Correlation
The correlation between DSEUX and SPY is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
DSEUX vs. SPY
Compare and contrast key facts about DoubleLine Shiller Enhanced International CAPE (DSEUX) and SPDR S&P 500 ETF (SPY).
DSEUX is managed by DoubleLine. It was launched on Dec 22, 2016. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSEUX or SPY.
Performance
DSEUX vs. SPY - Performance Comparison
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Key characteristics
DSEUX:
0.49
SPY:
0.67
DSEUX:
0.57
SPY:
1.03
DSEUX:
1.08
SPY:
1.15
DSEUX:
0.33
SPY:
0.69
DSEUX:
0.70
SPY:
2.61
DSEUX:
8.47%
SPY:
4.92%
DSEUX:
17.18%
SPY:
20.44%
DSEUX:
-39.30%
SPY:
-55.19%
DSEUX:
-3.17%
SPY:
-3.44%
Returns By Period
In the year-to-date period, DSEUX achieves a 14.63% return, which is significantly higher than SPY's 0.98% return.
DSEUX
14.63%
2.24%
11.61%
8.30%
5.79%
10.96%
N/A
SPY
0.98%
6.45%
-0.84%
13.58%
14.08%
15.83%
12.73%
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DSEUX vs. SPY - Expense Ratio Comparison
DSEUX has a 0.61% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
DSEUX vs. SPY — Risk-Adjusted Performance Rank
DSEUX
SPY
DSEUX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced International CAPE (DSEUX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
DSEUX vs. SPY - Dividend Comparison
DSEUX's dividend yield for the trailing twelve months is around 6.10%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEUX DoubleLine Shiller Enhanced International CAPE | 6.10% | 6.88% | 5.40% | 4.30% | 2.14% | 1.87% | 3.04% | 9.19% | 5.71% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
DSEUX vs. SPY - Drawdown Comparison
The maximum DSEUX drawdown since its inception was -39.30%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DSEUX and SPY.
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Volatility
DSEUX vs. SPY - Volatility Comparison
The current volatility for DoubleLine Shiller Enhanced International CAPE (DSEUX) is 3.61%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.85%. This indicates that DSEUX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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