Xtrackers Euro Stoxx 50 UCITS ETF
Ticker
XESC.L
ISIN
LU038086502
Price
GBp 6,795.00
Change Today
+136.00 / 2.042 %
Price 1 year ago
6,149.00 / 10.506 %
Morningstar
4
52 Week Low
6,188.50
52 Week High
7,343.00
200 Day Moving Average 6,980.43
6,980.43
50-day Moving Average
6,924.29
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.66 |
| Sortino Ratio | -0.04 |
| Maximum Drawdown | -2.49% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -6.83 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.71 |
| Volatility | 3.332% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.865% |
| Average Annual Volatility | 23.411% |
| Sharpe Ratio | 0.38 |
| Sortino Ratio | 0.37 |
| Maximum Drawdown | -43.0% |
| Maximum Drawdown Date | 2012-06-01 |
| Calmar Ratio | -0.20 |
Company information
Summary
The aim is for your investment to reflect the performance of the Euro STOXX 50® Index (the "Reference Index") which is designed to reflect the performance of the shares of 50 of the largest companies in certain industry sectors in the Eurozone.
Market
GB
Category
--
Expense Ratio
0.09%
Fund family
DWS Investment S.A. (ETF)
Morningstar
4
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Consumer cyclical | 15.96% |
| Financial services | 14.35% |
| Technology | 13.48% |
| Industrials | 12.64% |
| Basic materials | 10.31% |
| Healthcare | 8.76% |
| Consumer defensive | 8.54% |
| Energy | 6.16% |
| Utilities | 4.78% |
| Communication services | 4.68% |
| Realestate | 0.81% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ASML | ASML Holding NV | 8.13% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 5.86% |
| SAP.DE | SAP SE | 4.34% |
| LIN.L | Linde PLC | 4.22% |
| SAN.PA | Sanofi SA | 3.37% |
| TTE.PA | TotalEnergies SE | 3.35% |
| SIE.DE | Siemens AG | 3.34% |
| OR.PA | L'Oreal SA | 3.08% |
| ALV.DE | Allianz SE | 2.9% |
| SU.PA | Schneider Electric SE | 2.52% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DBEU | Xtrackers MSCI Europe Hedged Equity ETF | US233051853 | PCX | 0.45% | 5 | +7.20 | |
| EQDS.L | iShares MSCI Europe Quality Dividend ESG UCITS ETF | IE00BYYHSM2 | LSE | 0.28% | 5 | ||
| HEDJ | WisdomTree Europe Hedged Equity Fund | US97717X701 | PCX | 0.58% | 5 | +7.13 | |
| HEZU | iShares Currency Hedged MSCI Eurozone ETF | IE00BKBF6616 | PCX | 0.53% | 5 | +9.29 | |
| IESE.AS | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ196 | AMS | 0.20% | 5 | -3.29 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.