Xtrackers (UK) Performance
| XS2D Etf | 245.99 1.38 0.56% |
The entity maintains a market beta of 0.54, which attests to possible diversification benefits within a given portfolio. 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
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Xtrackers SP 500 are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Xtrackers unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
| In Threey Sharp Ratio | 0.42 |
Xtrackers |
Xtrackers Relative Risk vs. Return Landscape
If you would invest 21,244 in Xtrackers SP 500 on September 3, 2024 and sell it today you would earn a total of 3,355 from holding Xtrackers SP 500 or generate 15.79% return on investment over 90 days. Xtrackers SP 500 is generating 0.2363% of daily returns and assumes 1.4576% volatility on return distribution over the 90 days horizon. Simply put, 12% of etfs are less volatile than Xtrackers, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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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 = 0.1621
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Estimated Market Risk
| 1.46 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.24 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Xtrackers is performing at about 12% 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 by adding it to a well-diversified portfolio.
Xtrackers Fundamentals Growth
Xtrackers Etf prices reflect investors' perceptions of the future prospects and financial health of Xtrackers, and Xtrackers 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 Performance
Assessing Xtrackers' fundamental ratios provides investors with valuable insights into Xtrackers' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Xtrackers 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 is entity of United Kingdom. It is traded as Etf on LSE exchange.