Does Direct3D 11 enable Z-clipping/discard by default?

I'm rendering simple 2D figures in DirectX 11.1 and I cannot get Z-values to be rendered; all pixels with Z != 0 get discarded. I'm doing proper world transform as far as I know. X/Y translations work. Rotation over Z works.

Do I need to setup a depth/stencil buffer to avoid DirectX to discard all primitives with Z coordinates?

Thanks, I'll supply any additional information ,code or screens if required.

EDIT:

I've fixed D3D11_VIEWPORT minDepth and MaxDepth members to 0.0/1.0 (I was clearing both to zero). Now pixels with 1.0 < z < 0.0 are discarded.

EDIT 2:

My platform is Windows Runtime App (Win8.1 / WinPhone 8.1).

EDIT 3:
Example screenshots.

Rotated triangle over the Y-axis (pixels with Z>1 discarded)

Triangle Vertex at (x=-0.5,y=-0.5) with z=2. Clipped and hidden.

• I'd suggest that you try changing the parameters of the DepthStencilState and try introducing a depth buffer, to see if things change. You can easily construct a DSS with default parameters by using the CD3D11DEPTH_STENCIL_DESC helper constructed with an CD3D11_DEFAULT{} argument. – Lars Viklund Dec 28 '15 at 18:00
• Yes, to be more precise only pixels with 0 < Z < 1 got rendered. I'll add this data to the question. Thanks for your suggestion. – Hernán Dec 28 '15 at 18:02
• Are you using a projection matrix, and if so, is it properly made or does it project all but a sliver of your geometry out of bounds? – Lars Viklund Dec 28 '15 at 18:03
• No projection matrix is enabled in the vertex shader, only the world transformation one. – Hernán Dec 28 '15 at 18:04
• Note that Direct3D clip space is a halfcube with [-1 to +1] on X and Y, and (0 to +1] on Z. You're only going to see Z between 0 and Z/W, which if you're showing unprojected geometry with W=1, is 0 and 1. – Lars Viklund Dec 28 '15 at 22:39

A common mistake is to zero out MinDepth and MaxDepth of the D3D11_VIEWPORT, effectively clamping all depth to the near plane.
In Direct3D 11, normalized device coordinates in clip space after W division run from [-1.0, +1.0] on the X and Y axes, and (0.0, 1.0] on the Z axis.
If your post-projection geometry has a Z/W <= 0.0 or 1.0 < Z/W, the fragments will be clipped.