Data Source: from January 1950 to April 2024 (~74 years)
Consolidated Returns as of 30 April 2024
Consolidated Returns as of 30 April 2024
Category: Stocks
Xtrackers MSCI USA EUR Hedged (XD9E.DE) ETF
Currency: EUR
In the last 30 Years, the Xtrackers MSCI USA EUR Hedged (XD9E.DE) ETF obtained a 9.54% compound annual return, with a 15.24% standard deviation.
Table of contents
The first official book of 
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.
in addition to the lazy portfolios on the website.
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 EUR Hedged (XD9E.DE) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | XD9E.DE Weight▾ | Currency |
|---|---|---|---|
| US Stocks To EUR Hedged | 100.00% | EUR Hedged | |
| Stocks/Bonds 80/20 To EUR Hedged | 80.00% | EUR Hedged | |
| Stocks/Bonds 60/40 To EUR Hedged | 60.00% | EUR Hedged | |
| Couch Potato To EUR Hedged | Scott Burns | 50.00% | EUR Hedged |
| Stocks/Bonds 40/60 To EUR Hedged | 40.00% | EUR Hedged | |
| Dedalo Three Euro | Dedalo Invest | 40.00% | EUR Hedged |
| All Weather Portfolio To EUR Hedged | Ray Dalio | 30.00% | EUR Hedged |
| Desert Portfolio To EUR Hedged | Gyroscopic Investing | 30.00% | EUR Hedged |
| Dedalo Four Euro | Dedalo Invest | 30.00% | EUR Hedged |
| Permanent Portfolio To EUR Hedged | Harry Browne | 25.00% | EUR Hedged |
| Stocks/Bonds 20/80 To EUR Hedged | 20.00% | EUR Hedged | |
| Dedalo Eleven Euro | Dedalo Invest | 12.00% | EUR |
Investment Returns as of Apr 30, 2024
The Xtrackers MSCI USA EUR Hedged (XD9E.DE) ETF guaranteed the following returns.
Returns are calculated in EUR, assuming:
- no fees or capital gain taxes.
- the adjustment for actual currency exchange rates (simulation derived from original US returns)
XTRACKERS MSCI USA EUR HEDGED (XD9E.DE) ETF
Consolidated returns as of 30 April 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Apr 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | May 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~74Y) |
|||
| Xtrackers MSCI USA EUR Hedged (XD9E.DE) ETF | n.a. | n.a. | -3.27 | 22.22 | 22.02 | 10.58 | 10.13 | 9.54 | 10.91 | |||
| Returns over 1 year are annualized | Available data source: since Jan 1950 | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
Live update: World Markets and Indexes
Capital Growth as of Apr 30, 2024
An investment of 1€, since May 1994,
now would be worth 15.39€, with a total return of 1439.44% (9.54% annualized).
The Inflation Adjusted Capital now would be 8.33€, with a net total return of 732.98% (7.32% annualized).
The Inflation Adjusted Capital now would be 8.33€, with a net total return of 732.98% (7.32% annualized).
An investment of 1€, since January 1950,
now would be worth 2198.72€, with a total return of 219772.08% (10.91% annualized).
The Inflation Adjusted Capital now would be 313.01€, with a net total return of 31200.57% (8.04% annualized).
The Inflation Adjusted Capital now would be 313.01€, with a net total return of 31200.57% (8.04% annualized).
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Investment Metrics as of Apr 30, 2024
Metrics of Xtrackers MSCI USA EUR Hedged (XD9E.DE) ETF, updated as of 30 April 2024.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the adjustment for actual currency exchange rates (simulation derived from original US returns)
XTRACKERS MSCI USA EUR HEDGED (XD9E.DE) ETF
Advanced Metrics
Data Source: 1 January 1950 - 30 April 2024 (~74 years)
Swipe left to see all data
| Metrics as of Apr 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~74Y) |
|
| Investment Return (%) | -3.27 | 3.87 | 22.22 | 22.02 | 4.80 | 10.58 | 10.13 | 9.14 | 9.54 | 10.91 |
| Euro Inflation (%) | 0.58 | 1.98 | 1.21 | 2.38 | 5.57 | 3.70 | 2.30 | 2.11 | 2.07 | 2.66 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -9.73 | -25.37 | -25.37 | -25.37 | -49.95 | -49.95 | -49.95 | |||
| Start to Recovery (# months) details | 5 | 26 | 26 | 26 | 42 | 42 | 42 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 17 | 17 | 17 | 26 | 26 | 26 | |||
| End (yyyy mm) | 2023 12 | 2024 02 | 2024 02 | 2024 02 | 2011 04 | 2011 04 | 2011 04 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-43.94 | -43.94 | |||
| Start to Recovery (# months) details | 73 | 73 | ||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 30 | 30 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 2 | 17 | 17 | 17 | 26 | 43 | 43 | |||
| End (yyyy mm) | 2023 12 | 2024 02 | 2024 02 | 2024 02 | 2011 04 | 2006 04 | 2006 04 | |||
| Longest negative period (# months) details | 6 | 30 | 31 | 31 | 68 | 140 | 140 | |||
| Period Start (yyyy mm) | 2023 05 | 2021 05 | 2021 04 | 2021 04 | 2005 01 | 1997 07 | 1997 07 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2010 08 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -0.31 | -2.37 | -0.38 | -0.38 | -0.27 | -0.06 | -0.06 | |||
| Deepest Drawdown Depth (%) | -10.58 | -30.93 | -30.93 | -30.93 | -50.97 | -50.99 | -52.85 | |||
| Start to Recovery (# months) details | 5 | 28* | 28* | 28* | 63 | 154 | 95 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 1973 01 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 107 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1974 09 | |||
| Bottom to End (# months) | 2 | 19 | 19 | 19 | 47 | 47 | 74 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2013 01 | 2013 01 | 1980 11 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-50.99 | |||
| Start to Recovery (# months) details | 154 | |||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | 107 | 107 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 19 | 19 | 19 | 47 | 47 | 47 | |||
| End (yyyy mm) | 2023 12 | - | - | - | 2013 01 | 2013 01 | 2013 01 | |||
| Longest negative period (# months) details | 6 | 36* | 38 | 38 | 82 | 154 | 210 | |||
| Period Start (yyyy mm) | 2023 05 | 2021 05 | 2020 09 | 2020 09 | 2004 12 | 2000 01 | 1965 02 | |||
| Period End (yyyy mm) | 2023 10 | 2024 04 | 2023 10 | 2023 10 | 2011 09 | 2012 10 | 1982 07 | |||
| Annualized Return (%) | -2.57 | -0.73 | -1.53 | -1.53 | -0.26 | 0.00 | -0.05 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 14.73 | 16.26 | 17.31 | 14.71 | 14.95 | 15.24 | 14.77 | |||
| Sharpe Ratio | 1.14 | 0.13 | 0.50 | 0.60 | 0.52 | 0.48 | 0.47 | |||
| Sortino Ratio | 1.60 | 0.18 | 0.66 | 0.80 | 0.68 | 0.62 | 0.63 | |||
| Ulcer Index | 3.34 | 12.91 | 10.63 | 8.03 | 11.92 | 14.21 | 11.80 | |||
| Ratio: Return / Standard Deviation | 1.50 | 0.30 | 0.61 | 0.69 | 0.61 | 0.63 | 0.74 | |||
| Ratio: Return / Deepest Drawdown | 2.26 | 0.19 | 0.42 | 0.40 | 0.18 | 0.19 | 0.22 | |||
| % Positive Months details | 66% | 58% | 63% | 67% | 66% | 65% | 62% | |||
| Positive Months | 8 | 21 | 38 | 81 | 159 | 234 | 561 | |||
| Negative Months | 4 | 15 | 22 | 39 | 81 | 126 | 331 | |||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 10.13 | 16.39 | 16.39 | 21.60 | ||||||
| Worst 10 Years Return (%) - Annualized | 6.48 | -2.98 | -2.98 | |||||||
| Best 10 Years Return (%) - Annualized | 7.65 | 14.96 | 14.96 | 19.37 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.96 | -4.98 | -4.98 | |||||||
|
ROLLING PERIODS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 57.14 | 29.57 | 25.36 | 16.39 | 9.79 | 9.54 | ||||
| Worst Rolling Return (%) - Annualized | -42.31 | -16.19 | -6.72 | -2.98 | 4.69 | |||||
| % Positive Periods | 77% | 82% | 85% | 92% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 72.38 | 23.14 | 14.38 | 7.53 | 4.75 | 8.84 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 2.11 | 7.78 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 55.81 | 27.39 | 23.27 | 14.96 | 7.97 | 7.32 | ||||
| Worst Rolling Return (%) - Annualized | -42.98 | -18.13 | -8.67 | -4.98 | 2.99 | |||||
| % Positive Periods | 75% | 79% | 76% | 89% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 72.38 | 23.14 | 14.38 | 7.53 | 4.75 | 8.84 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 2.11 | 7.78 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Over all the available data source (Jan 1950 - Apr 2024) | ||||||||||
| Best Rolling Return (%) - Annualized | 61.82 | 33.89 | 28.30 | 21.60 | 15.84 | 12.58 | ||||
| Worst Rolling Return (%) - Annualized | -42.31 | -16.19 | -6.72 | -2.98 | 4.69 | 8.17 | ||||
| % Positive Periods | 77% | 89% | 92% | 97% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 72.38 | 23.02 | 14.23 | 7.53 | 4.59 | 3.96 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 1.65 | 3.38 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 57.68 | 31.44 | 26.60 | 19.37 | 12.90 | 9.11 | ||||
| Worst Rolling Return (%) - Annualized | -46.00 | -18.42 | -10.06 | -4.98 | 1.54 | 4.49 | ||||
| % Positive Periods | 74% | 84% | 82% | 88% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 72.38 | 23.02 | 14.23 | 7.53 | 4.59 | 3.96 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 1.65 | 3.38 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | 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.
The first official book of
Correlations as of Apr 30, 2024
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
Monthly correlations of Xtrackers MSCI USA EUR Hedged (XD9E.DE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
XTRACKERS MSCI USA EUR HEDGED (XD9E.DE) ETF
Monthly correlations as of 30 April 2024
Swipe left to see all data
| Correlation vs XD9E.DE | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.99
|
0.98
|
0.98
|
0.99
|
0.99
|
|
SPY
|
US Large Cap |
0.99
|
0.97
|
0.98
|
0.98
|
0.98
|
|
IJR
|
US Small Cap |
0.89
|
0.86
|
0.86
|
0.87
|
0.87
|
|
VNQ
|
US REITs |
0.91
|
0.84
|
0.74
|
0.62
|
0.62
|
|
QQQ
|
US Technology |
0.88
|
0.92
|
0.91
|
0.85
|
0.85
|
|
PFF
|
Preferred Stocks |
0.89
|
0.78
|
0.70
|
0.46
|
0.46
|
|
EFA
|
EAFE Stocks |
0.93
|
0.85
|
0.84
|
0.83
|
0.80
|
|
VT
|
World All Countries |
0.98
|
0.94
|
0.95
|
0.94
|
0.93
|
|
EEM
|
Emerging Markets |
0.80
|
0.67
|
0.66
|
0.75
|
0.72
|
|
VGK
|
Europe |
0.91
|
0.84
|
0.82
|
0.83
|
0.82
|
|
VPL
|
Pacific |
0.94
|
0.82
|
0.82
|
0.71
|
0.66
|
|
FLLA
|
Latin America |
0.86
|
0.67
|
0.54
|
0.66
|
0.65
|
|
BND
|
US Total Bond Market |
0.80
|
0.49
|
0.35
|
0.14
|
0.15
|
|
TLT
|
Long Term Treasuries |
0.86
|
0.21
|
0.09
|
-0.12
|
-0.10
|
|
BIL
|
US Cash |
0.23
|
-0.04
|
-0.02
|
-0.02
|
-0.02
|
|
TIP
|
TIPS |
0.76
|
0.60
|
0.48
|
0.18
|
0.20
|
|
LQD
|
Invest. Grade Bonds |
0.84
|
0.63
|
0.53
|
0.30
|
0.31
|
|
HYG
|
High Yield Bonds |
0.90
|
0.80
|
0.77
|
0.68
|
0.67
|
|
CWB
|
US Convertible Bonds |
0.92
|
0.88
|
0.88
|
0.87
|
0.87
|
|
BNDX
|
International Bonds |
0.72
|
0.51
|
0.38
|
0.14
|
0.15
|
|
EMB
|
Emerg. Market Bonds |
0.92
|
0.72
|
0.62
|
0.56
|
0.56
|
|
GLD
|
Gold |
0.05
|
0.21
|
0.06
|
0.05
|
0.05
|
|
DBC
|
Commodities |
0.02
|
0.43
|
0.39
|
0.32
|
0.32
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated 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 EUR HEDGED (XD9E.DE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1950 - 30 April 2024 (~74 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 EUR HEDGED (XD9E.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1950 - 30 April 2024 (~74 years)
If you need a deeper detail about rolling returns, please refer to the Xtrackers MSCI USA EUR Hedged (XD9E.DE) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in Xtrackers MSCI USA EUR Hedged (XD9E.DE) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Xtrackers MSCI USA EUR Hedged (XD9E.DE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
XTRACKERS MSCI USA EUR HEDGED (XD9E.DE) ETF
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1950 - 30 April 2024 (~74 years)
234 Positive Months (65%) - 126 Negative Months (35%)
561 Positive Months (63%) - 331 Negative Months (37%)
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Investment Returns, up to April 2018, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
Returns are calculated based on the performance of the original US asset, adjusted for actual currency exchange rates.
You can find additional information on extended Data Sources here.
Returns are calculated based on the performance of the original US asset, adjusted for actual currency exchange rates.
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