Xtrackers MSCI USA Information Technology UCITS ETF 1D

10-Year Study

XSTC.LSE · · GB · ETF

Executive Summary: Xtrackers MSCI USA Information Technology UCITS ETF 1D has compounded at 22.8% annually over the last 10 years, with a maximum drawdown of 22.5% and an annualized volatility of 18.7%.

1Y CAGR
+31.7%
3Y CAGR
+23.7%
5Y CAGR
+19.9%
10Y CAGR
+22.8%

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 →
22.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +48.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.0-2.2-4.713.1————————1.2%
2025-1.0-6.4-11.6-1.010.87.510.6-2.67.49.5-5.9-0.714.3%
20243.95.92.6-3.24.313.0-5.1-1.60.94.16.43.739.5%
20237.13.26.5-1.411.13.72.00.2-2.8-1.58.74.648.8%
2022-8.9-2.86.5-6.4-5.0-5.511.50.3-6.01.8-3.4-5.6-22.5%
2021-0.8-0.61.85.3-3.810.02.65.1-3.15.07.51.333.5%
20205.0-6.3-2.79.98.37.8-1.010.8-0.8-5.37.04.441.5%
20194.15.86.45.9-4.36.99.8-4.10.9-1.36.01.443.2%
2018————10.40.62.28.3-0.5-6.4-3.0-7.42.7%

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 18.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 64.7% of variance. Idiosyncratic stock-specific factors contribute 6.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-04-0110000
2018-05-0111036.323495132947
2018-06-0111103.632690225695
2018-07-0111346.176114142938
2018-08-0112282.697159193536
2018-09-0112215.38845083279
2018-10-0111428.571567637715
2018-11-0111090.867170009209
2018-12-0110271.556545092533
2019-01-0110697.458728411671
2019-02-0111319.484704617193
2019-03-0112038.992879451522
2019-04-0112748.704599281573
2019-05-0112195.886559708606
2019-06-0113033.879419058096
2019-07-0114317.164891222454
2019-08-0113725.77820781091
2019-09-0113855.509321964311
2019-10-0113676.69079867708
2019-11-0114499.4893451201
2019-12-0114708.695520756271
2020-01-0115448.513075106108
2020-02-0114469.101692771157
2020-03-0114082.246124116564
2020-04-0115473.05653630702
2020-05-0116751.760886868542
2020-06-0118065.185291328817
2020-07-0117889.669244675162
2020-08-0119828.590511247232
2020-09-0119671.922187907076
2020-10-0118625.894230118225
2020-11-0119938.14074313366
2020-12-0120818.0767592916
2021-01-0120657.874274884914
2021-02-0120535.366263641212
2021-03-0120909.95715930938
2021-04-0122019.057310113556
2021-05-0121173.58435335731
2021-06-0123296.160312388492
2021-07-0123900.91655043101
2021-08-0125108.05766820229
2021-09-0124318.31698587119
2021-10-0125523.086258596722
2021-11-0127427.475836554808
2021-12-0127785.586473367213
2022-01-0125326.244049275385
2022-02-0124624.252385729073
2022-03-0126229.82112550253
2022-04-0124552.100693948414
2022-05-0123326.52411486934
2022-06-0122044.86043373565
2022-07-0124575.967597666546
2022-08-0124654.017021115455
2022-09-0123179.133390219322
2022-10-0123601.725795924856
2022-11-0122802.03290434884
2022-12-0121523.481387635944
2023-01-0123047.447560345885
2023-02-0123784.584194828694
2023-03-0125339.147801380437
2023-04-0124978.73881605458
2023-05-0127763.498575116402
2023-06-0128801.475985592147
2023-07-0129363.713749599843
2023-08-0129419.394430432778
2023-09-0128587.997763174408
2023-10-0128163.864850682545
2023-11-0130609.858162887493
2023-12-0132031.6670760894
2024-01-0133296.83589640727
2024-02-0135249.83734633323
2024-03-0136153.307828251935
2024-04-0134986.5265280866
2024-05-0136491.505285398474
2024-06-0141235.932289153665
2024-07-0139136.69269595842
2024-08-0138526.78342621072
2024-09-0138889.87819872362
2024-10-0140497.17824422819
2024-11-0143104.19905158322
2024-12-0144684.87193618632
2025-01-0144253.99924566274
2025-02-0141424.816916974276
2025-03-0136608.090254909825
2025-04-0136241.86384869605
2025-05-0140151.512857974965
2025-06-0143168.63652786417
2025-07-0147723.42641612364
2025-08-0146479.46596932897
2025-09-0149915.01075166655
2025-10-0154633.41754932676
2025-11-0151435.98011544017
2025-12-0151081.248858917665
2026-01-0149054.90955132216
2026-02-0147962.57147720291
2026-03-0145689.533027857084
2026-04-0151690.93861253246
Annual Return Matrix
YearAnnual Return
20190.43198311338544726
20200.4153584680513671
20210.3346855617181759
2022-0.22537242795769552
20230.48821960997860847
20240.3950217398938354
20250.14314412564202716
20260.011935686132081624
Total Factor Risk
0.18734684398487458
VTI.US Exposure
0.6469327872964341
VEA.US Exposure
0.005815012178523414
VWO.US Exposure
0.0013782872403943485
QQQ.US Exposure
0.2042848282510308
VTV.US Exposure
-0.06855612967084376
IJR.US Exposure
-0.045641102144095905
QUAL.US Exposure
0.08049920141964041
SHV.US Exposure
0.007283551466146165
TLT.US Exposure
0.04831981550404863
LQD.US Exposure
-0.029085682305493212
HYG.US Exposure
-0.020294016122606964
GLD.US Exposure
-0.0023460091260193872
USO.US Exposure
-0.0020860686469070283
VNQ.US Exposure
-0.026221074796350656
BTC-USD.CC Exposure
-0.001016200659807537
CPER.US Exposure
-0.0022102031580732468
VIX.INDX Exposure
-0.0011298322108268535
UUP.US Exposure
0.14063678413211647
TIP.US Exposure
0.0029998754341040994
Idiosyncratic Exposure
0.06043617591858627
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
18.7%

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 →
+7.1%
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 →
+6.1%
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 →
5.8% 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 USA Information Technology UCITS ETF 1D a high-risk investment?

Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.LSE) has an annualized volatility of 18.7% and experienced a maximum drawdown of 22.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, XSTC.LSE has generated a Compound Annual Growth Rate (CAGR) of 22.8%. It has had a positive return in 88% 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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