DBEF vs. VOO
Compare and contrast key facts about Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and Vanguard S&P 500 ETF (VOO).
DBEF and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both DBEF and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBEF or VOO.
Performance
DBEF vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, DBEF achieves a 12.29% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, DBEF has underperformed VOO with an annualized return of 8.58%, while VOO has yielded a comparatively higher 13.12% annualized return.
DBEF
12.29%
-2.59%
-1.20%
15.88%
9.74%
8.58%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| DBEF | VOO | |
|---|---|---|
| Sharpe Ratio | 1.52 | 2.64 |
| Sortino Ratio | 2.04 | 3.53 |
| Omega Ratio | 1.27 | 1.49 |
| Calmar Ratio | 1.71 | 3.81 |
| Martin Ratio | 8.02 | 17.34 |
| Ulcer Index | 2.08% | 1.86% |
| Daily Std Dev | 11.00% | 12.20% |
| Max Drawdown | -32.46% | -33.99% |
| Current Drawdown | -3.03% | -2.16% |
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DBEF vs. VOO - Expense Ratio Comparison
DBEF has a 0.36% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between DBEF and VOO is 0.76, 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.
Risk-Adjusted Performance
DBEF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
DBEF vs. VOO - Dividend Comparison
DBEF's dividend yield for the trailing twelve months is around 0.65%, less than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 0.65% | 4.45% | 15.85% | 2.28% | 2.41% | 3.03% | 3.22% | 2.98% | 2.56% | 3.70% | 5.09% | 1.48% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DBEF vs. VOO - Drawdown Comparison
The maximum DBEF drawdown since its inception was -32.46%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DBEF and VOO. For additional features, visit the drawdowns tool.
Volatility
DBEF vs. VOO - Volatility Comparison
The current volatility for Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) is 3.01%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that DBEF experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.