DSEUX vs. AEDAX
Compare and contrast key facts about DoubleLine Shiller Enhanced International CAPE (DSEUX) and Invesco EQV European Equity Fund (AEDAX).
DSEUX is managed by DoubleLine. It was launched on Dec 22, 2016. AEDAX is managed by Invesco. It was launched on Nov 2, 1997.
Performance
DSEUX vs. AEDAX - Performance Comparison
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DSEUX vs. AEDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSEUX DoubleLine Shiller Enhanced International CAPE | 6.56% | 29.25% | -3.73% | 17.30% | -17.38% | 18.40% | 10.73% | 23.17% | -12.64% | 20.96% |
AEDAX Invesco EQV European Equity Fund | 0.69% | 23.92% | -0.79% | 19.64% | -21.77% | 14.22% | -0.06% | 24.54% | -18.86% | 26.90% |
Returns By Period
In the year-to-date period, DSEUX achieves a 6.56% return, which is significantly higher than AEDAX's 0.69% return.
DSEUX
- 1D
- 1.34%
- 1M
- -4.45%
- YTD
- 6.56%
- 6M
- 13.51%
- 1Y
- 26.77%
- 3Y*
- 12.12%
- 5Y*
- 7.40%
- 10Y*
- —
AEDAX
- 1D
- 0.15%
- 1M
- -9.80%
- YTD
- 0.69%
- 6M
- 6.57%
- 1Y
- 18.92%
- 3Y*
- 10.42%
- 5Y*
- 4.50%
- 10Y*
- 5.29%
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DSEUX vs. AEDAX - Expense Ratio Comparison
DSEUX has a 0.61% expense ratio, which is lower than AEDAX's 1.37% expense ratio.
Return for Risk
DSEUX vs. AEDAX — Risk / Return Rank
DSEUX
AEDAX
DSEUX vs. AEDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced International CAPE (DSEUX) and Invesco EQV European Equity Fund (AEDAX). 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.
| DSEUX | AEDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 1.09 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.52 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.62 | +0.54 |
Martin ratioReturn relative to average drawdown | 10.28 | 5.66 | +4.62 |
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
| DSEUX | AEDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 1.09 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.26 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.45 | +0.08 |
Correlation
The correlation between DSEUX and AEDAX is 0.77, 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
DSEUX vs. AEDAX - Dividend Comparison
DSEUX's dividend yield for the trailing twelve months is around 3.88%, less than AEDAX's 16.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEUX DoubleLine Shiller Enhanced International CAPE | 3.88% | 4.72% | 6.88% | 5.40% | 4.30% | 2.14% | 1.87% | 3.04% | 9.19% | 5.71% | 0.00% | 0.00% |
AEDAX Invesco EQV European Equity Fund | 16.80% | 16.92% | 10.53% | 2.58% | 7.48% | 9.40% | 1.30% | 2.53% | 1.43% | 1.86% | 1.59% | 4.78% |
Drawdowns
DSEUX vs. AEDAX - Drawdown Comparison
The maximum DSEUX drawdown since its inception was -36.27%, smaller than the maximum AEDAX drawdown of -60.46%. Use the drawdown chart below to compare losses from any high point for DSEUX and AEDAX.
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Drawdown Indicators
| DSEUX | AEDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.27% | -60.46% | +24.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | -10.59% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -31.58% | -38.81% | +7.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.03% | — |
Current DrawdownCurrent decline from peak | -4.45% | -10.38% | +5.93% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -16.99% | +9.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.04% | -0.48% |
Volatility
DSEUX vs. AEDAX - Volatility Comparison
The current volatility for DoubleLine Shiller Enhanced International CAPE (DSEUX) is 5.18%, while Invesco EQV European Equity Fund (AEDAX) has a volatility of 7.06%. This indicates that DSEUX experiences smaller price fluctuations and is considered to be less risky than AEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSEUX | AEDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 7.06% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 10.66% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 16.41% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.74% | 17.48% | -0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.04% | 17.36% | -0.32% |