DBX ETF Treynor Ratio
| MIDE ETF | | | USD 37.02 -0.15 -0.40% |
The Treynor Ratio measures excess return per unit of systematic risk (beta) rather than total risk. It is calculated as (Portfolio Return - Risk-Free Rate) / Beta, isolating how well the asset compensates investors for market exposure that cannot be diversified away. Below is DBX ETF's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At 0.0858, DBX ETF's Treynor Ratio indicates positive return per unit of systematic risk. DBX ETF has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0858 | |
| ER[a] | = | Expected return on investing in DBX ETF |
| BETA | = | Beta coefficient between DBX ETF and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages 0.04 for Treynor Ratio, with DBX ETF at 0.0858 falling above that level. Readings span -0.2174 (KraneShares Trust) to 0.2317 (ProShares Nanotechnology ETF). DBX ETF has earned more return per unit of systematic risk than the peer average.
Treynor Ratio Relative To Other Indicators
The chart below plots Treynor Ratio against Maximum Drawdown for DBX ETF and its peers. Each point represents one equity — position along the horizontal axis shows Treynor Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
With Treynor Ratio at
0.09 and Maximum Drawdown at
5.54 , DBX ETF shows a
64.59 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for DBX ETF.
Methodology, Assumptions & Data Sources
The current Treynor Ratio for DBX ETF is 0.0858. The Treynor Ratio for DBX ETF applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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