Xtrackers Cybersecurity Information Ratio
| PSWD ETF | | | 33.79 0.05 0.15% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is Xtrackers Cybersecurity's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The current Information Ratio of 0.0792 places Xtrackers Cybersecurity at positive but modest excess return per unit of tracking risk. Xtrackers Cybersecurity has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0792 | |
Information Ratio Peers Comparison
Among sector peers, Xtrackers Cybersecurity's Information Ratio of 0.0792 is below the 0.08 group average. The range runs from -0.0439 (Goldman Sachs India) to 0.2349 (Xtrackers Semiconductor Select). Xtrackers Cybersecurity's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Xtrackers Cybersecurity and its peers. Each point represents one equity — position along the horizontal axis shows Information 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 Information Ratio at
0.08 and Maximum Drawdown at
7.67 , Xtrackers Cybersecurity shows a
96.89 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Information Ratio for Xtrackers Cybersecurity.
Methodology, Assumptions & Data Sources
Xtrackers Cybersecurity has a current Information Ratio reading of 0.0792. Information Ratio for Xtrackers Cybersecurity is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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