- ISIN
- US2586206326
- CUSIP
- 258620632
- Issuer
- DoubleLine
- Inception Date
- Dec 22, 2016
- Category
- Europe Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
DSEUX Performance Chart
DoubleLine Shiller Enhanced International CAPE (DSEUX) is up 18.0% since the beginning of the year. DSEUX is currently trading at $16 per share. Investors who bought $1,000 worth of DSEUX shares 5 years ago would now be looking at an investment worth $1,471.
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Compare this symbol against anything
Returns By Period
DoubleLine Shiller Enhanced International CAPE (DSEUX) has returned 17.99% so far this year and 36.40% over the past 12 months.
DoubleLine Shiller Enhanced International CAPE
- 1D
- 0.38%
- 1M
- 3.64%
- 6M
- 13.03%
- YTD
- 17.99%
- 1Y
- 36.40%
- 3Y*
- 14.47%
- 5Y*
- 8.02%
- 10Y*
- —
- ALL TIME*
- 9.83%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DSEUX Monthly Returns History
Based on dividend-adjusted daily data since Dec 27, 2016, DSEUX's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +18.1%, while the worst month was Mar 2020 at -19.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DSEUX closed higher 52% of trading days. The best single day was May 18, 2020 with a return of +5.9%, while the worst single day was Mar 12, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.39% | 6.83% | -3.60% | 3.99% | 3.86% | -3.64% | 5.45% | 17.99% | |||||
| 2025 | 5.14% | 2.57% | 0.74% | 3.14% | 2.50% | 0.03% | -2.85% | 5.42% | 3.11% | 2.15% | 2.18% | 2.06% | 29.25% |
| 2024 | -0.51% | -0.92% | 3.89% | -2.61% | 4.14% | -1.84% | 1.72% | 4.23% | 4.13% | -8.26% | -3.55% | -3.34% | -3.73% |
| 2023 | 7.98% | -2.68% | 5.00% | 5.16% | -7.99% | 4.29% | 3.12% | -4.19% | -5.01% | -3.26% | 9.83% | 5.65% | 17.30% |
| 2022 | -2.04% | -2.32% | -1.29% | -4.27% | -0.17% | -9.61% | 4.11% | -5.75% | -11.20% | 4.46% | 12.42% | -1.05% | -17.38% |
| 2021 | -0.71% | 1.79% | 5.35% | 4.29% | 4.93% | -1.14% | -0.53% | 0.14% | -1.60% | 3.75% | -4.37% | 5.71% | 18.40% |
Benchmark Metrics
DoubleLine Shiller Enhanced International CAPE has an annualized alpha of 4.69%, beta of 0.44, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since December 27, 2016.
- This fund participated in 81.45% of S&P 500 Index downside but only 72.79% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.44 may look defensive, but with R2 of 0.23 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.23 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.69%
- Beta
- 0.44
- R²
- 0.23
- Upside Capture
- 72.79%
- Downside Capture
- 81.45%
Expense Ratio
DSEUX has an expense ratio of 0.61%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DSEUX ranks 93 for risk / return — above 93% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for DoubleLine Shiller Enhanced International CAPE (DSEUX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DSEUX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.25 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.78 | 2.00 | +2.78 |
| Martin ratioReturn relative to average drawdown | 14.84 | 8.49 | +6.34 |
Dividends
Dividend History
DoubleLine Shiller Enhanced International CAPE provided a 3.68% dividend yield over the last twelve months, with an annual payout of $0.58 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.58 | $0.64 | $0.76 | $0.66 | $0.47 | $0.30 | $0.22 | $0.34 | $0.86 | $0.66 |
Dividend yield | 3.68% | 4.72% | 6.88% | 5.40% | 4.30% | 2.14% | 1.87% | 3.04% | 9.19% | 5.71% |
Monthly Dividends
The table displays the monthly dividend distributions for DoubleLine Shiller Enhanced International CAPE. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.05 | $0.04 | $0.06 | $0.06 | $0.05 | $0.07 | $0.00 | $0.32 | |||||
| 2025 | $0.06 | $0.06 | $0.06 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.06 | $0.06 | $0.64 |
| 2024 | $0.06 | $0.06 | $0.05 | $0.06 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.06 | $0.06 | $0.07 | $0.76 |
| 2023 | $0.05 | $0.05 | $0.05 | $0.05 | $0.06 | $0.05 | $0.05 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.66 |
| 2022 | $0.03 | $0.02 | $0.03 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.47 |
| 2021 | $0.01 | $0.01 | $0.02 | $0.02 | $0.03 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.30 |
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 DoubleLine Shiller Enhanced International CAPE. 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 DoubleLine Shiller Enhanced International CAPE was 36.27%, occurring on Mar 20, 2020. Recovery took 162 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-36.27%Mar 2020 | 1mo 29d | 7mo 24d | 9mo 23dJan 2020 - Nov 2020 | COVID crash2020 |
-31.58%Oct 2022 | 1y 3mo | 1y 7mo | 2y 11moJun 2021 - May 2024 | Bear market2022 |
-18.39%Dec 2018 | 11mo 2d | 11mo 21d | 1y 10moJan 2018 - Dec 2019 | Rate-hike selloffLate 2018 |
-17.84%Apr 2025 | 6mo 11d | 4mo 15d | 10mo 26dSep 2024 - Aug 2025 | 2025 selloff2025 |
-7.31%Mar 2026 | 21d | 18d | 1mo 9dMar 2026 - Apr 2026 | — |
Drawdown Indicators
| DSEUX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.27% | -56.78% | +20.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | -9.10% | +1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -17.84% | -18.90% | +1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -31.48% | -25.43% | -6.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -10.70% | +3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.14% | +0.22% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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