Data Source: from August 1953 to June 2024 (~71 years)
Consolidated Returns as of 30 June 2024
Consolidated Returns as of 30 June 2024
Category: Stocks
Xtrackers MSCI USA (XD9U.DE) ETF
Currency: EUR
As of June 2024, in the previous 30 Years, the Xtrackers MSCI USA (XD9U.DE) ETF obtained a 11.19% compound annual return, with a 15.82% standard deviation. It suffered a maximum drawdown of -57.85% that required 151 months to be recovered.
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The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Blend
- Region: North America
- Country: U.S.
The Xtrackers MSCI USA (XD9U.DE) ETF is part of the following Lazy Portfolios:
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Investment Returns as of Jun 30, 2024
The Xtrackers MSCI USA (XD9U.DE) ETF guaranteed the following returns.
Returns are calculated in EUR, assuming:
- no fees or capital gain taxes.
XTRACKERS MSCI USA (XD9U.DE) ETF
Data Source: 1 August 1953 - 30 June 2024 (~71 years)
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| Chg (%) | Return (%) | Return (%) as of Jun 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jul 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~71Y) |
|||
| Xtrackers MSCI USA (XD9U.DE) ETF | n.a. | n.a. | 6.95 | 19.00 | 27.83 | 16.23 | 15.22 | 11.19 | 11.34 | |||
| Returns over 1 year are annualized | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
Capital Growth as of Jun 30, 2024
An investment of 1€, from July 1994 to June 2024,
would be worth 24.12€, with a total return of 2312.21% (11.19% annualized).
The Inflation Adjusted Capital would be 13.05€, with a net total return of 1205.15% (8.94% annualized).
The Inflation Adjusted Capital would be 13.05€, with a net total return of 1205.15% (8.94% annualized).
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An investment of 1€, from August 1953 to June 2024,
would be worth 2034.71€, with a total return of 203371.05% (11.34% annualized).
The Inflation Adjusted Capital would be 311.82€, with a net total return of 31082.04% (8.43% annualized).
The Inflation Adjusted Capital would be 311.82€, with a net total return of 31082.04% (8.43% annualized).
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Investment Metrics as of Jun 30, 2024
Metrics of Xtrackers MSCI USA (XD9U.DE) ETF, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
XTRACKERS MSCI USA (XD9U.DE) ETF
Advanced Metrics
Data Source: 1 August 1953 - 30 June 2024 (~71 years)
Swipe left to see all data
| Metrics as of Jun 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~71Y) |
|
| Investment Return (%) | 6.95 | 5.61 | 19.00 | 27.83 | 12.82 | 16.23 | 15.22 | 11.11 | 11.19 | 11.34 |
| Euro Inflation (%) | 0.21 | 1.01 | 2.05 | 2.53 | 5.53 | 3.73 | 2.35 | 2.11 | 2.07 | 2.68 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||
| Deepest Drawdown Depth (%) | 0.00 | -5.25 | -15.07 | -17.92 | -17.92 | -46.93 | -57.85 | -57.85 | ||
| Start to Recovery (# months) | 3 | 23 | 7 | 7 | 56 | 151 | 151 | |||
| Start (yyyy mm) | 2023 09 | 2022 01 | 2020 02 | 2020 02 | 2007 06 | 2000 09 | 2000 09 | |||
| Start to Bottom (# months) | 2 | 6 | 2 | 2 | 21 | 102 | 102 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 06 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 17 | 5 | 5 | 35 | 49 | 49 | |||
| End (yyyy mm) | 2023 11 | 2023 11 | 2020 08 | 2020 08 | 2012 01 | 2013 03 | 2013 03 | |||
| Longest Drawdown Depth (%) | -2.18 |
same |
-15.07 | -15.07 |
same |
same |
same |
|||
| Start to Recovery (# months) | 3 | 23 | 23 | |||||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2000 09 | 2000 09 | |||
| Start to Bottom (# months) | 1 | 6 | 6 | 6 | 21 | 102 | 102 | |||
| Bottom (yyyy mm) | 2024 04 | 2022 06 | 2022 06 | 2022 06 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 17 | 17 | 17 | 35 | 49 | 49 | |||
| End (yyyy mm) | 2024 06 | 2023 11 | 2023 11 | 2023 11 | 2012 01 | 2013 03 | 2013 03 | |||
| Longest negative period (# months) | 4 | 24 | 24 | 24 | 74 | 154 | 154 | |||
| Period Start (yyyy mm) | 2023 07 | 2021 11 | 2021 11 | 2021 11 | 2005 08 | 2000 04 | 2000 04 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2011 09 | 2013 01 | 2013 01 | |||
| Annualized Return (%) | -7.56 | -0.19 | -0.19 | -0.19 | -0.53 | -0.23 | -0.23 | |||
| Deepest Drawdown Depth (%) | 0.00 | -5.85 | -21.92 | -21.92 | -21.92 | -48.42 | -64.73 | -64.73 | ||
| Start to Recovery (# months) | 4 | 26 | 26 | 26 | 62 | 169 | 169 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2000 09 | 2000 09 | |||
| Start to Bottom (# months) | 3 | 12 | 12 | 12 | 21 | 102 | 102 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 12 | 2022 12 | 2022 12 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 41 | 67 | 67 | |||
| End (yyyy mm) | 2023 11 | 2024 02 | 2024 02 | 2024 02 | 2012 07 | 2014 09 | 2014 09 | |||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
same |
|||
| Start to Recovery (# months) | ||||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2000 09 | 2000 09 | |||
| Start to Bottom (# months) | 3 | 12 | 12 | 12 | 21 | 102 | 102 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 12 | 2022 12 | 2022 12 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 41 | 67 | 67 | |||
| End (yyyy mm) | 2023 11 | 2024 02 | 2024 02 | 2024 02 | 2012 07 | 2014 09 | 2014 09 | |||
| Longest negative period (# months) | 4 | 28 | 30 | 30 | 87 | 171 | 192 | |||
| Period Start (yyyy mm) | 2023 07 | 2021 07 | 2021 05 | 2021 05 | 2004 07 | 2000 04 | 1959 01 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2011 09 | 2014 06 | 1974 12 | |||
| Annualized Return (%) | -9.92 | -2.33 | -0.58 | -0.58 | -0.72 | -0.13 | -0.03 | |||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 11.12 | 14.40 | 15.32 | 14.39 | 13.89 | 15.82 | 16.28 | |||
| Sharpe Ratio | 2.03 | 0.69 | 0.93 | 0.96 | 0.70 | 0.56 | 0.45 | |||
| Sortino Ratio | 2.70 | 0.96 | 1.27 | 1.31 | 0.95 | 0.75 | 0.61 | |||
| Ulcer Index | 1.71 | 6.59 | 6.00 | 5.15 | 11.99 | 22.73 | 17.35 | |||
| Ratio: Return / Standard Deviation | 2.50 | 0.89 | 1.06 | 1.06 | 0.80 | 0.71 | 0.70 | |||
| Ratio: Return / Deepest Drawdown | 5.30 | 0.85 | 0.91 | 0.85 | 0.24 | 0.19 | 0.20 | |||
| Positive Months (%) | 75.00 | 61.11 | 65.00 | 65.00 | 63.33 | 63.05 | 62.27 | |||
| Positive Months | 9 | 22 | 39 | 78 | 152 | 227 | 530 | |||
| Negative Months | 3 | 14 | 21 | 42 | 88 | 133 | 321 | |||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 15.22 | 18.57 | 18.57 | 24.59 | ||||||
| Worst 10 Years Return (%) - Annualized | 7.15 | -4.48 | -4.48 | |||||||
| Best 10 Years Return (%) - Annualized | 12.58 | 17.15 | 17.15 | 21.68 | ||||||
| Worst 10 Years Return (%) - Annualized | 5.18 | -6.37 | -6.37 | |||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX |
| ··· As of Jun 2024 - Over the previous 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 75.14 | 40.30 | 34.19 | 18.57 | 11.11 | 11.19 | ||||
| Worst Rolling Return (%) - Annualized | -39.37 | -19.85 | -8.48 | -4.48 | 4.43 | |||||
| Positive Periods (%) | 78.2 | 79.0 | 76.7 | 84.6 | 100.0 | 100.0 | ||||
| Best Rolling Return (%) - Annualized | 72.58 | 37.94 | 32.07 | 17.15 | 8.81 | 8.94 | ||||
| Worst Rolling Return (%) - Annualized | -40.78 | -21.70 | -10.50 | -6.37 | 2.73 | |||||
| Positive Periods (%) | 74.2 | 77.5 | 67.4 | 78.8 | 100.0 | 100.0 | ||||
| 95% VaR - Value at Risk (%) - Cumulative | 6.52 | 10.03 | 12.44 | 26.30 | 44.20 | 25.45 | 39.89 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 8.42 | 13.32 | 17.09 | 31.33 | 57.33 | 38.48 | 46.33 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 9.63 | 15.42 | 20.07 | 37.12 | 64.35 | 45.90 | 50.77 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 11.61 | 18.86 | 24.92 | 38.59 | 68.37 | 49.65 | 54.94 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | ||||||||||
| Safe Withdrawal Rate (%) | 72.40 | 21.16 | 11.93 | 5.63 | 3.57 | 9.69 | ||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 1.58 | 8.95 | ||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | ||||||||||
| ··· All available data (Aug 1953 - Jun 2024) | ||||||||||
| Best Rolling Return (%) - Annualized | 86.10 | 41.53 | 34.19 | 24.59 | 19.38 | 14.53 | ||||
| Worst Rolling Return (%) - Annualized | -39.37 | -19.85 | -8.49 | -4.48 | 4.43 | 8.57 | ||||
| Positive Periods (%) | 75.0 | 85.9 | 87.2 | 94.3 | 100.0 | 100.0 | ||||
| Best Rolling Return (%) - Annualized | 80.93 | 37.94 | 32.07 | 21.68 | 16.34 | 10.76 | ||||
| Worst Rolling Return (%) - Annualized | -40.78 | -21.70 | -13.50 | -6.37 | 2.03 | 5.42 | ||||
| Positive Periods (%) | 70.3 | 80.8 | 78.1 | 84.5 | 100.0 | 100.0 | ||||
| 95% VaR - Value at Risk (%) - Cumulative | 6.72 | 10.36 | 12.87 | 20.33 | 30.08 | 18.11 | 1.86 | 0.00 | 0.00 | |
| 95% CVaR - Conditional Value at Risk (%) | 8.67 | 13.74 | 17.65 | 27.56 | 45.64 | 30.20 | 28.40 | 0.00 | 0.00 | |
| 99% VaR - Value at Risk (%) - Cumulative | 9.92 | 15.90 | 20.72 | 32.09 | 57.08 | 40.57 | 44.67 | 0.00 | 0.00 | |
| 99% CVaR - Conditional Value at Risk (%) | 11.96 | 19.43 | 25.71 | 35.63 | 62.83 | 46.07 | 48.93 | 0.00 | 0.00 | |
| Short term VaRs: analytical | 1+ year VaRs: historical data | ||||||||||
| Safe Withdrawal Rate (%) | 72.40 | 21.02 | 11.93 | 5.63 | 3.57 | 4.24 | ||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 1.58 | 3.79 | ||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | ||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Correlations as of Jun 30, 2024
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
The following table shows the monthly correlations of Xtrackers MSCI USA (XD9U.DE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
XTRACKERS MSCI USA (XD9U.DE) ETF
Monthly correlations as of 30 June 2024
Swipe left to see all data
| Correlation vs XD9U.DE | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1994 |
|
|
SXR8.DE
|
US Large Cap Blend |
1.00
|
1.00
|
1.00
|
0.99
|
0.99
|
|
ZPRR.DE
|
US Small Cap Blend |
0.72
|
0.84
|
0.85
|
0.87
|
0.87
|
|
IQQ7.DE
|
US REITs |
0.77
|
0.83
|
0.73
|
0.62
|
0.62
|
|
NQSE.DE
|
US Technology |
0.91
|
0.84
|
0.79
|
0.75
|
0.75
|
|
EUNL.DE
|
Developed Countries |
0.98
|
0.98
|
0.98
|
0.93
|
0.93
|
|
SXRT.DE
|
Euro Large Cap Blend |
0.68
|
0.70
|
0.71
|
0.73
|
0.73
|
|
IUSQ.DE
|
World All Countries |
0.98
|
0.97
|
0.97
|
0.95
|
0.95
|
|
IS3N.DE
|
Emerging Markets |
0.70
|
0.58
|
0.58
|
0.70
|
0.71
|
|
CEBW.DE
|
US Total Bond Market EUR Hdg |
0.67
|
0.33
|
0.18
|
-0.02
|
-0.01
|
|
IUSV.DE
|
US Long Term Treasuries EUR Hdg |
0.72
|
0.10
|
-0.01
|
-0.17
|
-0.16
|
|
PR1H.DE
|
US Ultrashort Gov.Bonds EUR Hdg |
0.00
|
0.04
|
0.04
|
-0.06
|
-0.08
|
|
UEEF.DE
|
US High Yield Bonds EUR Hdg |
0.70
|
0.68
|
0.61
|
0.45
|
0.45
|
|
EUNU.DE
|
Global Aggregate Bond EUR Hdg |
0.72
|
0.41
|
0.35
|
0.34
|
0.35
|
|
SPF1.DE
|
Global Convertible Bonds EUR Hdg |
0.82
|
0.72
|
0.70
|
0.67
|
0.68
|
|
IS3C.DE
|
Emerg. Market Bonds EUR Hdg |
0.66
|
0.56
|
0.41
|
0.39
|
0.39
|
|
SYBA.DE
|
Euro Total Bond Market |
0.50
|
0.46
|
0.37
|
0.11
|
0.12
|
|
IBCL.DE
|
Euro Long Term Gov. Bonds |
0.56
|
0.40
|
0.30
|
0.09
|
0.10
|
|
EUN6.DE
|
Euro Ultrashort Gov. Bonds |
0.11
|
0.20
|
0.15
|
0.26
|
0.25
|
|
XHYG.DE
|
Euro High Yield Bonds |
0.46
|
0.70
|
0.63
|
0.55
|
0.55
|
|
IBCI.DE
|
Euro Inflation Linked Bonds |
0.42
|
0.60
|
0.49
|
0.16
|
0.16
|
|
PHAU
|
Gold |
-0.27
|
-0.11
|
-0.05
|
0.04
|
0.05
|
|
UIQK.DE
|
Commodities |
-0.31
|
0.34
|
0.31
|
0.28
|
0.28
|
Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
XTRACKERS MSCI USA (XD9U.DE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 August 1953 - 30 June 2024 (~71 years)
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Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
XTRACKERS MSCI USA (XD9U.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 August 1953 - 30 June 2024 (~71 years)
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If you need a deeper detail about rolling returns, please refer to the Xtrackers MSCI USA (XD9U.DE) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in Xtrackers MSCI USA (XD9U.DE) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the data source from August 1953 to June 2024.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Xtrackers MSCI USA (XD9U.DE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
XTRACKERS MSCI USA (XD9U.DE) ETF
Monthly Returns Distribution
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 August 1953 - 30 June 2024 (~71 years)
227 Positive Months (63%) - 133 Negative Months (37%)
530 Positive Months (62%) - 321 Negative Months (38%)
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Investment Returns, up to May 2014, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
You can find additional information on extended Data Sources here.
The first official book of
Build wealth
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