DBEZ vs. VXUS
Compare and contrast key facts about Xtrackers MSCI Eurozone Hedged Equity ETF (DBEZ) and Vanguard Total International Stock ETF (VXUS).
DBEZ and VXUS 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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both DBEZ and VXUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DBEZ vs. VXUS - Performance Comparison
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DBEZ vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBEZ Xtrackers MSCI Eurozone Hedged Equity ETF | -0.17% | 26.14% | 9.51% | 21.78% | -10.13% | 23.52% | 0.36% | 29.94% | -10.81% | 15.62% |
VXUS Vanguard Total International Stock ETF | 2.32% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Returns By Period
In the year-to-date period, DBEZ achieves a -0.17% return, which is significantly lower than VXUS's 2.32% return. Over the past 10 years, DBEZ has outperformed VXUS with an annualized return of 11.08%, while VXUS has yielded a comparatively lower 8.91% annualized return.
DBEZ
- 1D
- 2.66%
- 1M
- -6.63%
- YTD
- -0.17%
- 6M
- 4.67%
- 1Y
- 15.19%
- 3Y*
- 14.12%
- 5Y*
- 10.82%
- 10Y*
- 11.08%
VXUS
- 1D
- 3.32%
- 1M
- -7.90%
- YTD
- 2.32%
- 6M
- 7.01%
- 1Y
- 28.12%
- 3Y*
- 15.50%
- 5Y*
- 7.32%
- 10Y*
- 8.91%
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DBEZ vs. VXUS - Expense Ratio Comparison
DBEZ has a 0.47% expense ratio, which is higher than VXUS's 0.05% expense ratio.
Return for Risk
DBEZ vs. VXUS — Risk / Return Rank
DBEZ
VXUS
DBEZ vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Eurozone Hedged Equity ETF (DBEZ) and Vanguard Total International Stock ETF (VXUS). 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.
| DBEZ | VXUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.64 | -0.83 |
Sortino ratioReturn per unit of downside risk | 1.26 | 2.26 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.34 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.42 | -1.29 |
Martin ratioReturn relative to average drawdown | 4.46 | 9.37 | -4.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBEZ | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.64 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.47 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.52 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.35 | +0.21 |
Correlation
The correlation between DBEZ and VXUS is 0.81, 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.
Dividends
DBEZ vs. VXUS - Dividend Comparison
DBEZ's dividend yield for the trailing twelve months is around 4.21%, more than VXUS's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBEZ Xtrackers MSCI Eurozone Hedged Equity ETF | 4.21% | 4.20% | 0.62% | 1.84% | 1.68% | 1.64% | 1.99% | 2.86% | 2.56% | 2.11% | 3.42% | 4.92% |
VXUS Vanguard Total International Stock ETF | 2.97% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Drawdowns
DBEZ vs. VXUS - Drawdown Comparison
The maximum DBEZ drawdown since its inception was -38.76%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for DBEZ and VXUS.
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Drawdown Indicators
| DBEZ | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.76% | -35.97% | -2.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.27% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -29.44% | +6.06% |
Max Drawdown (10Y)Largest decline over 10 years | -38.76% | -35.97% | -2.79% |
Current DrawdownCurrent decline from peak | -7.60% | -8.33% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -8.29% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.91% | +0.23% |
Volatility
DBEZ vs. VXUS - Volatility Comparison
The current volatility for Xtrackers MSCI Eurozone Hedged Equity ETF (DBEZ) is 6.98%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 8.31%. This indicates that DBEZ experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBEZ | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.98% | 8.31% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 11.50% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.69% | 17.19% | +1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 15.82% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 17.09% | +1.22% |