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

Correlation

The correlation between DBEU and FLEE is 0.85, 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.


-0.50.00.51.00.8

Performance

DBEU vs. FLEE - Performance Comparison

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

40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
66.76%
36.09%
DBEU
FLEE

Key characteristics

Sharpe Ratio

DBEU:

0.86

FLEE:

0.23

Sortino Ratio

DBEU:

1.24

FLEE:

0.40

Omega Ratio

DBEU:

1.15

FLEE:

1.05

Calmar Ratio

DBEU:

1.22

FLEE:

0.26

Martin Ratio

DBEU:

4.33

FLEE:

0.79

Ulcer Index

DBEU:

2.08%

FLEE:

3.77%

Daily Std Dev

DBEU:

10.48%

FLEE:

12.69%

Max Drawdown

DBEU:

-34.50%

FLEE:

-37.27%

Current Drawdown

DBEU:

-4.52%

FLEE:

-11.46%

Returns By Period

In the year-to-date period, DBEU achieves a 7.98% return, which is significantly higher than FLEE's 0.87% return.


DBEU

YTD

7.98%

1M

-0.15%

6M

-2.28%

1Y

8.13%

5Y*

7.67%

10Y*

8.02%

FLEE

YTD

0.87%

1M

-2.03%

6M

-5.11%

1Y

1.51%

5Y*

5.07%

10Y*

N/A

Compare stocks, funds, or ETFs

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


DBEU vs. FLEE - Expense Ratio Comparison

DBEU has a 0.45% expense ratio, which is higher than FLEE's 0.09% expense ratio.


DBEU
Xtrackers MSCI Europe Hedged Equity Fund
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%
Expense ratio chart for FLEE: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

DBEU vs. FLEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Hedged Equity Fund (DBEU) and Franklin FTSE Europe ETF (FLEE). 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 DBEU, currently valued at 0.86, compared to the broader market0.002.004.000.860.23
The chart of Sortino ratio for DBEU, currently valued at 1.24, compared to the broader market-2.000.002.004.006.008.0010.001.240.40
The chart of Omega ratio for DBEU, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.05
The chart of Calmar ratio for DBEU, currently valued at 1.22, compared to the broader market0.005.0010.0015.001.220.26
The chart of Martin ratio for DBEU, currently valued at 4.33, compared to the broader market0.0020.0040.0060.0080.00100.004.330.79
DBEU
FLEE

The current DBEU Sharpe Ratio is 0.86, which is higher than the FLEE Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of DBEU and FLEE, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.86
0.23
DBEU
FLEE

Dividends

DBEU vs. FLEE - Dividend Comparison

DBEU's dividend yield for the trailing twelve months is around 0.07%, less than FLEE's 2.92% 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%
FLEE
Franklin FTSE Europe ETF
2.92%2.57%3.48%3.60%1.88%3.02%3.85%0.02%0.00%0.00%0.00%0.00%

Drawdowns

DBEU vs. FLEE - Drawdown Comparison

The maximum DBEU drawdown since its inception was -34.50%, smaller than the maximum FLEE drawdown of -37.27%. Use the drawdown chart below to compare losses from any high point for DBEU and FLEE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.52%
-11.46%
DBEU
FLEE

Volatility

DBEU vs. FLEE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Hedged Equity Fund (DBEU) is 2.64%, while Franklin FTSE Europe ETF (FLEE) has a volatility of 3.53%. This indicates that DBEU experiences smaller price fluctuations and is considered to be less risky than FLEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.64%
3.53%
DBEU
FLEE
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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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