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Xtrackers MSCI EAFE Hedged Equity ETF (DBEF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS2330512003
CUSIP233051200
IssuerDWS
Inception DateJun 9, 2011
RegionDeveloped Markets (EAFE)
CategoryHedge Fund
Index TrackedMSCI EAFE US Dollar Hedged Index
Home Pageetf.dws.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

DBEF has a high expense ratio of 0.36%, indicating higher-than-average management fees.


Expense ratio chart for DBEF: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Xtrackers MSCI EAFE Hedged Equity ETF

Popular comparisons: DBEF vs. HEFA, DBEF vs. SPY, DBEF vs. PWJZX, DBEF vs. VXUS, DBEF vs. JEPI, DBEF vs. VOO, DBEF vs. SCHD, DBEF vs. QQQ, DBEF vs. DXJ, DBEF vs. IHDG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers MSCI EAFE Hedged Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%December2024FebruaryMarchAprilMay
220.81%
316.98%
DBEF (Xtrackers MSCI EAFE Hedged Equity ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers MSCI EAFE Hedged Equity ETF had a return of 13.66% year-to-date (YTD) and 20.41% in the last 12 months. Over the past 10 years, Xtrackers MSCI EAFE Hedged Equity ETF had an annualized return of 9.17%, while the S&P 500 had an annualized return of 10.99%, indicating that Xtrackers MSCI EAFE Hedged Equity ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date13.66%11.18%
1 month5.84%5.60%
6 months17.28%17.48%
1 year20.41%26.33%
5 years (annualized)11.80%13.16%
10 years (annualized)9.17%10.99%

Monthly Returns

The table below presents the monthly returns of DBEF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.35%3.88%4.09%-1.15%13.66%
20237.73%0.00%1.38%2.53%-1.41%4.00%1.58%-1.95%-0.94%-2.21%5.45%2.85%20.15%
2022-2.78%-3.27%2.11%-1.86%1.19%-5.70%5.40%-3.13%-5.80%6.27%7.87%-4.32%-5.13%
2021-0.24%3.04%5.09%1.13%2.72%1.23%0.35%1.91%-1.62%3.20%-2.95%4.47%19.60%
2020-1.92%-7.64%-12.42%5.75%5.22%2.58%-1.89%3.64%-0.42%-3.76%12.53%2.74%2.03%
20196.24%3.51%1.76%3.56%-4.79%4.91%0.57%-1.89%3.69%1.70%2.34%1.38%24.94%
20181.51%-3.78%-1.06%3.88%-0.22%-0.42%3.09%-1.48%1.41%-6.43%0.46%-6.29%-9.52%
20170.71%1.98%2.67%1.42%2.37%-0.46%0.37%0.17%2.82%3.19%-0.59%1.03%16.74%
2016-4.01%-5.14%3.28%0.43%2.81%-2.62%3.48%1.35%0.65%0.91%1.43%4.05%6.29%
20153.00%6.51%1.15%0.77%1.92%-4.56%3.49%-7.90%-4.40%6.90%1.69%-3.40%4.08%
2014-4.49%4.12%-0.51%0.63%2.53%-0.07%-0.91%1.54%-0.14%1.00%2.15%-2.15%3.47%
20135.62%0.69%3.23%3.80%-0.52%-2.67%4.05%-1.69%5.35%3.26%1.07%1.87%26.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DBEF is 83, placing it in the top 17% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DBEF is 8383
DBEF (Xtrackers MSCI EAFE Hedged Equity ETF)
The Sharpe Ratio Rank of DBEF is 8181Sharpe Ratio Rank
The Sortino Ratio Rank of DBEF is 8080Sortino Ratio Rank
The Omega Ratio Rank of DBEF is 8181Omega Ratio Rank
The Calmar Ratio Rank of DBEF is 9292Calmar Ratio Rank
The Martin Ratio Rank of DBEF is 8383Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DBEF
Sharpe ratio
The chart of Sharpe ratio for DBEF, currently valued at 2.19, compared to the broader market0.002.004.006.002.19
Sortino ratio
The chart of Sortino ratio for DBEF, currently valued at 3.08, compared to the broader market0.005.0010.003.08
Omega ratio
The chart of Omega ratio for DBEF, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for DBEF, currently valued at 3.08, compared to the broader market0.005.0010.0015.003.08
Martin ratio
The chart of Martin ratio for DBEF, currently valued at 10.51, compared to the broader market0.0020.0040.0060.0080.00100.0010.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.006.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Xtrackers MSCI EAFE Hedged Equity ETF Sharpe ratio is 2.19. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers MSCI EAFE Hedged Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.19
2.38
DBEF (Xtrackers MSCI EAFE Hedged Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers MSCI EAFE Hedged Equity ETF granted a 3.92% dividend yield in the last twelve months. The annual payout for that period amounted to $1.65 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.65$1.65$5.11$0.89$0.81$1.02$0.90$0.95$0.72$1.00$1.37$0.41

Dividend yield

3.92%4.46%15.85%2.28%2.41%3.03%3.22%2.98%2.55%3.70%5.08%1.48%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers MSCI EAFE Hedged Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$1.61$0.00$0.00$0.00$0.00$0.00$0.03$1.65
2022$0.00$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$4.61$5.11
2021$0.00$0.00$0.00$0.00$0.00$0.66$0.00$0.00$0.00$0.00$0.00$0.24$0.89
2020$0.00$0.00$0.00$0.00$0.00$0.37$0.00$0.00$0.00$0.00$0.00$0.44$0.81
2019$0.00$0.00$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.00$0.00$0.34$1.02
2018$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.60$0.90
2017$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.00$0.00$0.00$0.00$0.38$0.95
2016$0.00$0.00$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.00$0.00$0.03$0.72
2015$0.00$0.00$0.00$0.00$0.00$0.78$0.00$0.00$0.00$0.00$0.00$0.22$1.00
2014$0.00$0.00$0.00$0.00$0.00$0.37$0.00$0.00$0.00$0.00$0.00$1.00$1.37
2013$0.41$0.00$0.00$0.00$0.00$0.00$0.00$0.41

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-0.09%
DBEF (Xtrackers MSCI EAFE Hedged Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI EAFE Hedged Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Xtrackers MSCI EAFE Hedged Equity ETF was 32.46%, occurring on Mar 16, 2020. Recovery took 200 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.46%Feb 13, 202022Mar 16, 2020200Dec 29, 2020222
-23.46%May 28, 2015180Feb 11, 2016264Mar 1, 2017444
-21.59%Jul 12, 201157Nov 23, 2011221Oct 31, 2012278
-15.41%Jan 24, 2018232Dec 24, 201877Apr 16, 2019309
-14.95%Jan 5, 2022186Sep 30, 202277Jan 23, 2023263

Volatility

Volatility Chart

The current Xtrackers MSCI EAFE Hedged Equity ETF volatility is 2.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
2.45%
3.36%
DBEF (Xtrackers MSCI EAFE Hedged Equity ETF)
Benchmark (^GSPC)