DBEM vs. IEFA
Compare and contrast key facts about Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) and iShares Core MSCI EAFE ETF (IEFA).
DBEM and IEFA 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. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012. Both DBEM and IEFA 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 IEFA.
Correlation
The correlation between DBEM and IEFA is 0.65, 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.
Performance
DBEM vs. IEFA - Performance Comparison
Key characteristics
DBEM:
0.43
IEFA:
0.66
DBEM:
0.73
IEFA:
1.04
DBEM:
1.10
IEFA:
1.14
DBEM:
0.40
IEFA:
0.84
DBEM:
1.55
IEFA:
2.45
DBEM:
5.00%
IEFA:
4.70%
DBEM:
18.02%
IEFA:
17.57%
DBEM:
-33.50%
IEFA:
-34.79%
DBEM:
-9.97%
IEFA:
-0.42%
Returns By Period
In the year-to-date period, DBEM achieves a 1.98% return, which is significantly lower than IEFA's 11.68% return. Over the past 10 years, DBEM has underperformed IEFA with an annualized return of 3.14%, while IEFA has yielded a comparatively higher 5.55% annualized return.
DBEM
1.98%
-1.08%
-0.17%
8.62%
7.48%
3.14%
IEFA
11.68%
3.49%
8.05%
13.25%
11.91%
5.55%
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DBEM vs. IEFA - Expense Ratio Comparison
DBEM has a 0.66% expense ratio, which is higher than IEFA's 0.07% expense ratio.
Risk-Adjusted Performance
DBEM vs. IEFA — Risk-Adjusted Performance Rank
DBEM
IEFA
DBEM vs. IEFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) and iShares Core MSCI EAFE ETF (IEFA). 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
DBEM vs. IEFA - Dividend Comparison
DBEM's dividend yield for the trailing twelve months is around 2.43%, less than IEFA's 3.11% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBEM Xtrackers MSCI Emerging Markets Hedged Equity ETF | 2.43% | 2.48% | 2.55% | 2.65% | 1.77% | 1.74% | 2.59% | 2.85% | 1.51% | 1.59% | 3.49% | 2.08% |
IEFA iShares Core MSCI EAFE ETF | 3.11% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% |
Drawdowns
DBEM vs. IEFA - Drawdown Comparison
The maximum DBEM drawdown since its inception was -33.50%, roughly equal to the maximum IEFA drawdown of -34.79%. Use the drawdown chart below to compare losses from any high point for DBEM and IEFA. For additional features, visit the drawdowns tool.
Volatility
DBEM vs. IEFA - Volatility Comparison
The current volatility for Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) is 11.15%, while iShares Core MSCI EAFE ETF (IEFA) has a volatility of 11.78%. This indicates that DBEM experiences smaller price fluctuations and is considered to be less risky than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.