DoubleLine Shiller Enhanced International CAPE (DSEUX)
The investment seeks total return which exceeds the total return of its benchmark index over a full market cycle. The fund seeks total return (capital appreciation and current income) in excess of the benchmark index, the MSCI Europe Net Return USD Index, over a full market cycle. It will seek to use derivatives, or a combination of derivatives and direct investments, to provide a return that approximates the performance of the Shiller Barclays CAPE® Europe Sector Net TR NoC USD Index (the "index"). The index is currently composed of issuers in fifteen different countries, generally in Europe.
Fund Info
US2586206326
258620632
Dec 22, 2016
$100,000
Expense Ratio
DSEUX features an expense ratio of 0.61%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DoubleLine Shiller Enhanced International CAPE, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
DoubleLine Shiller Enhanced International CAPE had a return of -2.71% year-to-date (YTD) and -5.02% in the last 12 months.
DSEUX
-2.71%
-6.29%
-10.43%
-5.02%
3.45%
N/A
^GSPC (Benchmark)
-0.77%
-3.55%
3.64%
22.00%
12.20%
11.23%
Monthly Returns
The table below presents the monthly returns of DSEUX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.51% | -0.92% | 3.89% | -2.61% | 4.14% | -1.83% | 1.71% | 4.23% | 4.13% | -8.26% | -3.55% | -3.34% | -3.73% |
| 2023 | 7.98% | -2.69% | 5.01% | 5.16% | -8.00% | 4.29% | 3.12% | -4.19% | -5.01% | -3.26% | 9.83% | 5.66% | 17.30% |
| 2022 | -2.04% | -2.32% | -1.28% | -4.27% | -0.18% | -9.61% | 4.12% | -5.75% | -11.20% | 4.46% | 12.42% | -1.05% | -17.37% |
| 2021 | -0.71% | 1.79% | 5.35% | 4.29% | 4.93% | -1.14% | -0.53% | 0.14% | -1.60% | 3.75% | -4.36% | 5.71% | 18.41% |
| 2020 | -2.60% | -8.82% | -19.64% | 8.11% | 8.11% | 6.74% | 2.85% | 5.27% | -3.61% | -3.86% | 18.08% | 4.98% | 10.75% |
| 2019 | 4.63% | 2.99% | 2.34% | 2.28% | -3.27% | 6.49% | -1.65% | -0.13% | 0.99% | 2.61% | 0.69% | 3.44% | 23.17% |
| 2018 | 3.08% | -6.51% | 1.25% | 2.09% | -4.62% | 0.23% | 3.60% | -2.45% | -0.56% | -5.95% | 0.48% | -7.76% | -16.58% |
| 2017 | 1.83% | 2.39% | 2.98% | 1.43% | 6.07% | -2.13% | 4.66% | 0.74% | 1.90% | -0.10% | -0.37% | -2.92% | 17.36% |
| 2016 | 1.30% | 1.30% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DSEUX is 4, meaning it’s performing worse than 96% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DoubleLine Shiller Enhanced International CAPE (DSEUX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DoubleLine Shiller Enhanced International CAPE provided a 7.07% dividend yield over the last twelve months, with an annual payout of $0.76 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.76 | $0.76 | $0.66 | $0.48 | $0.30 | $0.23 | $0.34 | $0.40 | $0.31 |
Dividend yield | 7.07% | 6.88% | 5.40% | 4.31% | 2.16% | 1.88% | 3.04% | 4.25% | 2.65% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | |||||||||||
| 2024 | $0.06 | $0.06 | $0.05 | $0.06 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.06 | $0.07 | $0.76 |
| 2023 | $0.05 | $0.05 | $0.06 | $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 | $0.48 |
| 2021 | $0.02 | $0.01 | $0.02 | $0.02 | $0.03 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.30 |
| 2020 | $0.02 | $0.02 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.23 |
| 2019 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.02 | $0.02 | $0.02 | $0.03 | $0.34 |
| 2018 | $0.02 | $0.01 | $0.03 | $0.03 | $0.05 | $0.04 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.03 | $0.40 |
| 2017 | $0.00 | $0.01 | $0.00 | $0.01 | $0.04 | $0.04 | $0.04 | $0.03 | $0.03 | $0.04 | $0.05 | $0.03 | $0.31 |
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.
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 40.03%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current DoubleLine Shiller Enhanced International CAPE drawdown is 17.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.03% | Oct 12, 2017 | 614 | Mar 23, 2020 | 162 | Nov 10, 2020 | 776 |
| -31.57% | Jun 16, 2021 | 335 | Oct 12, 2022 | 399 | May 15, 2024 | 734 |
| -17.82% | Sep 30, 2024 | 72 | Jan 13, 2025 | — | — | — |
| -5.99% | Jul 15, 2024 | 17 | Aug 6, 2024 | 13 | Aug 23, 2024 | 30 |
| -3.88% | Jun 7, 2024 | 7 | Jun 17, 2024 | 17 | Jul 12, 2024 | 24 |
Volatility
Volatility Chart
The current DoubleLine Shiller Enhanced International CAPE volatility is 3.24%, 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.