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DBEU vs. EUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBEU vs. EUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Europe Hedged Equity Fund (DBEU) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DBEU

1D
-0.90%
1M
3.69%
YTD
7.52%
6M
9.62%
1Y
17.80%
3Y*
14.56%
5Y*
11.19%
10Y*
11.01%

EUSC

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBEU vs. EUSC - Yearly Performance Comparison


DBEU vs. EUSC - Sectors Allocation Comparison


Sectors
DBEU
EUSC

Financial Services

23.2%
28.4%

Industrials

19.8%
20.1%

Healthcare

13.0%
2.9%

Consumer Defensive

8.7%
4.1%

Technology

8.5%
4.4%

Consumer Cyclical

6.3%
9.1%

Basic Materials

5.6%
6.5%

Energy

5.4%
3.7%

Utilities

5.1%
6.5%

Communication Services

3.7%
5.0%

Real Estate

0.8%
9.3%

Financial Services

DBEU
23.2%
EUSC
28.4%

Industrials

DBEU
19.8%
EUSC
20.1%

Healthcare

DBEU
13.0%
EUSC
2.9%

Consumer Defensive

DBEU
8.7%
EUSC
4.1%

Technology

DBEU
8.5%
EUSC
4.4%

Consumer Cyclical

DBEU
6.3%
EUSC
9.1%

Basic Materials

DBEU
5.6%
EUSC
6.5%

Energy

DBEU
5.4%
EUSC
3.7%

Utilities

DBEU
5.1%
EUSC
6.5%

Communication Services

DBEU
3.7%
EUSC
5.0%

Real Estate

DBEU
0.8%
EUSC
9.3%

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Return for Risk

DBEU vs. EUSC — Risk / Return Rank

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

DBEU
DBEU Risk / Return Rank: 3939
Overall Rank
DBEU Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DBEU Sortino Ratio Rank: 3838
Sortino Ratio Rank
DBEU Omega Ratio Rank: 3939
Omega Ratio Rank
DBEU Calmar Ratio Rank: 3636
Calmar Ratio Rank
DBEU Martin Ratio Rank: 4444
Martin Ratio Rank

EUSC
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.

DBEU vs. EUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Hedged Equity Fund (DBEU) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). 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.


DBEUEUSCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.82

Martin ratioReturn relative to average drawdown

7.27

DBEU vs. EUSC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DBEUEUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

Drawdowns

DBEU vs. EUSC - Drawdown Comparison

The maximum DBEU drawdown since its inception was -34.50%, which is greater than EUSC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DBEU and EUSC.


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Drawdown Indicators


DBEUEUSCDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

0.00%

-34.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.81%

Max Drawdown (3Y)

Largest decline over 3 years

-15.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

-1.49%

0.00%

-1.49%

Average Drawdown

Average peak-to-trough decline

-4.44%

0.00%

-4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

Volatility

DBEU vs. EUSC - Volatility Comparison


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Volatility by Period


DBEUEUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

0.00%

+12.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.32%

0.00%

+14.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.46%

0.00%

+16.46%

DBEU vs. EUSC - Expense Ratio Comparison

DBEU has a 0.45% expense ratio, which is lower than EUSC's 0.58% expense ratio.


Dividends

DBEU vs. EUSC - Dividend Comparison

DBEU's dividend yield for the trailing twelve months is around 4.23%, while EUSC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBEU
Xtrackers MSCI Europe Hedged Equity Fund
4.23%4.55%0.07%3.64%1.96%1.87%2.44%2.77%3.55%2.28%9.92%5.50%
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, DBEU is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBEU is cheaper with a 0.45% expense ratio, compared with 0.58% for EUSC.

DBEU has the higher dividend yield at 4.23%, compared with 0.00% for EUSC.

DBEU tracks MSCI Europe US Dollar Hedged Index, while EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index. They also come from different issuers: DWS and WisdomTree. Their fees differ too: 0.45% for DBEU and 0.58% for EUSC.

Portfolio Optimizer

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