Xtrackers MSCI World Momentum UE 1C/ IE00BL25JP72 /
| NAV5/30/2023 | Chg.-0.1783 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 45.2098USD | -0.39% | reinvestment | Equity Worldwide | DWS Investment SA ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2014 | - | - | - | - | - | - | - | - | - | 0.27 | 1.40 | -1.87 | - |
| 2015 | -0.91 | 5.44 | -0.95 | 2.19 | 0.64 | -2.38 | 1.39 | -5.50 | -4.64 | 7.63 | 0.58 | -1.76 | +0.95% |
| 2016 | -6.68 | -0.58 | 7.01 | 1.63 | 0.27 | -1.20 | 4.85 | -0.09 | 0.43 | -1.71 | 0.52 | 1.47 | +5.43% |
| 2017 | 3.57 | 2.34 | 2.13 | 1.89 | 4.24 | 0.19 | 3.10 | 1.45 | 2.54 | 4.55 | 1.87 | 0.86 | +32.71% |
| 2018 | 7.43 | -1.62 | -3.35 | 1.45 | 2.85 | -0.37 | 2.21 | 4.50 | 0.96 | -9.88 | 1.43 | -8.30 | -4.02% |
| 2019 | 7.42 | 3.67 | 2.58 | 3.20 | -3.64 | 6.31 | 1.00 | 0.06 | -0.82 | 1.23 | 2.58 | 2.45 | +28.79% |
| 2020 | 2.62 | -7.18 | -10.22 | 10.12 | 5.74 | 4.60 | 6.66 | 6.60 | -2.23 | -3.56 | 9.86 | 4.30 | +27.96% |
| 2021 | 0.80 | -0.65 | 0.24 | 6.78 | -1.03 | 1.08 | 1.64 | 3.17 | -3.72 | 7.52 | -3.07 | 1.44 | +14.47% |
| 2022 | -7.75 | -2.16 | 4.44 | -11.34 | -0.13 | -7.55 | 4.37 | -2.55 | -7.34 | 9.96 | 5.34 | -2.46 | -17.83% |
| 2023 | 1.07 | -3.22 | 0.89 | 2.88 | -4.06 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 10.79% | 10.88% | 14.02% | 18.26% | 19.71% |
| Sharpe ratio | -0.91 | -1.22 | -0.62 | 0.11 | 0.14 |
| Best month | +2.88% | +5.34% | +9.96% | +9.96% | +10.12% |
| Worst month | -4.06% | -4.06% | -7.55% | -11.34% | -11.34% |
| Maximum loss | -7.77% | -8.85% | -13.85% | -29.75% | -31.48% |
| Outperformance | +10.89% | - | +10.62% | +27.80% | - |
All quotes in USD
Performance
| YTD | -2.60% | ||
|---|---|---|---|
| 6 Months | -4.99% | ||
| 1 Year | -5.20% | ||
| 3 Years | +17.08% | ||
| 5 Years | +35.09% | ||
| 10 Years | - | ||
| Since start | +97.60% | ||
| Year | |||
| 2022 | -17.83% | ||
| 2021 | +14.47% | ||
| 2020 | +27.96% | ||
| 2019 | +28.79% | ||
| 2018 | -4.02% | ||
| 2017 | +32.71% | ||
| 2016 | +5.43% | ||
| 2015 | +0.95% | ||