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DBEZ vs. EUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBEZ vs. EUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Eurozone Hedged Equity ETF (DBEZ) 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


DBEZ

1D
-0.83%
1M
5.81%
YTD
9.52%
6M
11.46%
1Y
18.85%
3Y*
16.73%
5Y*
11.78%
10Y*
11.73%

EUSC

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

DBEZ vs. EUSC - Yearly Performance Comparison


DBEZ vs. EUSC - Sectors Allocation Comparison


Sectors
DBEZ
EUSC

Financial Services

23.1%
28.4%

Industrials

21.9%
20.1%

Technology

14.2%
4.4%

Consumer Cyclical

8.7%
9.1%

Utilities

6.6%
6.5%

Healthcare

5.7%
2.9%

Consumer Defensive

5.3%
4.1%

Basic Materials

4.6%
6.5%

Energy

4.4%
3.7%

Communication Services

4.0%
5.0%

Real Estate

1.4%
9.3%

Financial Services

DBEZ
23.1%
EUSC
28.4%

Industrials

DBEZ
21.9%
EUSC
20.1%

Technology

DBEZ
14.2%
EUSC
4.4%

Consumer Cyclical

DBEZ
8.7%
EUSC
9.1%

Utilities

DBEZ
6.6%
EUSC
6.5%

Healthcare

DBEZ
5.7%
EUSC
2.9%

Consumer Defensive

DBEZ
5.3%
EUSC
4.1%

Basic Materials

DBEZ
4.6%
EUSC
6.5%

Energy

DBEZ
4.4%
EUSC
3.7%

Communication Services

DBEZ
4.0%
EUSC
5.0%

Real Estate

DBEZ
1.4%
EUSC
9.3%

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Return for Risk

DBEZ vs. EUSC — Risk / Return Rank

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

DBEZ
DBEZ Risk / Return Rank: 3737
Overall Rank
DBEZ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DBEZ Sortino Ratio Rank: 3636
Sortino Ratio Rank
DBEZ Omega Ratio Rank: 3636
Omega Ratio Rank
DBEZ Calmar Ratio Rank: 3535
Calmar Ratio Rank
DBEZ Martin Ratio Rank: 4242
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.

DBEZ vs. EUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Eurozone Hedged Equity ETF (DBEZ) 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.


DBEZEUSCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.72

Martin ratioReturn relative to average drawdown

6.67

DBEZ vs. EUSC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DBEZEUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

Drawdowns

DBEZ vs. EUSC - Drawdown Comparison

The maximum DBEZ drawdown since its inception was -38.76%, which is greater than EUSC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DBEZ and EUSC.


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Drawdown Indicators


DBEZEUSCDifference

Max Drawdown

Largest peak-to-trough decline

-38.76%

0.00%

-38.76%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

Max Drawdown (3Y)

Largest decline over 3 years

-15.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.76%

Current Drawdown

Current decline from peak

-0.83%

0.00%

-0.83%

Average Drawdown

Average peak-to-trough decline

-5.81%

0.00%

-5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

Volatility

DBEZ vs. EUSC - Volatility Comparison


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Volatility by Period


DBEZEUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

0.00%

+14.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

0.00%

+16.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

0.00%

+18.36%

DBEZ vs. EUSC - Expense Ratio Comparison

DBEZ has a 0.47% expense ratio, which is lower than EUSC's 0.58% expense ratio.


Dividends

DBEZ vs. EUSC - Dividend Comparison

DBEZ's dividend yield for the trailing twelve months is around 3.84%, while EUSC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBEZ
Xtrackers MSCI Eurozone Hedged Equity ETF
3.84%4.20%0.62%1.84%1.68%1.64%1.99%2.86%2.56%2.11%3.42%4.92%
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, DBEZ is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBEZ is cheaper with a 0.47% expense ratio, compared with 0.58% for EUSC.

DBEZ has the higher dividend yield at 3.84%, compared with 0.00% for EUSC.

DBEZ tracks MSCI EMU IMI 100% Hedged to USD Net Variant, while EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index. They also come from different issuers: Deutsche Bank and WisdomTree. Their fees differ too: 0.47% for DBEZ and 0.58% for EUSC.

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