PortfoliosLab logoPortfoliosLab logo
DBX8.DE vs. CEBL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX8.DE vs. CEBL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) and iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DBX8.DE achieves a 109.21% return, which is significantly higher than CEBL.DE's 31.90% return. Over the past 10 years, DBX8.DE has outperformed CEBL.DE with an annualized return of 16.74%, while CEBL.DE has yielded a comparatively lower 11.02% annualized return.


DBX8.DE

1D
-5.08%
1M
16.35%
YTD
109.21%
6M
127.53%
1Y
227.59%
3Y*
45.04%
5Y*
19.70%
10Y*
16.74%

CEBL.DE

1D
-1.89%
1M
5.19%
YTD
31.90%
6M
32.33%
1Y
54.45%
3Y*
22.99%
5Y*
8.97%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX8.DE vs. CEBL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBX8.DE
Xtrackers MSCI Korea UCITS ETF 1C
109.21%77.39%-18.45%15.93%-23.95%-0.54%30.13%14.92%-18.04%28.39%
CEBL.DE
iShares MSCI EM Asia UCITS ETF (Acc)
31.90%19.13%18.60%3.15%-15.54%2.03%15.18%22.17%-12.65%25.07%

Correlation

The correlation between DBX8.DE and CEBL.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.77

The correlation between DBX8.DE and CEBL.DE has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DBX8.DE vs. CEBL.DE — Risk / Return Rank

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

DBX8.DE
DBX8.DE Risk / Return Rank: 9696
Overall Rank
DBX8.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DBX8.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
DBX8.DE Omega Ratio Rank: 9696
Omega Ratio Rank
DBX8.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
DBX8.DE Martin Ratio Rank: 9595
Martin Ratio Rank

CEBL.DE
CEBL.DE Risk / Return Rank: 8585
Overall Rank
CEBL.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CEBL.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
CEBL.DE Omega Ratio Rank: 8383
Omega Ratio Rank
CEBL.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
CEBL.DE Martin Ratio Rank: 8585
Martin Ratio Rank
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.

DBX8.DE vs. CEBL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) and iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE). 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.


DBX8.DECEBL.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.36

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.75

1.50

+0.25

Calmar ratioReturn relative to maximum drawdown

10.67

4.83

+5.83

Martin ratioReturn relative to average drawdown

32.63

17.67

+14.96

DBX8.DE vs. CEBL.DE - Sharpe Ratio Comparison

The current DBX8.DE Sharpe Ratio is 5.17, which is higher than the CEBL.DE Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of DBX8.DE and CEBL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DBX8.DECEBL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.17

2.81

+2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.48

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.58

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.43

-0.13

Drawdowns

DBX8.DE vs. CEBL.DE - Drawdown Comparison

The maximum DBX8.DE drawdown since its inception was -68.01%, which is greater than CEBL.DE's maximum drawdown of -35.09%. Use the drawdown chart below to compare losses from any high point for DBX8.DE and CEBL.DE.


Loading charts...

Drawdown Indicators


DBX8.DECEBL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.01%

-35.09%

-32.92%

Max Drawdown (1Y)

Largest decline over 1 year

-21.19%

-11.43%

-9.76%

Max Drawdown (3Y)

Largest decline over 3 years

-30.70%

-20.53%

-10.17%

Max Drawdown (5Y)

Largest decline over 5 years

-41.29%

-29.00%

-12.29%

Max Drawdown (10Y)

Largest decline over 10 years

-41.89%

-33.12%

-8.77%

Current Drawdown

Current decline from peak

-5.82%

-2.85%

-2.97%

Average Drawdown

Average peak-to-trough decline

-17.55%

-11.09%

-6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.94%

3.13%

+3.81%

Volatility

DBX8.DE vs. CEBL.DE - Volatility Comparison

Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) has a higher volatility of 17.08% compared to iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) at 8.24%. This indicates that DBX8.DE's price experiences larger fluctuations and is considered to be riskier than CEBL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DBX8.DECEBL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.08%

8.24%

+8.84%

Volatility (6M)

Calculated over the trailing 6-month period

33.48%

16.36%

+17.12%

Volatility (1Y)

Calculated over the trailing 1-year period

43.73%

19.68%

+24.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.53%

18.48%

+9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.03%

18.94%

+7.09%

DBX8.DE vs. CEBL.DE - Expense Ratio Comparison

DBX8.DE has a 0.45% expense ratio, which is higher than CEBL.DE's 0.20% expense ratio.


Dividends

DBX8.DE vs. CEBL.DE - Dividend Comparison

Neither DBX8.DE nor CEBL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBX8.DE and CEBL.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEBL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEBL.DE is cheaper with a 0.20% expense ratio, compared with 0.45% for DBX8.DE.

DBX8.DE tracks MSCI Korea 20/35 Custom, while CEBL.DE tracks MSCI Emerging Markets Asia. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.45% for DBX8.DE and 0.20% for CEBL.DE.

Portfolio Optimizer

Find the right allocation for DBX8.DE and CEBL.DE

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

Open Portfolio Optimizer