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

Correlation

The correlation between DBEH and DBEF is 0.59, 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.


-0.50.00.51.00.6

Performance

DBEH vs. DBEF - Performance Comparison

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

35.00%40.00%45.00%50.00%55.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
37.87%
56.57%
DBEH
DBEF

Key characteristics

Returns By Period


DBEH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DBEF

YTD

13.00%

1M

0.48%

6M

0.98%

1Y

13.58%

5Y*

9.33%

10Y*

8.58%

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DBEH vs. DBEF - Expense Ratio Comparison

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


DBEH
iM DBi Hedge Strategy ETF
Expense ratio chart for DBEH: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
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

DBEH vs. DBEF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iM DBi Hedge Strategy ETF (DBEH) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). 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 DBEH, currently valued at 0.90, compared to the broader market0.002.004.000.901.28
The chart of Sortino ratio for DBEH, currently valued at 1.24, compared to the broader market-2.000.002.004.006.008.0010.001.241.75
The chart of Omega ratio for DBEH, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.23
The chart of Calmar ratio for DBEH, currently valued at 1.03, compared to the broader market0.005.0010.0015.001.031.46
The chart of Martin ratio for DBEH, currently valued at 3.49, compared to the broader market0.0020.0040.0060.0080.00100.003.496.65
DBEH
DBEF


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.90
1.28
DBEH
DBEF

Dividends

DBEH vs. DBEF - Dividend Comparison

DBEH has not paid dividends to shareholders, while DBEF's dividend yield for the trailing twelve months is around 0.57%.


TTM20232022202120202019201820172016201520142013
DBEH
iM DBi Hedge Strategy ETF
5.62%3.05%1.54%17.43%0.06%0.02%0.00%0.00%0.00%0.00%0.00%0.00%
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
0.57%4.45%15.85%2.28%2.41%3.03%3.22%2.98%2.56%3.70%5.09%1.48%

Drawdowns

DBEH vs. DBEF - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.99%
-2.60%
DBEH
DBEF

Volatility

DBEH vs. DBEF - Volatility Comparison

The current volatility for iM DBi Hedge Strategy ETF (DBEH) is 0.00%, while Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) has a volatility of 2.68%. This indicates that DBEH experiences smaller price fluctuations and is considered to be less risky than DBEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
2.68%
DBEH
DBEF
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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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