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DBEU vs. PBEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBEU vs. PBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Europe Hedged Equity Fund (DBEU) and Portfolio Building Block European Banks Index ETF (PBEU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBEU achieves a 10.66% return, which is significantly lower than PBEU's 13.63% return.


DBEU

1D
-0.79%
1M
2.53%
YTD
10.66%
6M
11.19%
1Y
23.41%
3Y*
16.46%
5Y*
11.52%
10Y*
12.00%

PBEU

1D
-1.42%
1M
7.22%
YTD
13.63%
6M
14.09%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBEU vs. PBEU - Yearly Performance Comparison


Correlation

The correlation between DBEU and PBEU is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 25, 2025

0.78

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Return for Risk

DBEU vs. PBEU — Risk / Return Rank

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

DBEU
DBEU Risk / Return Rank: 5656
Overall Rank
DBEU Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DBEU Sortino Ratio Rank: 5757
Sortino Ratio Rank
DBEU Omega Ratio Rank: 5555
Omega Ratio Rank
DBEU Calmar Ratio Rank: 5252
Calmar Ratio Rank
DBEU Martin Ratio Rank: 5858
Martin Ratio Rank

PBEU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. PBEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Hedged Equity Fund (DBEU) and Portfolio Building Block European Banks Index ETF (PBEU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DBEUPBEUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.40

Martin ratioReturn relative to average drawdown

9.76

DBEU vs. PBEU - Sharpe Ratio Comparison


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Drawdowns

DBEU vs. PBEU - Drawdown Comparison

The maximum DBEU drawdown since its inception was -34.50%, which is greater than PBEU's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for DBEU and PBEU.


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Drawdown Indicators


DBEUPBEUDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

-17.26%

-17.24%

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

-0.79%

-1.42%

+0.63%

Average Drawdown

Average peak-to-trough decline

-4.43%

-3.94%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

Volatility

DBEU vs. PBEU - Volatility Comparison


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Volatility by Period


DBEUPBEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

Volatility (1Y)

Calculated over the trailing 1-year period

13.02%

27.63%

-14.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

27.63%

-13.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

27.63%

-11.36%

DBEU vs. PBEU - Expense Ratio Comparison

DBEU has a 0.45% expense ratio, which is higher than PBEU's 0.13% expense ratio.


Dividends

DBEU vs. PBEU - Dividend Comparison

DBEU's dividend yield for the trailing twelve months is around 1.43%, more than PBEU's 0.01% yield.


PositionTTM20252024202320222021202020192018201720162015
DBEU
Xtrackers MSCI Europe Hedged Equity Fund
1.43%4.55%0.07%3.64%1.96%1.87%2.44%2.77%3.55%2.28%9.92%5.50%
PBEU
Portfolio Building Block European Banks Index ETF
0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBEU and PBEU have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBEU is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBEU is cheaper with a 0.13% expense ratio, compared with 0.45% for DBEU.

DBEU has the higher dividend yield at 1.43%, compared with 0.01% for PBEU.

DBEU is categorized as Europe Equities, while PBEU is Financials Equities. DBEU tracks MSCI Europe US Dollar Hedged Index, while PBEU tracks BITA European Banks Index. They also come from different issuers: DWS and Portfolio Building Block. Their fees differ too: 0.45% for DBEU and 0.13% for PBEU.

Portfolio Optimizer

Find the right allocation for DBEU and PBEU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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