db x-trackers MSCI Europe Small Cap UCITS DR 1C

10-Year Study

XXSC.LSE · · GB · ETF

Executive Summary: db x-trackers MSCI Europe Small Cap UCITS DR 1C has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 28.0% and an annualized volatility of 14.8%.

1Y CAGR
+15.4%
3Y CAGR
+12.5%
5Y CAGR
+4.2%
10Y CAGR
+8.5%

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 →
28.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.5%
% 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.
20263.03.5-8.87.7————————4.7%
20254.9-0.8-1.73.06.62.72.1-0.61.01.7-0.32.122.3%
2024-2.80.14.5-1.05.5-3.83.8-0.7-0.7-3.1-0.2-0.40.8%
20236.41.8-3.61.5-4.60.73.5-3.1-1.8-5.78.18.010.4%
2022-7.3-3.41.5-2.5-0.6-10.57.0-4.1-9.04.66.70.4-17.5%
2021-1.52.23.55.80.8-0.82.94.0-4.42.1-2.63.015.4%
2020-3.0-6.0-19.29.48.92.60.44.61.1-5.615.56.010.6%
20196.11.42.24.4-3.34.31.5-2.51.40.43.03.924.9%
20180.4-1.3-2.53.91.6-1.13.20.1-2.5-8.1-3.7-5.4-14.9%
20171.42.82.53.64.4-1.93.11.50.91.6-1.63.323.6%
2016———-0.41.8-0.66.32.62.61.4-4.86.015.4%

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 14.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 91.5% of variance. Idiosyncratic stock-specific factors contribute 9.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019961.559582646898
2016-05-0110142.77869302581
2016-06-0110076.880834706206
2016-07-0110712.062969064618
2016-08-0110993.959362987369
2016-09-0111277.686252974558
2016-10-0111438.769906644702
2016-11-0110891.451583379096
2016-12-0111541.277686252975
2017-01-0111707.852828116418
2017-02-0112033.681127585576
2017-03-0112332.05198608823
2017-04-0112778.693025809995
2017-05-0113338.824821526634
2017-06-0113089.877356763684
2017-07-0113492.586490939044
2017-08-0113693.941058026727
2017-09-0113812.923302214902
2017-10-0114028.921837818049
2017-11-0113803.770821892733
2017-12-0114263.225334065532
2018-01-0114318.140215998535
2018-02-0114125.938129233022
2018-03-0113774.482884861798
2018-04-0114313.563975837451
2018-05-0114543.291231923851
2018-06-0114388.614314479224
2018-07-0114849.899322716456
2018-08-0114867.289035328575
2018-09-0114500.274574409665
2018-10-0113328.75709317225
2018-11-0112833.607907742999
2018-12-0112137.104155226067
2019-01-0112875.709317224968
2019-02-0113056.92842760388
2019-03-0113338.824821526634
2019-04-0113922.753066080908
2019-05-0113468.79004210141
2019-06-0114054.548782720118
2019-07-0114263.225334065532
2019-08-0113902.617609372139
2019-09-0114100.311184330954
2019-10-0114153.395570199526
2019-11-0114584.477393373605
2019-12-0115155.592165476843
2020-01-0114708.035877722863
2020-02-0113827.567270730367
2020-03-0111166.94124107633
2020-04-0112211.23924583562
2020-05-0113300.38440417353
2020-06-0113639.941424125938
2020-07-0113688.449569833425
2020-08-0114324.546952224053
2020-09-0114488.376349990847
2020-10-0113681.127585575692
2020-11-0115799.926780157422
2020-12-0116754.530477759472
2021-01-0116500.09152480322
2021-02-0116864.36024162548
2021-03-0117447.37323814754
2021-04-0118462.38330587589
2021-05-0118608.82299103057
2021-06-0118460.55280981146
2021-07-0119000.54914881933
2021-08-0119760.205015559215
2021-09-0118890.71938495332
2021-10-0119280.61504667765
2021-11-0118769.906644700714
2021-12-0119333.699432546222
2022-01-0117930.62419915797
2022-02-0117323.81475379828
2022-03-0117576.423210690096
2022-04-0117142.59564341937
2022-05-0117037.34211971444
2022-06-0115240.710232473
2022-07-0116305.143693941058
2022-08-0115638.843126487278
2022-09-0114230.276404905728
2022-10-0114878.272011715175
2022-11-0115880.468606992496
2022-12-0115950.027457440967
2023-01-0116975.105253523707
2023-02-0117281.71334431631
2023-03-0116652.0226981512
2023-04-0116896.393922753065
2023-05-0116124.839831594361
2023-06-0116243.822075782537
2023-07-0116811.27585575691
2023-08-0116294.160717554458
2023-09-0115999.45085118067
2023-10-0115085.118066996154
2023-11-0116306.058941973273
2023-12-0117614.8636280432
2024-01-0117115.138202452865
2024-02-0117140.765147354934
2024-03-0117919.641222771374
2024-04-0117734.761120263593
2024-05-0118711.330770638844
2024-06-0118001.09829763866
2024-07-0118678.38184147904
2024-08-0118546.586124839832
2024-09-0118422.112392458355
2024-10-0117858.31960461285
2024-11-0117817.133443163097
2024-12-0117748.489840746843
2025-01-0118612.483983159436
2025-02-0118462.38330587589
2025-03-0118154.85996705107
2025-04-0118698.51729818781
2025-05-0119930.441149551527
2025-06-0120466.776496430535
2025-07-0120889.62108731466
2025-08-0120754.164378546586
2025-09-0120966.501922020867
2025-10-0121321.61815852096
2025-11-0121252.05930807249
2025-12-0121702.361339923118
2026-01-0122361.339923119165
2026-02-0123146.62273476112
2026-03-0121098.29763866008
2026-04-0122731.100128134723
Annual Return Matrix
YearAnnual Return
20170.23584456780333074
2018-0.1490631416837782
20190.2486991931226905
20200.10550153994806455
20210.15393859936632803
2022-0.17501420185570915
20230.10437826361393232
20240.007585991894419664
20250.22277227722772275
20260.04740215924426461
Total Factor Risk
0.14780903244939425
VTI.US Exposure
0.13606431992512738
VEA.US Exposure
0.9147432297108513
VWO.US Exposure
-0.07287124315883446
QQQ.US Exposure
-0.10004685012379902
VTV.US Exposure
-0.20229159783583134
IJR.US Exposure
0.10208059739105287
QUAL.US Exposure
0.03761335299401766
SHV.US Exposure
0.007630983156363167
TLT.US Exposure
-0.006553811503582589
LQD.US Exposure
-0.026012099266738944
HYG.US Exposure
0.03805195208005019
GLD.US Exposure
-0.019605349462029357
USO.US Exposure
-0.0015993218055801986
VNQ.US Exposure
0.14459441902249456
BTC-USD.CC Exposure
-0.002765176106431917
CPER.US Exposure
0.02214754247721495
VIX.INDX Exposure
-0.014314947338709494
UUP.US Exposure
-0.044806373060697034
TIP.US Exposure
-0.004291344301334448
Idiosyncratic Exposure
0.09223171720639689
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
14.8%

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 →
+3.3%
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 →
+6.3%
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 →
1.8% 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 db x-trackers MSCI Europe Small Cap UCITS DR 1C a high-risk investment?

db x-trackers MSCI Europe Small Cap UCITS DR 1C (XXSC.LSE) has an annualized volatility of 14.8% and experienced a maximum drawdown of 28.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, XXSC.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.5%. 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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