PortfoliosLab logo
DBEU vs. PTEU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBEU and PTEU is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

DBEU vs. PTEU - Performance Comparison

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

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
127.56%
22.03%
DBEU
PTEU

Key characteristics

Sharpe Ratio

DBEU:

0.37

PTEU:

0.25

Sortino Ratio

DBEU:

0.64

PTEU:

0.49

Omega Ratio

DBEU:

1.09

PTEU:

1.06

Calmar Ratio

DBEU:

0.40

PTEU:

0.26

Martin Ratio

DBEU:

1.82

PTEU:

0.78

Ulcer Index

DBEU:

3.41%

PTEU:

6.14%

Daily Std Dev

DBEU:

16.78%

PTEU:

19.31%

Max Drawdown

DBEU:

-34.50%

PTEU:

-35.44%

Current Drawdown

DBEU:

-5.94%

PTEU:

-8.63%

Returns By Period

In the year-to-date period, DBEU achieves a 4.95% return, which is significantly lower than PTEU's 10.63% return.


DBEU

YTD

4.95%

1M

-3.01%

6M

1.98%

1Y

5.51%

5Y*

12.74%

10Y*

7.50%

PTEU

YTD

10.63%

1M

-3.63%

6M

2.12%

1Y

4.74%

5Y*

3.96%

10Y*

N/A

*Annualized

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. PTEU - Expense Ratio Comparison

DBEU has a 0.45% expense ratio, which is lower than PTEU's 0.65% expense ratio.


Expense ratio chart for PTEU: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PTEU: 0.65%
Expense ratio chart for DBEU: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DBEU: 0.45%

Risk-Adjusted Performance

DBEU vs. PTEU — Risk-Adjusted Performance Rank

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

DBEU
The Risk-Adjusted Performance Rank of DBEU is 5252
Overall Rank
The Sharpe Ratio Rank of DBEU is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DBEU is 4949
Sortino Ratio Rank
The Omega Ratio Rank of DBEU is 4949
Omega Ratio Rank
The Calmar Ratio Rank of DBEU is 5555
Calmar Ratio Rank
The Martin Ratio Rank of DBEU is 5858
Martin Ratio Rank

PTEU
The Risk-Adjusted Performance Rank of PTEU is 4141
Overall Rank
The Sharpe Ratio Rank of PTEU is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of PTEU is 4141
Sortino Ratio Rank
The Omega Ratio Rank of PTEU is 3838
Omega Ratio Rank
The Calmar Ratio Rank of PTEU is 4545
Calmar Ratio Rank
The Martin Ratio Rank of PTEU is 3939
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.

DBEU vs. PTEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Hedged Equity Fund (DBEU) and Pacer Trendpilot European Index ETF (PTEU). 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.


The chart of Sharpe ratio for DBEU, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.00
DBEU: 0.37
PTEU: 0.25
The chart of Sortino ratio for DBEU, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.00
DBEU: 0.64
PTEU: 0.49
The chart of Omega ratio for DBEU, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
DBEU: 1.09
PTEU: 1.06
The chart of Calmar ratio for DBEU, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.00
DBEU: 0.40
PTEU: 0.26
The chart of Martin ratio for DBEU, currently valued at 1.82, compared to the broader market0.0020.0040.0060.00
DBEU: 1.82
PTEU: 0.78

The current DBEU Sharpe Ratio is 0.37, which is higher than the PTEU Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of DBEU and PTEU, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.37
0.25
DBEU
PTEU

Dividends

DBEU vs. PTEU - Dividend Comparison

DBEU's dividend yield for the trailing twelve months is around 0.07%, less than PTEU's 3.15% yield.


TTM20242023202220212020201920182017201620152014
DBEU
Xtrackers MSCI Europe Hedged Equity Fund
0.07%0.07%3.64%1.96%1.87%2.44%2.78%3.56%2.28%9.92%5.50%4.43%
PTEU
Pacer Trendpilot European Index ETF
3.15%3.49%2.74%0.69%1.55%0.00%3.43%1.86%0.61%0.00%0.00%0.00%

Drawdowns

DBEU vs. PTEU - Drawdown Comparison

The maximum DBEU drawdown since its inception was -34.50%, roughly equal to the maximum PTEU drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for DBEU and PTEU. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.94%
-8.63%
DBEU
PTEU

Volatility

DBEU vs. PTEU - Volatility Comparison

Xtrackers MSCI Europe Hedged Equity Fund (DBEU) has a higher volatility of 12.90% compared to Pacer Trendpilot European Index ETF (PTEU) at 11.78%. This indicates that DBEU's price experiences larger fluctuations and is considered to be riskier than PTEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.90%
11.78%
DBEU
PTEU