Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D

10-Year Study

XSTR.LSE · · GB · ETF

Executive Summary: Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D has compounded at 1.7% annually over the last 10 years, with a maximum drawdown of 0.2% and an annualized volatility of 4.4%.

1Y CAGR
+3.7%
3Y CAGR
+4.6%
5Y CAGR
+3.3%
10Y CAGR
+1.7%

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 →
0.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-4.79
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-45.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
0.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +5.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -0.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.30.30.30.2————————1.1%
20250.40.40.40.40.30.30.40.30.30.30.30.34.2%
20240.40.40.40.50.40.40.40.40.40.40.40.45.1%
20230.30.30.30.30.30.40.40.40.40.40.40.44.6%
20220.00.00.00.00.10.10.10.10.10.20.30.31.2%
2021-0.00.0-0.0-0.0-0.00.0-0.0-0.0-0.0-0.0-0.00.0-0.1%
20200.00.0-0.10.1-0.00.0-0.0-0.0-0.0-0.0-0.0-0.00.0%
20190.00.00.00.00.00.00.10.00.00.10.00.00.6%
20180.00.00.00.00.00.00.00.00.00.00.00.00.4%
20170.00.00.00.00.00.00.00.00.00.00.00.00.1%
2016———0.00.00.00.00.00.00.00.00.00.1%

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 4.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 99.0% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110002.279225529313
2016-05-0110005.005563700573
2016-06-0110007.459241831093
2016-07-0110009.912919961613
2016-08-0110011.0034290065
2016-09-0110011.548683528947
2016-10-0110012.09393805139
2016-11-0110012.639192573833
2016-12-0110013.184447096279
2017-01-0110013.729701618724
2017-02-0110014.274956141167
2017-03-0110014.820276222648
2017-04-0110015.098836576848
2017-05-0110015.645140043907
2017-06-0110016.191443510967
2017-07-0110016.191443510967
2017-08-0110016.737746978026
2017-09-0110017.283984886046
2017-10-0110017.830288353105
2017-11-0110020.561740129362
2017-12-0110022.746888438558
2018-01-0110025.205155701766
2018-02-0110028.20979199107
2018-03-0110030.941178208288
2018-04-0110032.993503905669
2018-05-0110035.74167323672
2018-06-0110037.940195589752
2018-07-0110040.688364920803
2018-08-0110045.635056604888
2018-09-0110049.482454332934
2018-10-0110054.429146017017
2018-11-0110059.375837701102
2018-12-0110063.772882407166
2019-01-0110068.719574091247
2019-02-0110073.116684356353
2019-03-0110077.513729062417
2019-04-0110082.503493034736
2019-05-0110086.943151115765
2019-06-0110091.382809196795
2019-07-0110096.932447357125
2019-08-0110101.094594028573
2019-09-0110104.979360408512
2019-10-0110110.806444419384
2019-11-0110115.246102500418
2019-12-0110120.240717841576
2020-01-0110125.235333182736
2020-02-0110130.230014082932
2020-03-0110122.183101031545
2020-04-0110129.675056822805
2020-05-0110127.45522778229
2020-06-0110128.439203389766
2020-07-0110127.88116485483
2020-08-0110127.323060760858
2020-09-0110126.765022225924
2020-10-0110126.206918131951
2020-11-0110125.369860329549
2020-12-0110123.137575071736
2021-01-0110122.300451710298
2021-02-0110122.85849024523
2021-03-0110121.742347616324
2021-04-0110120.732213952524
2021-05-0110119.269854041784
2021-06-0110119.269854041784
2021-07-0110118.15351473576
2021-08-0110117.316260256244
2021-09-0110116.479005776728
2021-10-0110115.920836123718
2021-11-0110113.967242338178
2021-12-0110115.083581644201
2022-01-0110115.083581644201
2022-02-0110115.920836123718
2022-03-0110120.107108521299
2022-04-0110124.014230533336
2022-05-0110129.87501188995
2022-06-0110137.968406299571
2022-07-0110146.340885535696
2022-08-0110160.048559317514
2022-09-0110172.369200523719
2022-10-0110189.170080855733
2022-11-0110214.931439439357
2022-12-0110241.252803329066
2023-01-0110269.814254002162
2023-02-0110299.887299423843
2023-03-0110333.069351123975
2023-04-0110367.681704365068
2023-05-0110401.435889793393
2023-06-0110442.627420333984
2023-07-0110487.823690294801
2023-08-0110530.28568944071
2023-09-0110572.87592206575
2023-10-0110618.966679546613
2023-11-0110663.015469658167
2023-12-0110709.397964859949
2024-01-0110756.07219778265
2024-02-0110800.333661414797
2024-03-0110844.306796396027
2024-04-0110893.365214868536
2024-05-0110940.03059732105
2024-06-0110985.200250312275
2024-07-0111033.660377000266
2024-08-0111080.474316233815
2024-09-0111129.887277986038
2024-10-0111172.548183254477
2024-11-0111212.446823998613
2024-12-0111259.711416062184
2025-01-0111301.758492054007
2025-02-0111341.84613950587
2025-03-0111386.18588062988
2025-04-0111432.41234532025
2025-05-0111465.431286132824
2025-06-0111502.852778610686
2025-07-0111548.450335445603
2025-08-0111583.656784692757
2025-09-0111622.226084815076
2025-10-0111662.081063239631
2025-11-0111696.150653201743
2025-12-0111732.470098243955
2026-01-0111767.825366508296
2026-02-0111797.348961629075
2026-03-0111834.717613521982
2026-04-0111855.696505812735
Annual Return Matrix
YearAnnual Return
20170.000954985039255174
20180.004093288439313225
20190.005611000575452385
20200.000286243905745609
2021-0.0007956024866606626
20220.012473374111690472
20230.04571170837406768
20240.051386030569406715
20250.041986749456773165
20260.010503023364809128
Total Factor Risk
0.04396266944087465
VTI.US Exposure
0.006605479744941011
VEA.US Exposure
0.00031512566541567246
VWO.US Exposure
-0.0002217171393452985
QQQ.US Exposure
-0.0006309154426739996
VTV.US Exposure
-0.00002981636700819465
IJR.US Exposure
-0.0001387730394844402
QUAL.US Exposure
-0.0003217031700883119
SHV.US Exposure
0.9901862662428622
TLT.US Exposure
0.00014628409667748638
LQD.US Exposure
-0.00012344256340525447
HYG.US Exposure
-0.00011486429398845943
GLD.US Exposure
0.0000989327860149812
USO.US Exposure
0.000002069619810908951
VNQ.US Exposure
0.000009948428817605863
BTC-USD.CC Exposure
-0.00017728152673115863
CPER.US Exposure
0.00011333792115645923
VIX.INDX Exposure
0.00019739217219291857
UUP.US Exposure
0.00018323088637688337
TIP.US Exposure
-0.000017334416420438324
Idiosyncratic Exposure
0.003917780394879465
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
4.4%

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 →
+0.4%
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 →
+1.5%
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 →
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 II GBP Overnight Rate Swap UCITS ETF 1D a high-risk investment?

Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.LSE) has an annualized volatility of 4.4% and experienced a maximum drawdown of 0.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, XSTR.LSE has generated a Compound Annual Growth Rate (CAGR) of 1.7%. It has had a positive return in 90% 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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