Xtrackers USD (Switzerland) Performance
| XGBU Etf | 30.59 0.11 0.36% |
The entity maintains a market beta of 0.039, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xtrackers USD's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers USD is expected to be smaller as well.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Xtrackers USD Corporate are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, Xtrackers USD is not utilizing all of its potentials. The current stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
Xtrackers |
Xtrackers USD Relative Risk vs. Return Landscape
If you would invest 3,044 in Xtrackers USD Corporate on September 3, 2024 and sell it today you would earn a total of 15.00 from holding Xtrackers USD Corporate or generate 0.49% return on investment over 90 days. Xtrackers USD Corporate is generating 0.0078% of daily returns and assumes 0.2125% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than Xtrackers, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Xtrackers USD Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers USD's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers USD Corporate, and traders can use it to determine the average amount a Xtrackers USD's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0366
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Estimated Market Risk
| 0.21 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average Xtrackers USD is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Xtrackers USD by adding it to a well-diversified portfolio.