Correlation
The correlation between DBEM and EDIV is 0.63, 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.
DBEM vs. EDIV
Compare and contrast key facts about Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) and SPDR S&P Emerging Markets Dividend ETF (EDIV).
DBEM and EDIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBEM is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI EM US Dollar Hedged Index. It was launched on Jun 9, 2011. EDIV is a passively managed fund by State Street that tracks the performance of the S&P Emerging Markets Dividend Opportunities Index. It was launched on Feb 23, 2011. Both DBEM and EDIV 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: DBEM or EDIV.
Performance
DBEM vs. EDIV - Performance Comparison
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Key characteristics
DBEM:
0.50
EDIV:
0.86
DBEM:
0.69
EDIV:
1.10
DBEM:
1.09
EDIV:
1.15
DBEM:
0.38
EDIV:
0.73
DBEM:
1.45
EDIV:
1.97
DBEM:
5.03%
EDIV:
5.15%
DBEM:
18.15%
EDIV:
13.93%
DBEM:
-33.50%
EDIV:
-53.35%
DBEM:
-7.75%
EDIV:
-1.26%
Returns By Period
In the year-to-date period, DBEM achieves a 4.50% return, which is significantly lower than EDIV's 7.72% return. Over the past 10 years, DBEM has underperformed EDIV with an annualized return of 3.83%, while EDIV has yielded a comparatively higher 5.15% annualized return.
DBEM
4.50%
2.55%
4.31%
9.07%
6.24%
6.48%
3.83%
EDIV
7.72%
3.54%
7.94%
11.94%
16.03%
13.70%
5.15%
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DBEM vs. EDIV - Expense Ratio Comparison
DBEM has a 0.66% expense ratio, which is higher than EDIV's 0.49% expense ratio.
Risk-Adjusted Performance
DBEM vs. EDIV — Risk-Adjusted Performance Rank
DBEM
EDIV
DBEM vs. EDIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) and SPDR S&P Emerging Markets Dividend ETF (EDIV). 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.
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Dividends
DBEM vs. EDIV - Dividend Comparison
DBEM's dividend yield for the trailing twelve months is around 2.37%, less than EDIV's 3.98% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBEM Xtrackers MSCI Emerging Markets Hedged Equity ETF | 2.37% | 2.48% | 2.55% | 2.65% | 1.77% | 1.74% | 2.59% | 2.85% | 1.51% | 1.59% | 3.49% | 2.08% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 3.98% | 3.94% | 4.26% | 4.94% | 3.84% | 3.52% | 3.83% | 3.41% | 2.99% | 4.93% | 5.33% | 4.84% |
Drawdowns
DBEM vs. EDIV - Drawdown Comparison
The maximum DBEM drawdown since its inception was -33.50%, smaller than the maximum EDIV drawdown of -53.35%. Use the drawdown chart below to compare losses from any high point for DBEM and EDIV.
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Volatility
DBEM vs. EDIV - Volatility Comparison
Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) has a higher volatility of 3.62% compared to SPDR S&P Emerging Markets Dividend ETF (EDIV) at 3.16%. This indicates that DBEM's price experiences larger fluctuations and is considered to be riskier than EDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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