Xtrackers S&P 500 ESG ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return N/A
YTD return -1.95%
Beta 3Y 0.00
Total Assets 851.25M
Annual report expense ratio 0.10%

Company description

The index is a broad-based, market capitalization weighted index that provides exposure to companies with high environmental, social and governance ("ESG") performance relative to their sector peers, while maintaining similar overall industry group weights as the S&P 500 Index. The fund uses a full replication indexing strategy to seek to track the underlying index. It is non-diversified.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Xtrackers S&P 500 ESG ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Xtrackers S&P 500 ESG ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Xtrackers S&P 500 ESG ETF

Here is the result of two systematic investment strategies applied to Xtrackers S&P 500 ESG ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Xtrackers S&P 500 ESG ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Xtrackers S&P 500 ESG ETF:

Xtrackers S&P 500 ESG ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 29.61% on the backtest period.

Performance at glance

Performance

29.61 %

Latent gain

362.64 $

Invested capital

1224.56 $

Annualized return

12.24 %
Build your Trading System
Automated Trading using Prorealtime ebook

Momentum strategy results on Xtrackers S&P 500 ESG ETF

This is the result of two momentum investment strategies applied to Xtrackers S&P 500 ESG ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Xtrackers S&P 500 ESG ETF

The following chart shows all the entries opened by the momentum investment system on Xtrackers S&P 500 ESG ETF:

Xtrackers S&P 500 ESG ETF momentum entries
  • The first momentum investment strategy would give 34.65% of return on Xtrackers S&P 500 ESG ETF. That represents 959.85$ of latent gain with 2770.07$ of employed capital.
  • The second momentum investment strategy would give 30.42% of return on Xtrackers S&P 500 ESG ETF. That represents 462.8$ of latent gain with 1521.2$ of employed capital.
Performance at glance (1Q Momentum)

Performance

34.65 %

Latent gain

959.85 $

Invested capital

2770.07 $

Annualized return

0.0 %
Performance at glance (2Q Momentum)

Performance

30.42 %

Latent gain

462.8 $

Invested capital

1521.2 $

Annualized return

15.68 %

Momentum equity curve on Xtrackers S&P 500 ESG ETF

The following chart shows the equity curve of the two momentum strategies applied to Xtrackers S&P 500 ESG ETF:

Xtrackers S&P 500 ESG ETF momentum equity

Note: the dividends potentially given by Xtrackers S&P 500 ESG ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Xtrackers S&P 500 ESG ETF

The following chart shows the employed capital evolution of the two momentum strategies on Xtrackers S&P 500 ESG ETF since the beginning:

Xtrackers S&P 500 ESG ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Xtrackers S&P 500 ESG ETF

Buy the dip entry openings on Xtrackers S&P 500 ESG ETF

Xtrackers S&P 500 ESG ETF

The performance achieved by the robo-advisor on Xtrackers S&P 500 ESG ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows Xtrackers S&P 500 ESG ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Xtrackers S&P 500 ESG ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

0.0 %

Equity curve of the strategy applied to Xtrackers S&P 500 ESG ETF

The following chart shows the result of the investment strategy applied to Xtrackers S&P 500 ESG ETF:

Xtrackers S&P 500 ESG ETF

Note: the dividends potentially given by Xtrackers S&P 500 ESG ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Xtrackers S&P 500 ESG ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Xtrackers S&P 500 ESG ETF:

Xtrackers S&P 500 ESG ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Xtrackers S&P 500 ESG ETF

In this section, I will compare the three previous investment strategies applied to Xtrackers S&P 500 ESG ETF.

Equity curve comparison on Xtrackers S&P 500 ESG ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Xtrackers S&P 500 ESG ETF investment strategy comparison

Employed capital comparison on Xtrackers S&P 500 ESG ETF

Xtrackers S&P 500 ESG ETF investment comparison

Performance comparison on Xtrackers S&P 500 ESG ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 29.61% 362.64$ 1224.56$ 12.24%
Momentum 1 quarter 34.65% 959.85$ 2770.07$ 15.89%
Momentum 2 quarters 30.42% 462.8$ 1521.2$ 15.68%
Non-directional 0% 0.0$ 0.0$ 0.0%
Annualized return comparison

Automatic investment

12.24 %

Momentum 1Q

15.68 %

Momentum 2Q

15.68 %

Non-directional

0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Xtrackers S&P 500 ESG ETF:

Positive correlations

Most correlated stocks this year

  • Xtrackers S&P 500 ESG ETF

  • Most correlated stocks last 3 months

  • Chunghwa Telecom
  • Xtrackers S&P 500 ESG ETF
  • Amyris Inc

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • SRE GROUP
  • EXCALIBURGLOBAL
  • KOS INTL

  • Note: The algorithm computes the probability of correlation between Xtrackers S&P 500 ESG ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of Xtrackers S&P 500 ESG ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name Xtrackers S&P 500 ESG ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker SNPE
    Market

    Xtrackers S&P 500 ESG ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown