Xtrackers MSCI (UK) Performance
| XDWT Etf | 97.56 1.06 1.10% |
The entity maintains a market beta of 0.3, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Xtrackers MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers MSCI is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Xtrackers MSCI World are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Xtrackers MSCI may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| In Threey Sharp Ratio | 0.60 |
Xtrackers |
Xtrackers MSCI Relative Risk vs. Return Landscape
If you would invest 8,857 in Xtrackers MSCI World on September 13, 2024 and sell it today you would earn a total of 899.00 from holding Xtrackers MSCI World or generate 10.15% return on investment over 90 days. Xtrackers MSCI World is generating 0.1568% of daily returns and assumes 1.0712% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than Xtrackers, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Xtrackers MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers MSCI World, and traders can use it to determine the average amount a Xtrackers MSCI's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1464
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Estimated Market Risk
| 1.07 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Xtrackers MSCI is performing at about 11% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Xtrackers MSCI by adding it to a well-diversified portfolio.
Xtrackers MSCI Fundamentals Growth
Xtrackers Etf prices reflect investors' perceptions of the future prospects and financial health of Xtrackers MSCI, and Xtrackers MSCI fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Xtrackers Etf performance.
About Xtrackers MSCI Performance
Assessing Xtrackers MSCI's fundamental ratios provides investors with valuable insights into Xtrackers MSCI's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Xtrackers MSCI is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Xtrackers MSCI is entity of United Kingdom. It is traded as Etf on LSE exchange.