DBEZ vs. SPEU
Compare and contrast key facts about Xtrackers MSCI Eurozone Hedged Equity ETF (DBEZ) and SPDR Portfolio Europe ETF (SPEU).
DBEZ and SPEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBEZ is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI EMU IMI 100% Hedged to USD Net Variant. It was launched on Dec 10, 2014. SPEU is a passively managed fund by State Street that tracks the performance of the STOXX Europe Total Market. It was launched on Oct 15, 2002. Both DBEZ and SPEU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBEZ or SPEU.
Correlation
The correlation between DBEZ and SPEU is 0.74, 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.
Performance
DBEZ vs. SPEU - Performance Comparison
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Key characteristics
DBEZ:
0.70
SPEU:
0.73
DBEZ:
1.10
SPEU:
1.11
DBEZ:
1.15
SPEU:
1.15
DBEZ:
0.83
SPEU:
0.89
DBEZ:
3.36
SPEU:
2.44
DBEZ:
3.85%
SPEU:
5.16%
DBEZ:
18.77%
SPEU:
17.33%
DBEZ:
-38.76%
SPEU:
-62.45%
DBEZ:
-0.84%
SPEU:
-0.37%
Returns By Period
In the year-to-date period, DBEZ achieves a 15.96% return, which is significantly lower than SPEU's 20.68% return. Over the past 10 years, DBEZ has outperformed SPEU with an annualized return of 8.33%, while SPEU has yielded a comparatively lower 5.78% annualized return.
DBEZ
15.96%
14.34%
18.51%
13.03%
16.37%
16.38%
8.33%
SPEU
20.68%
9.79%
19.81%
12.63%
13.86%
13.86%
5.78%
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DBEZ vs. SPEU - Expense Ratio Comparison
DBEZ has a 0.47% expense ratio, which is higher than SPEU's 0.09% expense ratio.
Risk-Adjusted Performance
DBEZ vs. SPEU — Risk-Adjusted Performance Rank
DBEZ
SPEU
DBEZ vs. SPEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Eurozone Hedged Equity ETF (DBEZ) and SPDR Portfolio Europe ETF (SPEU). 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.
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Dividends
DBEZ vs. SPEU - Dividend Comparison
DBEZ's dividend yield for the trailing twelve months is around 0.54%, less than SPEU's 2.73% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBEZ Xtrackers MSCI Eurozone Hedged Equity ETF | 0.54% | 0.62% | 1.84% | 1.68% | 1.64% | 1.99% | 2.85% | 2.56% | 2.12% | 3.42% | 4.92% | 0.00% |
SPEU SPDR Portfolio Europe ETF | 2.73% | 3.29% | 2.91% | 3.08% | 2.67% | 2.29% | 3.19% | 4.00% | 2.82% | 3.66% | 3.62% | 5.91% |
Drawdowns
DBEZ vs. SPEU - Drawdown Comparison
The maximum DBEZ drawdown since its inception was -38.76%, smaller than the maximum SPEU drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for DBEZ and SPEU. For additional features, visit the drawdowns tool.
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Volatility
DBEZ vs. SPEU - Volatility Comparison
Xtrackers MSCI Eurozone Hedged Equity ETF (DBEZ) has a higher volatility of 3.03% compared to SPDR Portfolio Europe ETF (SPEU) at 2.87%. This indicates that DBEZ's price experiences larger fluctuations and is considered to be riskier than SPEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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