Xtrackers LPX Private Equity Swap UCITS ETF

Ticker

XLPE.L

ISIN

LU032225071

Price

GBp 10,493.00

Change Today

-141.00 / -1.326 %

Price 1 year ago

7,051.50 / 48.805 %

Morningstar

3

52 Week Low

7,140.00

52 Week High

10,635.50

200 Day Moving Average 9,042.47

9,042.47

50-day Moving Average

10,213.19


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.93
Sortino Ratio 0.76
Maximum Drawdown -14.7%
Maximum Drawdown Date 2024-01-09
Calmar Ratio -3.14

1 year

Parameter Value
Return 9.28
Volatility 31.836%
Alpha None
Beta None
R Squared None

History

Parameter Value
Average Annual Return 18.589%
Average Annual Volatility 28.542%
Sharpe Ratio 0.65
Sortino Ratio 0.71
Maximum Drawdown -46.0%
Maximum Drawdown Date 2009-03-09
Calmar Ratio -0.42

Company information

Summary

The aim is for your investment to reflect the performance of the LPX Major MarketĀ® Index (the "Reference Index") which is designed to reflect the performance of the 25 most frequently traded private equity companies. The main business purpose of the companies must be private equity (which involves investing in companies which are not listed on a stock exchange). Further information on the Reference Index is contained under "General Description of the Reference Index".

Market

GB

Category

--

Expense Ratio

0.70%

Fund family

DWS Investment S.A. (ETF)

Morningstar

3

Yield
-
Exchange
LSE
Sector Weight
Healthcare 19.41%
Financial services 16.55%
Technology 14.85%
Communication services 14.74%
Realestate 11.59%
Consumer cyclical 6.36%
Consumer defensive 4.31%
Industrials 4.11%
Basic materials 1.58%
Energy 0.66%
Utilities 0.00%
None

Holdings

Symbol Name Allocation
TRS LPX Major Market TR EUR 100%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
XCHA.L Xtrackers CSI300 Swap UCITS ETF LU077980091 LSE 0.50% 4
XIDD.L Xtrackers MSCI Indonesia Swap UCITS ETF LU047628962 LSE 0.65% 4
XMID.L Xtrackers MSCI Indonesia Swap UCITS ETF LU047628962 LSE 0.65% 4
XMUD.L Xtrackers MSCI USA Swap UCITS ETF LU027421067 LSE 0.15% 5 -0.69
XMUS.L Xtrackers MSCI USA Swap UCITS ETF LU027421067 LSE 0.15% 5 -0.69
XMWD.L Xtrackers MSCI World Swap UCITS ETF LU027420869 LSE 0.29% 4 +0.91
XSPU.L Xtrackers S&P 500 Swap UCITS ETF LU049061854 LSE 0.15% 5
XSPX.L Xtrackers S&P 500 Swap UCITS ETF LU049061854 LSE 0.15% 5

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.