020-10-0112637.85394932936
2020-11-0115059.612518628914
2020-12-0116684.053651266764
2021-01-0115377.545951316442
2021-02-0114210.134128166916
2021-03-0114798.807749627424
2021-04-0115760.05961251863
2021-05-0116649.279682066568
2021-06-0118077.496274217585
2021-07-0117160.953800298063
2021-08-0116713.85991058122
2021-09-0115032.290114257326
2021-10-0113432.687531048186
2021-11-0113405.365126676603
2021-12-0113827.62046696473
2022-01-0115683.060109289618
2022-02-0116296.572280178838
2022-03-0119234.972677595626
2022-04-0117953.30352707402
2022-05-0118671.137605563836
2022-06-0115668.156979632391
2022-07-0116577.247888723297
2022-08-0118594.138102334822
2022-09-0118405.365126676603
2022-10-0119210.134128166916
2022-11-0118144.560357675113
2022-12-0117401.88772975658
2023-01-0118273.720814704422
2023-02-0116897.6651763537
2023-03-0116579.731743666172
2023-04-0116641.828117237954
2023-05-0117203.179334326876
2023-06-0119411.326378539492
2023-07-0120062.09637357178
2023-08-0118842.523596621955
2023-09-0119391.455538996524
2023-10-0118745.653253849974
2023-11-0120332.83656234476
2023-12-0121825.63338301043
2024-01-0120760.059612518628
2024-02-0120702.93094883259
2024-03-0120352.707401887732
2024-04-0119729.259811227024
2024-05-0118509.687034277198
2024-06-0117839.046199701937
2024-07-0117724.788872329857
2024-08-0118512.17088922007
2024-09-0118129.657228017884
2024-10-0117774.465971187285
2024-11-0116572.280178837555
2024-12-0115581.222056631894
2025-01-0117789.36910084451
2025-02-0116651.76353700944
2025-03-0117098.85742672628
2025-04-0117339.7913561848
2025-05-0117329.855936413314
2025-06-0118211.62444113264
2025-07-0117712.3695976155
2025-08-0119133.134624937906
2025-09-0120084.451068057624
2025-10-0120757.575757575756
2025-11-0122208.147044212616
2025-12-0121542.4739195231
2026-01-0124873.323397913562
2026-02-0126249.379036264283
2026-03-0125837.059115747637
2026-04-0127839.046199701934
Annual Return Matrix
YearAnnual Return
20170.12878161679616462
20180.047012302284709984
20190.20394460763743183
2020-0.219588706866504
2021-0.17120738424892068
20220.25848751571762163
20230.25421067656294594
2024-0.2861044725162172
20250.3825920612147298
20260.29228640608785894
Total Factor Risk
0.46443578311778094
VTI.US Exposure
-0.036126306347154524
VEA.US Exposure
-0.014033233822034252
VWO.US Exposure
0.05315613820578935
QQQ.US Exposure
0.09679711869135961
VTV.US Exposure
0.17660276569474265
IJR.US Exposure
-0.00024250352390384436
QUAL.US Exposure
-0.022083378341674332
SHV.US Exposure
0.11705886631010713
TLT.US Exposure
0.01760930542791329
LQD.US Exposure
0.22651016372286478
HYG.US Exposure
0.23966521677272246
GLD.US Exposure
0.0008463414995185656
USO.US Exposure
0.0037310120311271
VNQ.US Exposure
0.00020027232344311765
BTC-USD.CC Exposure
-0.002981517568738941
CPER.US Exposure
-0.006973808309610758
VIX.INDX Exposure
0.01475606475535857
UUP.US Exposure
0.00816471630725301
TIP.US Exposure
0.000040685752276165055
Idiosyncratic Exposure
0.12730208041864075
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
46.4%

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 →
+9.3%
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 →
+29.6%
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 MSCI Brazil UCITS ETF 1C a high-risk investment?

Xtrackers MSCI Brazil UCITS ETF 1C (XMBR.LSE) has an annualized volatility of 46.4% and experienced a maximum drawdown of 46.6% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, XMBR.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.5%. It has had a positive return in 70% 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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