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DBEU vs. EDEN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DBEUEDEN
YTD Return10.03%7.74%
1Y Return18.48%21.27%
3Y Return (Ann)6.83%3.38%
5Y Return (Ann)8.67%14.72%
10Y Return (Ann)8.50%11.23%
Sharpe Ratio1.791.35
Sortino Ratio2.491.98
Omega Ratio1.311.23
Calmar Ratio2.501.65
Martin Ratio10.586.47
Ulcer Index1.74%3.30%
Daily Std Dev10.27%15.83%
Max Drawdown-34.50%-36.61%
Current Drawdown-2.71%-9.57%

Correlation

-0.50.00.51.00.6

The correlation between DBEU and EDEN is 0.64, 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

DBEU vs. EDEN - Performance Comparison

In the year-to-date period, DBEU achieves a 10.03% return, which is significantly higher than EDEN's 7.74% return. Over the past 10 years, DBEU has underperformed EDEN with an annualized return of 8.50%, while EDEN has yielded a comparatively higher 11.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.52%
-1.53%
DBEU
EDEN

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DBEU vs. EDEN - Expense Ratio Comparison

DBEU has a 0.45% expense ratio, which is lower than EDEN's 0.53% expense ratio.


EDEN
iShares MSCI Denmark ETF
Expense ratio chart for EDEN: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
Expense ratio chart for DBEU: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

DBEU vs. EDEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Hedged Equity Fund (DBEU) and iShares MSCI Denmark ETF (EDEN). 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.


DBEU
Sharpe ratio
The chart of Sharpe ratio for DBEU, currently valued at 1.79, compared to the broader market0.002.004.006.001.79
Sortino ratio
The chart of Sortino ratio for DBEU, currently valued at 2.49, compared to the broader market-2.000.002.004.006.008.0010.0012.002.49
Omega ratio
The chart of Omega ratio for DBEU, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for DBEU, currently valued at 2.50, compared to the broader market0.005.0010.0015.0020.002.50
Martin ratio
The chart of Martin ratio for DBEU, currently valued at 10.58, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.58
EDEN
Sharpe ratio
The chart of Sharpe ratio for EDEN, currently valued at 1.35, compared to the broader market0.002.004.006.001.35
Sortino ratio
The chart of Sortino ratio for EDEN, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.0012.001.98
Omega ratio
The chart of Omega ratio for EDEN, currently valued at 1.23, compared to the broader market1.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for EDEN, currently valued at 1.65, compared to the broader market0.005.0010.0015.0020.001.65
Martin ratio
The chart of Martin ratio for EDEN, currently valued at 6.47, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.47

DBEU vs. EDEN - Sharpe Ratio Comparison

The current DBEU Sharpe Ratio is 1.79, which is higher than the EDEN Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of DBEU and EDEN, 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 Ratio1.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.79
1.35
DBEU
EDEN

Dividends

DBEU vs. EDEN - Dividend Comparison

DBEU's dividend yield for the trailing twelve months is around 0.07%, less than EDEN's 1.31% yield.


TTM20232022202120202019201820172016201520142013
DBEU
Xtrackers MSCI Europe Hedged Equity Fund
0.07%3.64%1.96%1.87%2.44%2.78%3.56%2.28%9.92%5.50%4.43%0.91%
EDEN
iShares MSCI Denmark ETF
1.31%1.92%1.47%0.74%0.42%2.36%2.01%2.03%1.28%1.46%0.87%0.86%

Drawdowns

DBEU vs. EDEN - Drawdown Comparison

The maximum DBEU drawdown since its inception was -34.50%, smaller than the maximum EDEN drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for DBEU and EDEN. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.71%
-9.57%
DBEU
EDEN

Volatility

DBEU vs. EDEN - Volatility Comparison

Xtrackers MSCI Europe Hedged Equity Fund (DBEU) has a higher volatility of 3.59% compared to iShares MSCI Denmark ETF (EDEN) at 2.64%. This indicates that DBEU's price experiences larger fluctuations and is considered to be riskier than EDEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.59%
2.64%
DBEU
EDEN