DMXF vs. GSEU
Compare and contrast key facts about iShares ESG Advanced MSCI EAFE ETF (DMXF) and Goldman Sachs ActiveBeta Europe Equity ETF (GSEU).
DMXF and GSEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DMXF is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Jun 16, 2020. GSEU is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta Europe Equity Index. It was launched on Mar 2, 2016. Both DMXF and GSEU 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
DMXF vs. GSEU - Performance Comparison
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DMXF vs. GSEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 0.39% | 22.07% | 3.99% | 20.52% | -19.25% | 10.90% | 23.13% |
GSEU Goldman Sachs ActiveBeta Europe Equity ETF | -1.07% | 35.70% | 2.00% | 20.74% | -17.90% | 17.33% | 20.39% |
Returns By Period
In the year-to-date period, DMXF achieves a 0.39% return, which is significantly higher than GSEU's -1.07% return.
DMXF
- 1D
- 3.51%
- 1M
- -8.10%
- YTD
- 0.39%
- 6M
- 2.94%
- 1Y
- 17.59%
- 3Y*
- 11.83%
- 5Y*
- 5.70%
- 10Y*
- —
GSEU
- 1D
- 2.96%
- 1M
- -7.92%
- YTD
- -1.07%
- 6M
- 4.48%
- 1Y
- 20.81%
- 3Y*
- 14.25%
- 5Y*
- 8.55%
- 10Y*
- 8.82%
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DMXF vs. GSEU - Expense Ratio Comparison
DMXF has a 0.12% expense ratio, which is lower than GSEU's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DMXF vs. GSEU — Risk / Return Rank
DMXF
GSEU
DMXF vs. GSEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE ETF (DMXF) and Goldman Sachs ActiveBeta Europe Equity ETF (GSEU). 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.
| DMXF | GSEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.20 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.70 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.64 | -0.20 |
Martin ratioReturn relative to average drawdown | 5.43 | 6.35 | -0.93 |
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
| DMXF | GSEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.20 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.51 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.49 | +0.06 |
Correlation
The correlation between DMXF and GSEU is 0.91, 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
DMXF vs. GSEU - Dividend Comparison
DMXF's dividend yield for the trailing twelve months is around 4.83%, more than GSEU's 2.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 4.83% | 4.85% | 2.92% | 2.29% | 2.37% | 1.91% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% |
GSEU Goldman Sachs ActiveBeta Europe Equity ETF | 2.75% | 2.72% | 2.35% | 3.41% | 3.34% | 2.71% | 1.84% | 3.69% | 3.40% | 2.51% | 2.74% |
Drawdowns
DMXF vs. GSEU - Drawdown Comparison
The maximum DMXF drawdown since its inception was -34.52%, roughly equal to the maximum GSEU drawdown of -35.71%. Use the drawdown chart below to compare losses from any high point for DMXF and GSEU.
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Drawdown Indicators
| DMXF | GSEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -35.71% | +1.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -11.90% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -34.52% | -33.98% | -0.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.71% | — |
Current DrawdownCurrent decline from peak | -8.42% | -8.35% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -6.66% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.08% | +0.07% |
Volatility
DMXF vs. GSEU - Volatility Comparison
iShares ESG Advanced MSCI EAFE ETF (DMXF) has a higher volatility of 8.07% compared to Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) at 7.68%. This indicates that DMXF's price experiences larger fluctuations and is considered to be riskier than GSEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMXF | GSEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 7.68% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 10.90% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 17.42% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 16.99% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 18.03% | -0.86% |