Xtrackers MSCI Europe UCITS ETF 1C

10-Year Study

XMEU.LSE · · GB · ETF

Executive Summary: Xtrackers MSCI Europe UCITS ETF 1C has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 19.6% and an annualized volatility of 12.3%.

1Y CAGR
+19.3%
3Y CAGR
+14.3%
5Y CAGR
+10.0%
10Y CAGR
+10.2%

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 →
19.6%
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 →
0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +25.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -9.5%
% 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.
20262.75.2-8.15.7————————4.9%
20257.62.3-2.70.93.90.41.71.32.33.30.52.025.8%
2024-0.42.33.9-0.83.1-1.50.61.5-1.7-1.9-0.4-0.83.6%
20235.51.10.32.4-4.32.21.8-2.5-0.1-3.25.34.613.3%
2022-3.7-2.41.7-1.40.7-6.65.0-2.0-4.73.87.5-0.5-3.5%
2021-2.40.44.74.32.01.01.32.3-2.52.8-1.63.716.8%
2020-2.4-6.4-11.94.16.94.3-2.22.3-0.1-5.813.52.72.4%
20193.02.32.63.7-2.15.82.0-2.52.0-1.61.51.619.4%
20180.0-2.7-2.84.50.30.14.0-2.20.2-5.6-1.0-4.3-9.5%
20170.32.43.30.35.2-1.81.62.2-0.71.6-1.81.614.8%
2016———1.10.04.14.52.01.53.0-4.66.619.4%

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 12.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 94.7% of variance. Idiosyncratic stock-specific factors contribute 12.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110113.670279817508
2016-05-0110115.025817986632
2016-06-0110527.109421399648
2016-07-0110998.836704254023
2016-08-0111219.789425820873
2016-09-0111393.298311468458
2016-10-0111736.249468256266
2016-11-0111195.38973877668
2016-12-0111939.58019362453
2017-01-0111972.113109683452
2017-02-0112256.776125199025
2017-03-0112664.793114104676
2017-04-0112702.748182840085
2017-05-0113358.828656695021
2017-06-0113120.253938929589
2017-07-0113331.717893312585
2017-08-0113621.803061504645
2017-09-0113521.493236989632
2017-10-0113741.090420387358
2017-11-0113494.382473607198
2017-12-0113709.91304249756
2018-01-0113711.26858066668
2018-02-0113337.140045989074
2018-03-0112961.655973142342
2018-04-0113547.926231287509
2018-05-0113593.336759953087
2018-06-0113613.669832489913
2018-07-0114159.951714645986
2018-08-0113848.177935747979
2018-09-0113877.99977546866
2018-10-0113103.309711815567
2018-11-0112969.111433072514
2018-12-0112414.01855281715
2019-01-0112783.402703902831
2019-02-0113083.654408363302
2019-03-0113419.827874305502
2019-04-0113921.376996880554
2019-05-0113623.158599673767
2019-06-0114412.081814102636
2019-07-0114695.389291449084
2019-08-0114332.10506212445
2019-09-0114619.479153978265
2019-10-0114380.904436212833
2019-11-0114589.657314257587
2019-12-0114828.232032023017
2020-01-0114466.303340867506
2020-02-0113544.537385864704
2020-03-0111928.735888271556
2020-04-0112416.051860070831
2020-05-0113269.363137532984
2020-06-0113842.755783071492
2020-07-0113539.115233188217
2020-08-0113853.600088424468
2020-09-0113837.333630395005
2020-10-0113029.43288159843
2020-11-0114792.988039625852
2020-12-0115191.516261347651
2021-01-0114826.876493853895
2021-02-0114883.80909695701
2021-03-0115583.266792223842
2021-04-0116255.613724108238
2021-05-0116576.876270190096
2021-06-0116742.25192682295
2021-07-0116963.2046483898
2021-08-0117349.533026589506
2021-09-0116913.049736132296
2021-10-0117391.55470983228
2021-11-0117113.669385162317
2021-12-0117749.416786480426
2022-01-0117087.914159949003
2022-02-0116677.186094705106
2022-03-0116959.13803388244
2022-04-0116727.34100696261
2022-05-0116839.85067499972
2022-06-0115728.30937631987
2022-07-0116510.454899903132
2022-08-0116183.770201144785
2022-09-0115416.535597421866
2022-10-0116003.48362465159
2022-11-0117211.268133339083
2022-12-0117131.2913813609
2023-01-0118081.52363791526
2023-02-0118279.43221060704
2023-03-0118340.431428217515
2023-04-0118772.848104167362
2023-05-0117969.013969878153
2023-06-0118360.764500754343
2023-07-0118691.515814020055
2023-08-0118218.432992996557
2023-09-0118196.74438229061
2023-10-0117608.440816891765
2023-11-0118545.117691754906
2023-12-0119403.173352808983
2024-01-0119321.84106266168
2024-02-0119766.457582133615
2024-03-0120535.047724025662
2024-04-0120362.894376547196
2024-05-0120993.219625188816
2024-06-0120667.890464599594
2024-07-0120791.244437989677
2024-08-0121103.018216887678
2024-09-0120749.222754746897
2024-10-0120360.183300208948
2024-11-0120272.073319216037
2024-12-0120102.631048075815
2025-01-0121622.18933566132
2025-02-0122118.316305559885
2025-03-0121524.59058748455
2025-04-0121707.58824031599
2025-05-0122561.577286862703
2025-06-0122645.620653348255
2025-07-0123036.015646055323
2025-08-0123338.300657769472
2025-09-0123864.24946738872
2025-10-0124655.883758155833
2025-11-0124788.726498729768
2025-12-0125291.631159473945
2026-01-0125969.400244034827
2026-02-0127316.80518414186
2026-03-0125099.14473945865
2026-04-0126529.237507882117
Annual Return Matrix
YearAnnual Return
20170.14827429609445963
2018-0.09452244413684008
20190.19447477615199826
20200.024499497211810883
20210.16837690729008647
2022-0.034825110737742526
20230.13261592024054436
20240.036048623725024376
20250.25812542144302086
20260.04893343337978351
Total Factor Risk
0.1225709868380087
VTI.US Exposure
-0.06943562482579825
VEA.US Exposure
0.9468000899027258
VWO.US Exposure
-0.060261076078259784
QQQ.US Exposure
-0.0639676134456447
VTV.US Exposure
-0.09761477603737273
IJR.US Exposure
0.011738173462983687
QUAL.US Exposure
0.21183276176691887
SHV.US Exposure
0.01197173163129662
TLT.US Exposure
0.057564661536416775
LQD.US Exposure
-0.04192186604145314
HYG.US Exposure
-0.03522239050758657
GLD.US Exposure
-0.014968883580183149
USO.US Exposure
0.006169609467765844
VNQ.US Exposure
0.009792973100273541
BTC-USD.CC Exposure
-0.0005926098362602526
CPER.US Exposure
0.021518077547641862
VIX.INDX Exposure
0.011336073946428276
UUP.US Exposure
-0.026919995107708896
TIP.US Exposure
0.0020521365851961662
Idiosyncratic Exposure
0.12012854651262032
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
12.3%

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 →
+8.3%
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 →
2.9% 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 MSCI Europe UCITS ETF 1C a high-risk investment?

Xtrackers MSCI Europe UCITS ETF 1C (XMEU.LSE) has an annualized volatility of 12.3% and experienced a maximum drawdown of 19.6% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, XMEU.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.2%. 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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