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DBEM vs. ESGE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBEM vs. ESGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) and iShares ESG Aware MSCI EM ETF (ESGE). The values are adjusted to include any dividend payments, if applicable.

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DBEM vs. ESGE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBEM
Xtrackers MSCI Emerging Markets Hedged Equity ETF
7.18%30.42%10.61%10.53%-17.00%-2.26%18.12%16.77%-10.81%27.10%
ESGE
iShares ESG Aware MSCI EM ETF
2.94%35.86%6.63%9.51%-22.41%-2.87%18.60%20.37%-15.24%38.86%

Returns By Period

In the year-to-date period, DBEM achieves a 7.18% return, which is significantly higher than ESGE's 2.94% return.


DBEM

1D
3.43%
1M
-6.17%
YTD
7.18%
6M
12.09%
1Y
36.13%
3Y*
17.96%
5Y*
5.65%
10Y*
8.47%

ESGE

1D
3.81%
1M
-9.28%
YTD
2.94%
6M
6.50%
1Y
33.62%
3Y*
15.97%
5Y*
3.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBEM vs. ESGE - Expense Ratio Comparison

DBEM has a 0.66% expense ratio, which is higher than ESGE's 0.25% expense ratio.


Return for Risk

DBEM vs. ESGE — Risk / Return Rank

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

DBEM
DBEM Risk / Return Rank: 9090
Overall Rank
DBEM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DBEM Sortino Ratio Rank: 9191
Sortino Ratio Rank
DBEM Omega Ratio Rank: 9090
Omega Ratio Rank
DBEM Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBEM Martin Ratio Rank: 9191
Martin Ratio Rank

ESGE
ESGE Risk / Return Rank: 8585
Overall Rank
ESGE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ESGE Sortino Ratio Rank: 8686
Sortino Ratio Rank
ESGE Omega Ratio Rank: 8585
Omega Ratio Rank
ESGE Calmar Ratio Rank: 8484
Calmar Ratio Rank
ESGE Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBEM vs. ESGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) and iShares ESG Aware MSCI EM ETF (ESGE). 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.


DBEMESGEDifference

Sharpe ratio

Return per unit of total volatility

1.93

1.65

+0.28

Sortino ratio

Return per unit of downside risk

2.61

2.25

+0.36

Omega ratio

Gain probability vs. loss probability

1.38

1.33

+0.05

Calmar ratio

Return relative to maximum drawdown

3.11

2.41

+0.71

Martin ratio

Return relative to average drawdown

12.45

9.51

+2.94

DBEM vs. ESGE - Sharpe Ratio Comparison

The current DBEM Sharpe Ratio is 1.93, which is comparable to the ESGE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of DBEM and ESGE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBEMESGEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.65

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.18

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.39

-0.13

Correlation

The correlation between DBEM and ESGE is 0.92, 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.


Dividends

DBEM vs. ESGE - Dividend Comparison

DBEM's dividend yield for the trailing twelve months is around 1.72%, less than ESGE's 2.43% yield.


TTM20252024202320222021202020192018201720162015
DBEM
Xtrackers MSCI Emerging Markets Hedged Equity ETF
1.72%1.84%2.48%2.55%2.65%1.77%1.74%2.59%2.85%1.51%1.59%3.49%
ESGE
iShares ESG Aware MSCI EM ETF
2.43%2.50%2.41%2.64%2.68%2.66%1.31%2.59%2.19%1.86%0.27%0.00%

Drawdowns

DBEM vs. ESGE - Drawdown Comparison

The maximum DBEM drawdown since its inception was -33.51%, smaller than the maximum ESGE drawdown of -41.07%. Use the drawdown chart below to compare losses from any high point for DBEM and ESGE.


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Drawdown Indicators


DBEMESGEDifference

Max Drawdown

Largest peak-to-trough decline

-33.51%

-41.07%

+7.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-13.90%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-30.58%

-39.26%

+8.68%

Max Drawdown (10Y)

Largest decline over 10 years

-33.51%

Current Drawdown

Current decline from peak

-7.44%

-10.62%

+3.18%

Average Drawdown

Average peak-to-trough decline

-11.81%

-14.68%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

3.52%

-0.68%

Volatility

DBEM vs. ESGE - Volatility Comparison

The current volatility for Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) is 9.13%, while iShares ESG Aware MSCI EM ETF (ESGE) has a volatility of 10.74%. This indicates that DBEM experiences smaller price fluctuations and is considered to be less risky than ESGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBEMESGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.13%

10.74%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

13.56%

15.22%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

18.81%

20.43%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

18.63%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

19.77%

-2.86%