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DBEF vs. PWJZX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBEF and PWJZX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

DBEF vs. PWJZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and PGIM Jennison International Opportunities Fund (PWJZX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%AugustSeptemberOctoberNovemberDecember2025
-1.11%
-6.85%
DBEF
PWJZX

Key characteristics

Sharpe Ratio

DBEF:

1.19

PWJZX:

0.52

Sortino Ratio

DBEF:

1.63

PWJZX:

0.84

Omega Ratio

DBEF:

1.21

PWJZX:

1.10

Calmar Ratio

DBEF:

1.36

PWJZX:

0.27

Martin Ratio

DBEF:

6.03

PWJZX:

1.95

Ulcer Index

DBEF:

2.20%

PWJZX:

4.47%

Daily Std Dev

DBEF:

11.18%

PWJZX:

16.82%

Max Drawdown

DBEF:

-32.46%

PWJZX:

-48.26%

Current Drawdown

DBEF:

-1.76%

PWJZX:

-25.37%

Returns By Period

In the year-to-date period, DBEF achieves a 0.51% return, which is significantly higher than PWJZX's -0.13% return. Both investments have delivered pretty close results over the past 10 years, with DBEF having a 8.77% annualized return and PWJZX not far ahead at 9.06%.


DBEF

YTD

0.51%

1M

-0.92%

6M

-1.11%

1Y

12.76%

5Y*

9.28%

10Y*

8.77%

PWJZX

YTD

-0.13%

1M

-3.53%

6M

-6.85%

1Y

8.19%

5Y*

6.39%

10Y*

9.06%

*Annualized

Compare stocks, funds, or ETFs

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


DBEF vs. PWJZX - Expense Ratio Comparison

DBEF has a 0.36% expense ratio, which is lower than PWJZX's 0.90% expense ratio.


PWJZX
PGIM Jennison International Opportunities Fund
Expense ratio chart for PWJZX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
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%

Risk-Adjusted Performance

DBEF vs. PWJZX — Risk-Adjusted Performance Rank

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

DBEF
The Risk-Adjusted Performance Rank of DBEF is 5959
Overall Rank
The Sharpe Ratio Rank of DBEF is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of DBEF is 5656
Sortino Ratio Rank
The Omega Ratio Rank of DBEF is 5858
Omega Ratio Rank
The Calmar Ratio Rank of DBEF is 5858
Calmar Ratio Rank
The Martin Ratio Rank of DBEF is 6262
Martin Ratio Rank

PWJZX
The Risk-Adjusted Performance Rank of PWJZX is 4141
Overall Rank
The Sharpe Ratio Rank of PWJZX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of PWJZX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of PWJZX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of PWJZX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of PWJZX is 4141
Martin 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.

DBEF vs. PWJZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and PGIM Jennison International Opportunities Fund (PWJZX). 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.


Sharpe ratio
The chart of Sharpe ratio for DBEF, currently valued at 1.19, compared to the broader market0.002.004.001.190.52
The chart of Sortino ratio for DBEF, currently valued at 1.63, compared to the broader market-2.000.002.004.006.008.0010.0012.001.630.84
The chart of Omega ratio for DBEF, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.10
The chart of Calmar ratio for DBEF, currently valued at 1.36, compared to the broader market0.005.0010.0015.001.360.27
The chart of Martin ratio for DBEF, currently valued at 6.03, compared to the broader market0.0020.0040.0060.0080.00100.006.031.95
DBEF
PWJZX

The current DBEF Sharpe Ratio is 1.19, which is higher than the PWJZX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of DBEF and PWJZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.19
0.52
DBEF
PWJZX

Dividends

DBEF vs. PWJZX - Dividend Comparison

DBEF's dividend yield for the trailing twelve months is around 1.28%, more than PWJZX's 0.08% yield.


TTM20242023202220212020201920182017201620152014
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
1.28%1.29%4.45%15.85%2.28%2.41%3.03%3.22%2.98%2.56%3.70%5.09%
PWJZX
PGIM Jennison International Opportunities Fund
0.08%0.08%0.09%0.00%0.00%0.00%0.00%0.06%0.34%0.24%0.00%0.00%

Drawdowns

DBEF vs. PWJZX - Drawdown Comparison

The maximum DBEF drawdown since its inception was -32.46%, smaller than the maximum PWJZX drawdown of -48.26%. Use the drawdown chart below to compare losses from any high point for DBEF and PWJZX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.76%
-25.37%
DBEF
PWJZX

Volatility

DBEF vs. PWJZX - Volatility Comparison

The current volatility for Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) is 2.59%, while PGIM Jennison International Opportunities Fund (PWJZX) has a volatility of 4.30%. This indicates that DBEF experiences smaller price fluctuations and is considered to be less risky than PWJZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
2.59%
4.30%
DBEF
PWJZX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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