Xtrackers (IE) Plc - Xtrackers MSCI USA ESG UCITS ETF 1C | XZMU

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Morningstar Rating™(Relative to Category)31/12/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearHighAbove Average5 star
5-Year--Not Rated
10-Year--Not Rated
OverallHighAbove Average5 star
 
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1 Year Daily Volatility Chart (annualised)
  • Xtrackers (IE) Plc - Xtrackers MSCI USA ESG UCITS ETF 1C | XZMU
  • Russell 1000 TR USD
%
Volatility Measurements31/12/2021
 
3-Yr Std Dev14.59 %
3-Yr Mean Return27.78 %
 
3-Yr Sharpe Ratio1.67
 
Modern Portfolio Statistics31/12/202131/12/2021
 Standard IndexBest Fit Index
 Russell 1000 TR USD  MSCI USA NR USD
3-Yr Beta0.980.99
3-Yr Alpha2.862.81
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)