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DBEM vs. SLVP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBEM and SLVP is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

DBEM vs. SLVP - 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 MSCI Global Silver Miners ETF (SLVP). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
45.27%
-29.33%
DBEM
SLVP

Key characteristics

Sharpe Ratio

DBEM:

0.65

SLVP:

1.14

Sortino Ratio

DBEM:

0.99

SLVP:

1.76

Omega Ratio

DBEM:

1.12

SLVP:

1.21

Calmar Ratio

DBEM:

0.48

SLVP:

0.87

Martin Ratio

DBEM:

2.21

SLVP:

3.84

Ulcer Index

DBEM:

4.35%

SLVP:

11.73%

Daily Std Dev

DBEM:

14.86%

SLVP:

39.61%

Max Drawdown

DBEM:

-33.50%

SLVP:

-80.47%

Current Drawdown

DBEM:

-8.83%

SLVP:

-31.53%

Returns By Period

In the year-to-date period, DBEM achieves a 3.28% return, which is significantly lower than SLVP's 29.72% return. Over the past 10 years, DBEM has underperformed SLVP with an annualized return of 3.72%, while SLVP has yielded a comparatively higher 7.53% annualized return.


DBEM

YTD

3.28%

1M

2.37%

6M

-2.84%

1Y

9.41%

5Y*

9.09%

10Y*

3.72%

SLVP

YTD

29.72%

1M

15.78%

6M

11.52%

1Y

41.68%

5Y*

15.62%

10Y*

7.53%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DBEM vs. SLVP - Expense Ratio Comparison

DBEM has a 0.66% expense ratio, which is higher than SLVP's 0.39% expense ratio.


DBEM
Xtrackers MSCI Emerging Markets Hedged Equity ETF
Expense ratio chart for DBEM: current value is 0.66%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DBEM: 0.66%
Expense ratio chart for SLVP: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SLVP: 0.39%

Risk-Adjusted Performance

DBEM vs. SLVP — Risk-Adjusted Performance Rank

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

DBEM
The Risk-Adjusted Performance Rank of DBEM is 5555
Overall Rank
The Sharpe Ratio Rank of DBEM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of DBEM is 5959
Sortino Ratio Rank
The Omega Ratio Rank of DBEM is 5757
Omega Ratio Rank
The Calmar Ratio Rank of DBEM is 4747
Calmar Ratio Rank
The Martin Ratio Rank of DBEM is 5353
Martin Ratio Rank

SLVP
The Risk-Adjusted Performance Rank of SLVP is 7777
Overall Rank
The Sharpe Ratio Rank of SLVP is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SLVP is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SLVP is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SLVP is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SLVP is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DBEM vs. SLVP - 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 MSCI Global Silver Miners ETF (SLVP). 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 DBEM, currently valued at 0.65, compared to the broader market0.002.004.00
DBEM: 0.65
SLVP: 1.14
The chart of Sortino ratio for DBEM, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.0010.0012.00
DBEM: 0.99
SLVP: 1.76
The chart of Omega ratio for DBEM, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
DBEM: 1.12
SLVP: 1.21
The chart of Calmar ratio for DBEM, currently valued at 0.48, compared to the broader market0.005.0010.0015.00
DBEM: 0.48
SLVP: 0.87
The chart of Martin ratio for DBEM, currently valued at 2.21, compared to the broader market0.0020.0040.0060.0080.00100.00
DBEM: 2.21
SLVP: 3.84

The current DBEM Sharpe Ratio is 0.65, which is lower than the SLVP Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of DBEM and SLVP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.65
1.14
DBEM
SLVP

Dividends

DBEM vs. SLVP - Dividend Comparison

DBEM's dividend yield for the trailing twelve months is around 2.40%, more than SLVP's 0.81% yield.


TTM20242023202220212020201920182017201620152014
DBEM
Xtrackers MSCI Emerging Markets Hedged Equity ETF
2.40%2.48%2.55%2.65%1.77%1.74%2.59%2.85%1.51%1.59%3.49%2.08%
SLVP
iShares MSCI Global Silver Miners ETF
0.81%1.05%0.87%0.64%1.62%2.39%2.02%1.27%0.85%2.32%0.71%2.03%

Drawdowns

DBEM vs. SLVP - Drawdown Comparison

The maximum DBEM drawdown since its inception was -33.50%, smaller than the maximum SLVP drawdown of -80.47%. Use the drawdown chart below to compare losses from any high point for DBEM and SLVP. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.83%
-31.53%
DBEM
SLVP

Volatility

DBEM vs. SLVP - Volatility Comparison

The current volatility for Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) is 4.75%, while iShares MSCI Global Silver Miners ETF (SLVP) has a volatility of 11.56%. This indicates that DBEM experiences smaller price fluctuations and is considered to be less risky than SLVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
4.75%
11.56%
DBEM
SLVP
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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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