DSEUX vs. DSL
DSEUX (DoubleLine Shiller Enhanced International CAPE) and DSL (DoubleLine Income Solutions Fund) are both mutual funds - DSEUX is a Europe Equities fund managed by DoubleLine, while DSL is a High Yield Bonds fund managed by DoubleLine. Over the past 5 years, DSEUX returned 7.89%/yr vs 1.11%/yr for DSL. Their 0.29 correlation means their historical movements had little consistent relationship. DSEUX charges 0.61%/yr vs 2.28%/yr for DSL.
Performance
DSEUX vs. DSL - Performance Comparison
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Returns By Period
In the year-to-date period, DSEUX achieves a 17.31% return, which is significantly higher than DSL's 1.45% return.
DSEUX
- 1D
- -0.57%
- 1M
- 3.04%
- 6M
- 12.14%
- YTD
- 17.31%
- 1Y
- 35.62%
- 3Y*
- 14.63%
- 5Y*
- 7.89%
- 10Y*
- —
- ALL TIME*
- 9.76%
DSL
- 1D
- 0.00%
- 1M
- -2.10%
- 6M
- -0.94%
- YTD
- 1.45%
- 1Y
- -1.01%
- 3Y*
- 7.22%
- 5Y*
- 1.11%
- 10Y*
- 4.74%
- ALL TIME*
- 3.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $4.99M | $6.21M | $5.64M |
DSEUX vs. DSL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSEUX DoubleLine Shiller Enhanced International CAPE | 17.31% | 29.25% | -3.73% | 17.30% | -17.38% | 18.40% | 10.73% | 23.17% | -12.64% | 20.96% |
DSL DoubleLine Income Solutions Fund | 1.45% | -0.01% | 15.00% | 23.41% | -22.61% | 7.39% | -6.49% | 25.10% | -6.04% | 16.39% |
Correlation
The correlation between DSEUX and DSL is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2016 | 0.29 |
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Return for Risk
DSEUX vs. DSL — Risk / Return Rank
DSEUX
DSL
DSEUX vs. DSL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced International CAPE (DSEUX) and DoubleLine Income Solutions Fund (DSL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DSEUX | DSL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.80 | ||
| Sortino ratioReturn per unit of downside risk | +3.81 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 0.99 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 4.93 | -0.09 | +5.02 |
| Martin ratioReturn relative to average drawdown | 15.28 | -0.17 | +15.45 |
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Drawdowns
DSEUX vs. DSL - Drawdown Comparison
The maximum DSEUX drawdown since its inception was -36.27%, smaller than the maximum DSL drawdown of -49.51%. Use the drawdown chart below to compare losses from any high point for DSEUX and DSL.
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Drawdown Indicators
| DSEUX | DSL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.27% | -49.51% | +13.24% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | -11.16% | +3.85% |
Max Drawdown (3Y)Largest decline over 3 years | -17.84% | -14.43% | -3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -31.48% | -34.18% | +2.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.51% | — |
Current DrawdownCurrent decline from peak | -0.57% | -6.31% | +5.74% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -8.70% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 6.00% | -3.65% |
Volatility
DSEUX vs. DSL - Volatility Comparison
DoubleLine Shiller Enhanced International CAPE (DSEUX) has a higher volatility of 3.91% compared to DoubleLine Income Solutions Fund (DSL) at 3.08%. This indicates that DSEUX's price experiences larger fluctuations and is considered to be riskier than DSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSEUX | DSL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 3.08% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 8.23% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 9.79% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 14.82% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 20.09% | -3.14% |
DSEUX vs. DSL - Expense Ratio Comparison
DSEUX has a 0.61% expense ratio, which is lower than DSL's 2.28% expense ratio.
Dividends
DSEUX vs. DSL - Dividend Comparison
DSEUX's dividend yield for the trailing twelve months is around 3.70%, less than DSL's 12.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEUX DoubleLine Shiller Enhanced International CAPE | 3.70% | 4.72% | 6.88% | 5.40% | 4.30% | 2.14% | 1.87% | 3.04% | 9.19% | 5.71% | 0.00% | 0.00% |
DSL DoubleLine Income Solutions Fund | 12.37% | 11.71% | 11.38% | 10.78% | 13.67% | 10.74% | 10.69% | 9.33% | 10.39% | 9.11% | 9.53% | 11.63% |
Frequently Asked Questions
DSEUX and DSL have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSEUX has higher volatility (3.91%) compared to DSL (3.08%). In terms of maximum drawdown, DSEUX dropped -36.27% vs DSL's -49.51%.
DSEUX currently has the higher Sharpe Ratio (2.69 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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