DBEF vs. QTR
Compare and contrast key facts about Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and Global X NASDAQ 100 Tail Risk ETF (QTR).
DBEF and QTR 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. QTR is a passively managed fund by Global X that tracks the performance of the NASDAQ-100 Quarterly Protective Put 90 Index. It was launched on Aug 25, 2021. Both DBEF and QTR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DBEF vs. QTR - Performance Comparison
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DBEF vs. QTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 2.68% | 23.16% | 13.40% | 20.15% | -5.13% | 3.44% |
QTR Global X NASDAQ 100 Tail Risk ETF | -7.25% | 14.52% | 21.46% | 45.53% | -29.94% | 4.16% |
Returns By Period
In the year-to-date period, DBEF achieves a 2.68% return, which is significantly higher than QTR's -7.25% return.
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%
QTR
- 1D
- 1.82%
- 1M
- -5.65%
- YTD
- -7.25%
- 6M
- -6.08%
- 1Y
- 16.96%
- 3Y*
- 17.17%
- 5Y*
- —
- 10Y*
- —
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DBEF vs. QTR - Expense Ratio Comparison
DBEF has a 0.36% expense ratio, which is lower than QTR's 0.60% expense ratio.
Return for Risk
DBEF vs. QTR — Risk / Return Rank
DBEF
QTR
DBEF vs. QTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and Global X NASDAQ 100 Tail Risk ETF (QTR). 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 | QTR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.04 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.56 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.20 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.36 | +0.33 |
Martin ratioReturn relative to average drawdown | 7.43 | 4.83 | +2.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBEF | QTR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.04 | +0.23 |
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 | 0.39 | +0.13 |
Correlation
The correlation between DBEF and QTR 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. QTR - Dividend Comparison
DBEF's dividend yield for the trailing twelve months is around 5.40%, less than QTR's 20.24% yield.
| 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% |
QTR Global X NASDAQ 100 Tail Risk ETF | 20.24% | 18.77% | 0.50% | 0.53% | 0.36% | 1.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DBEF vs. QTR - Drawdown Comparison
The maximum DBEF drawdown since its inception was -32.46%, roughly equal to the maximum QTR drawdown of -31.72%. Use the drawdown chart below to compare losses from any high point for DBEF and QTR.
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Drawdown Indicators
| DBEF | QTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.46% | -31.72% | -0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -12.29% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -14.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.46% | — | — |
Current DrawdownCurrent decline from peak | -5.87% | -10.69% | +4.82% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -9.10% | +4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 3.45% | -0.75% |
Volatility
DBEF vs. QTR - Volatility Comparison
Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) has a higher volatility of 6.23% compared to Global X NASDAQ 100 Tail Risk ETF (QTR) at 4.90%. This indicates that DBEF's price experiences larger fluctuations and is considered to be riskier than QTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBEF | QTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 4.90% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 10.80% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 16.44% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 18.16% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 18.16% | -2.34% |