DBEF vs. DBEH

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and iM DBi Hedge Strategy ETF (DBEH).

DBEF and DBEH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBEF is a passively managed fund by DWS that tracks the performance of the MSCI EAFE US Dollar Hedged Index. It was launched on Jun 9, 2011. DBEH is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on Dec 18, 2019.

Performance

DBEF vs. DBEH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and iM DBi Hedge Strategy ETF (DBEH). The values are adjusted to include any dividend payments, if applicable.

DBEF vs. DBEH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DBEF Xtrackers MSCI EAFE Hedged Equity ETF	2.68%	23.16%	13.40%	20.15%	-5.13%	19.60%	2.03%	-0.38%
DBEH iM DBi Hedge Strategy ETF	0.00%	0.00%	5.57%	7.23%	-6.05%	4.95%	23.41%	0.05%

Returns By Period

DBEF

• 1D: 2.34%
• 1M: -5.60%
• YTD: 2.68%
• 6M: 9.22%
• 1Y: 20.92%
• 3Y*: 16.41%
• 5Y*: 12.35%
• 10Y*: 11.65%

DBEH

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DBEF vs. DBEH - Expense Ratio Comparison

DBEF has a 0.36% expense ratio, which is lower than DBEH's 0.85% expense ratio.

DBEH

iM DBi Hedge Strategy ETF

DBEF

Xtrackers MSCI EAFE Hedged Equity ETF

Return for Risk

DBEF vs. DBEH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBEF

DBEF Risk / Return Rank: 74
DBEF Sharpe Ratio Rank: 74
DBEF Sortino Ratio Rank: 74
DBEF Omega Ratio Rank: 77
DBEF Calmar Ratio Rank: 69
DBEF Martin Ratio Rank: 75

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.

DBEF vs. DBEH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and iM DBi Hedge Strategy ETF (DBEH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	DBEF	DBEH	Difference
Sharpe ratio Return per unit of total volatility	1.27	—	—
Sortino ratio Return per unit of downside risk	1.82	—	—
Omega ratio Gain probability vs. loss probability	1.28	—	—
Calmar ratio Return relative to maximum drawdown	1.68	—	—
Martin ratio Return relative to average drawdown	7.43	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DBEF	DBEH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.27	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	—	—

Correlation

The correlation between DBEF and DBEH is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DBEF vs. DBEH - Dividend Comparison

DBEF's dividend yield for the trailing twelve months is around 5.40%, while DBEH has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DBEF Xtrackers MSCI EAFE Hedged Equity ETF	5.40%	5.55%	1.29%	4.46%	15.85%	2.28%	2.41%	3.03%	3.22%	2.98%	2.55%	3.70%
DBEH iM DBi Hedge Strategy ETF	0.00%	0.00%	2.66%	3.05%	1.54%	17.43%	0.06%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	DBEF	DBEH	Difference
Max Drawdown Largest peak-to-trough decline	-32.46%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.93%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-14.95%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.46%	—	—
Current Drawdown Current decline from peak	-5.87%	—	—
Average Drawdown Average peak-to-trough decline	-4.77%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	—	—

Volatility

Volatility by Period

	DBEF	DBEH	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.23%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.33%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.55%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.62%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.82%	—	—