DBX ETF Information Ratio
| QARP ETF | | | USD 64.19 -0.26 -0.40% |
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 DBX ETF's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The current Information Ratio of 0.0769 places DBX ETF at positive but modest excess return per unit of tracking risk. DBX ETF has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0769 | |
Information Ratio Peers Comparison
Among sector peers, DBX ETF's Information Ratio of 0.0769 is above the 0.05 group average. The range runs from -0.0121 (Invesco SAMPP 500) to 0.1153 (abrdn Focused Small). DBX ETF's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for DBX ETF 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.
DBX ETF's Information Ratio reads
0.08 while Maximum Drawdown reads
2.98 , a
38.82 ratio between the two. This indicates Maximum Drawdown substantially exceeds Information Ratio for DBX ETF.
Methodology, Assumptions & Data Sources
DBX ETF's Information Ratio currently stands at 0.0769. DBX ETF's Information Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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