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ISIN
US2330516970
CUSIP
233051697
Inception Date
Dec 10, 2014
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
MSCI EMU IMI 100% Hedged to USD Net Variant
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$73M

Share Price Chart


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Performance

DBEZ Performance Chart

Xtrackers MSCI Eurozone Hedged Equity ETF (DBEZ) is up 9.5% since the beginning of the year. DBEZ is currently trading at $60 per share. Investors who bought $1,000 worth of DBEZ shares 5 years ago would now be looking at an investment worth $1,745.


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S&P 500 Index

Returns By Period

Xtrackers MSCI Eurozone Hedged Equity ETF (DBEZ) has returned 9.52% so far this year and 18.85% over the past 12 months. Over the last ten years, DBEZ has returned 11.73% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Xtrackers MSCI Eurozone Hedged Equity ETF

1D
-0.83%
1M
5.81%
YTD
9.52%
6M
11.46%
1Y
18.85%
3Y*
16.73%
5Y*
11.78%
10Y*
11.73%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBEZ Monthly Returns History

Based on dividend-adjusted daily data since Dec 15, 2014, DBEZ's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +17.6%, while the worst month was Mar 2020 at -18.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DBEZ closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.2%, while the worst single day was Mar 16, 2020 at -13.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.25%3.55%-6.63%5.60%3.91%-0.02%9.52%
20257.16%4.49%-2.37%-0.06%6.23%-0.79%0.63%0.82%2.99%2.22%0.47%2.09%26.14%
20241.42%3.84%4.43%-2.15%4.09%-2.90%0.28%1.82%0.73%-3.21%0.01%1.13%9.51%
202310.53%1.63%0.58%2.09%-2.01%3.88%1.52%-2.75%-3.68%-2.67%8.27%3.50%21.78%
2022-2.36%-6.80%0.25%-2.52%2.45%-9.18%7.65%-5.53%-7.15%9.54%9.89%-4.45%-10.13%
2021-0.43%4.17%6.16%2.20%3.22%0.72%1.20%2.53%-3.48%4.54%-3.55%4.57%23.52%

Benchmark Metrics

Xtrackers MSCI Eurozone Hedged Equity ETF has an annualized alpha of 0.94%, beta of 0.86, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since December 16, 2014.

  • This ETF participated in 80.82% of S&P 500 Index downside but only 80.01% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.86 and R2 of 0.66, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.94%
Beta
0.86
0.66
Upside Capture
80.01%
Downside Capture
80.82%

Expense Ratio

DBEZ has an expense ratio of 0.47%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DBEZ ranks 38 for risk / return — below 38% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DBEZ Risk / Return Rank: 3838
Overall Rank
DBEZ Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DBEZ Sortino Ratio Rank: 3737
Sortino Ratio Rank
DBEZ Omega Ratio Rank: 3737
Omega Ratio Rank
DBEZ Calmar Ratio Rank: 3535
Calmar Ratio Rank
DBEZ Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Xtrackers MSCI Eurozone Hedged Equity ETF (DBEZ) and compare them to S&P 500 Index.


DBEZBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.24

1.41

-0.17

Calmar ratioReturn relative to maximum drawdown

1.72

2.93

-1.21

Martin ratioReturn relative to average drawdown

6.67

13.52

-6.85

Dividends

Dividend History

Xtrackers MSCI Eurozone Hedged Equity ETF provided a 3.84% dividend yield over the last twelve months, with an annual payout of $2.32 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.32$2.32$0.28$0.77$0.59$0.65$0.65$0.95$0.68$0.64$0.92$1.29

Dividend yield

3.84%4.20%0.62%1.84%1.68%1.64%1.99%2.86%2.56%2.11%3.42%4.92%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$1.57$0.00$0.00$0.00$0.00$0.00$0.75$2.32
2024$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.25$0.28
2023$0.00$0.00$0.00$0.00$0.00$0.77$0.00$0.00$0.00$0.00$0.00$0.00$0.77
2022$0.00$0.00$0.00$0.00$0.00$0.59$0.00$0.00$0.00$0.00$0.00$0.00$0.59
2021$0.00$0.00$0.00$0.00$0.00$0.58$0.00$0.00$0.00$0.00$0.00$0.08$0.65

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI Eurozone 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 Eurozone Hedged Equity ETF was 38.76%, occurring on Mar 16, 2020. Recovery took 207 trading sessions.

The current Xtrackers MSCI Eurozone Hedged Equity ETF drawdown is 0.83%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-38.76%Mar 2020
25d9mo 28d
10mo 23dFeb 2020 - Jan 2021
2016 bear market2016
-25.47%Feb 2016
10mo 4d1y 1mo
1y 11moApr 2015 - Mar 2017
Bear market2022
-23.38%Sep 2022
10mo 17d4mo 18d
1y 3moNov 2021 - Feb 2023
Rate-hike selloffLate 2018
-18.37%Dec 2018
7mo 5d4mo 7d
11mo 12dMay 2018 - Apr 2019
2025 selloff2025
-15.59%Apr 2025
19d1mo 4d
1mo 23dMar 2025 - May 2025

Drawdown Indicators


DBEZBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.76%

-56.78%

+18.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-9.10%

-1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-15.59%

-18.90%

+3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

-25.43%

+2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-38.76%

-33.92%

-4.84%

Current Drawdown

Current decline from peak

-0.83%

-0.74%

-0.09%

Average Drawdown

Average peak-to-trough decline

-5.81%

-10.72%

+4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

1.97%

+0.86%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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