Xtrackers (Germany) Performance
| XDPU Etf | 10.20 0.23 2.31% |
The entity maintains a market beta of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xtrackers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Xtrackers SP 500 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unsteady performance, the Etf's basic indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the fund shareholders. ...more
Xtrackers |
Xtrackers Relative Risk vs. Return Landscape
If you would invest 1,092 in Xtrackers SP 500 on December 24, 2024 and sell it today you would lose (95.00) from holding Xtrackers SP 500 or give up 8.7% of portfolio value over 90 days. Xtrackers SP 500 is generating negative expected returns and assumes 1.044% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than Xtrackers, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Xtrackers Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers SP 500, and traders can use it to determine the average amount a Xtrackers' 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 = -0.14
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | XDPU |
Estimated Market Risk
| 1.04 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Xtrackers is not performing at its full potential. However, 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 by adding Xtrackers to a well-diversified portfolio.
| Xtrackers SP 500 generated a negative expected return over the last 90 days |