2022-03-21-港交所-ＴＲ_韩国_ＴＲ_富时５０_ＸＴＲＮ５０印度_ＸＴＲ_美国_ＴＲ_台湾_ＸＴＲ_富时越南_二零二一年年度报告_454页_1mb
报告摘要
Xtrackers Annual Report Summary (Year Ended 31 December 2021)
Core Content Overview
This document is the Annual Report and Audited Financial Statements for Xtrackers for the year ended 31 December 2021. It provides a comprehensive overview of the fund's organisational structure, financial performance, and details about various sub-funds and their share classes. The report is structured into sections such as Organisation, Directors' Report, Independent Auditor's Report, Information for Hong Kong Residents, Statistics, and Financial Statements.
Main Points and Key Information
Organisational Structure
- Registered Office: Xtrackers, 49, avenue J.F. Kennedy, L-1855 Luxembourg.
- Board of Directors:
- Thilo Wendenburg (Independent director)
- Philippe Ah-Sun (Global Head of Passive Operations at DWS Investments UK Limited)
- Alex McKenna (Previously on the board, resigned on 23 February 2022)
- Freddy Brausch (Independent director)
- Julien Boulliat (Appointed on 23 April 2021)
- Depository: State Street Bank International GmbH, Luxembourg Branch
- Management Company: DWS Investment S.A.
- Administrative, Paying, Domiciliary, and Listing Agent: State Street Bank International GmbH, Luxembourg Branch
- Registrar and Transfer Agent: State Street Bank International GmbH, Luxembourg Branch
- Investment Managers / Sub-Portfolio Managers:
- DWS Investments UK Limited
- DWS Investment GmbH
- DWS Investments Hong Kong Limited
- Harvest Global Investments Limited
- Securities Lending Agent: Deutsche Bank AG (Frankfurt, London, New York branches)
- Auditor: KPMG Luxembourg (changed legal form on 1 January 2022)
- Legal Advisers: Elvinger Hoss Prussen
Performance Figures for Share Classes
The report provides performance data for various share classes of Xtrackers' sub-funds. Key performance metrics include:
- Index Performance 2021
- Share Class Performance 2021
- Performance Difference/Tracking Difference
Performance figures are calculated based on the last official NAV published for 2021, which differs from the NAV used in the annual report. The performance figures in the report are not for trading purposes.
Summary of Performance Data
| ISIN | Sub-Fund Name | Share Class | Currency | Max All-In Fee | Index Performance 2021 | Share Class Performance 2021 | Performance Difference/Tracking Difference |
|---|---|---|---|---|---|---|---|
| LU0274208692 | Xtrackers MSCI WORLD SWAP UCITS ETF* | 1C | USD/USD | 0.45% | 21.82% | 21.75% | -0.07%/-0.07% |
| LU0274209237 | Xtrackers MSCI EUROPE UCITS ETF | 1D | GBP/GBP | 0.18% | 14.04% | 13.68% | -0.36%/-0.36% |
| LU0274210672 | Xtrackers MSCI USA SWAP UCITS ETF* | 1C | USD/USD | 0.65% | -17.34% | -17.96% | -0.56%/-0.56% |
| LU0274211480 | Xtrackers DAX UCITS ETF | 1C | EUR/EUR | 0.40% | -16.41% | -16.46% | -0.05%/-0.04% |
| LU0292095535 | Xtrackers EURO STOXX QUALITY DIVIDEND UCITS ETF | 1D | EUR/EUR | 0.30% | 18.84% | 19.29% | 0.45%/0.45% |
| LU0292100806 | Xtrackers S&P 500 INVERSE DAILY SWAP UCITS ETF* | 1C | USD/USD | 0.50% | -23.52% | -23.36% | 0.16%/0.17% |
| LU0322251520 | Xtrackers S&P 500 2X LEVERAGED DAILY SWAP UCITS ETF* | 1C | USD/USD | 0.60% | 61.30% | 60.51% | -0.79%/-0.79% |
| LU0322253732 | Xtrackers MSCI EUROPE ESG SCREENED UCITS ETF | 1C | USD/USD | 0.12% | 14.15% | 14.09% | -0.06%/-0.05% |
| LU0322253906 | Xtrackers MSCI EUROPE SMALL CAP UCITS ETF | 1C | USD/USD | 0.30% | 15.09% | 15.11% | 0.02%/0.02% |
| LU0322253229 | Xtrackers S&P GLOBAL INFRASTRUCTURE SWAP UCITS ETF* | 1C | USD/USD | 0.60% | 11.04% | 10.70% | -0.34%/-0.34% |
| LU0322250712 | Xtrackers LPX PRIVATE EQUITY SWAP UCITS ETF* | 1C | EUR/EUR | 0.70% | 64.16% | 63.25% | -0.91%/-0.91% |
| LU0328474803 | Xtrackers S&P ASX 200 UCITS ETF | 1D | AUD/AUD | 0.50% | 17.23% | 16.58% | -0.65%/-0.65% |
| LU0328475792 | Xtrackers STOXX EUROPE 600 UCITS ETF | 1C | EUR/EUR | 0.20% | 24.91% | 25.12% | 0.21%/0.21% |
| LU0328476410 | Xtrackers S&P SELECT FRONTIER SWAP UCITS ETF* | 1C | USD/USD | 0.95% | 18.53% | 15.30% | -3.23%/-3.23% |
| LU0356591882 | Xtrackers USD OVERNIGHT RATE SWAP UCITS ETF* | 1C | USD/USD | 0.15% | 0.07% | -0.08% | 0.15%/0.15% |
| LU0411078636 | Xtrackers S&P 500 2X INVERSE DAILY SWAP UCITS ETF* | 1C | USD/USD | 0.70% | -42.61% | -42.45% | 0.16%/0.16% |
| LU0476289623 | Xtrackers MSCI INDONESIA SWAP UCITS ETF* | 1C | USD/USD | 0.35% | 25.98% | 25.83% | -0.15%/-0.15% |
| LU0476289540 | Xtrackers MSCI CANADA UCITS ETF | 1C | USD/USD | 0.35% | 25.98% | 25.83% | -0.15%/-0.15% |
| LU0455009935 | Xtrackers MSCI PACIFIC EX JAPAN UCITS ETF | 2C - EUR Hedged | USD/USD | 0.25% | 7.78% | 7.57% | -0.21%/-0.20% |
| LU0292106753 | Xtrackers EURO STOXX 50 SHORT DAILY SWAP UCITS ETF* | 1C | EUR/EUR | 0.40% | -22.12% | -22.10% | 0.02%/0.02% |
Key Notes
- Several sub-funds changed their names during the year, and the specific changes are detailed in the Notes to the Financial Statements under the "Significant Events of the Year" section.
- Some share classes were launched or terminated during the year, with specific dates noted.
- Synthetic ETFs are marked with an asterisk (*), and they are included in the report.
- Performance differences and tracking differences are calculated for currency-hedged and unhedged share classes. The Performance Difference reflects the difference between the currency-hedged share class and the unhedged benchmark index, while the Tracking Difference reflects the difference between the unhedged share class and the unhedged benchmark index.
- A few sub-funds terminated on specific dates, such as 8 December 2021.
Conclusion
The report outlines the structure and performance of Xtrackers’ sub-funds and share classes for the year ended 31 December 2021. It includes detailed financial data, organisational roles, and notes on significant changes and events during the year. The performance data highlights the tracking and currency hedging differences, while the sub-fund names and share class statuses reflect dynamic changes in the fund's structure.
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