Xtrackers - Portfolio UCITS ETF

ISINLU0397221945
TickerDBX0.XETRA
Backtest this ETF
Category
ETF
Data available from
Dec 31, 2008
Underlying assets
15

Metrics at a glance

CAGR
+7.19%
Volatility
9.64%
Sharpe
0.54
Sortino
0.52
Calmar
0.29
Ulcer Index
5.11
Max Drawdown
17.70%
VaR 95%
3.97%
VaR 99%
6.55%
% Positive Months
62.81%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

Xtrackers - Portfolio UCITS ETF

Click a row name to exclude it from the calculation (remaining slices are renormalized).

100.0%

Top holdings

Top 10 Weight

79.6%

Total Assets

15

HHI

0.000

  1. Xtrackers MSCI AC World Scr ETF 1C
    17.3%
  2. Xtrackers EUR Corp Yield Plus ETF 1D
    9.4%
  3. Xtrackers MSCI World Value ETF 1C
    9.3%
  4. Xtrackers MSCI USA ETF 1C
    7.8%
  5. Xtrackers USD Corporate Bond ETF 1C
    7.6%
  6. Xtrackers ESG USD EM QW ETF 1D
    6.7%
  7. Xtrackers MSCI Emerging Markets ETF 1C
    5.9%
  8. Xtrackers Eurz Govt Yield Plus ETF 1C
    5.7%
  9. Xtrackers Russell 2000 ETF 1C
    5.1%
  10. Xtrackers Eurz Govt Bd 7-10 ETF 1C
    4.8%

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