DSEUX vs. UEPIX
DSEUX (DoubleLine Shiller Enhanced International CAPE) and UEPIX (ProFunds Europe 30 Fund) are both Europe Equities funds. Over the past 5 years, DSEUX returned 8.02%/yr vs 12.21%/yr for UEPIX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. DSEUX charges 0.61%/yr vs 1.78%/yr for UEPIX.
Performance
DSEUX vs. UEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, DSEUX achieves a 17.99% return, which is significantly lower than UEPIX's 20.36% return.
DSEUX
- 1D
- 0.38%
- 1M
- 3.64%
- 6M
- 13.03%
- YTD
- 17.99%
- 1Y
- 36.40%
- 3Y*
- 14.47%
- 5Y*
- 8.02%
- 10Y*
- —
- ALL TIME*
- 9.83%
UEPIX
- 1D
- 1.83%
- 1M
- 1.21%
- 6M
- 12.31%
- YTD
- 20.36%
- 1Y
- 39.97%
- 3Y*
- 19.57%
- 5Y*
- 12.21%
- 10Y*
- 9.76%
- ALL TIME*
- 2.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DSEUX vs. UEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSEUX DoubleLine Shiller Enhanced International CAPE | 17.99% | 29.25% | -3.73% | 17.30% | -17.38% | 18.40% | 10.73% | 23.17% | -12.64% | 20.96% |
UEPIX ProFunds Europe 30 Fund | 20.36% | 28.46% | 2.60% | 18.54% | -7.83% | 24.46% | -9.97% | 17.87% | -12.48% | 19.92% |
Correlation
The correlation between DSEUX and UEPIX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2016 | 0.67 |
The correlation between DSEUX and UEPIX has been stable across timeframes, ranging from 0.57 to 0.67 - a consistent structural relationship.
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Return for Risk
DSEUX vs. UEPIX — Risk / Return Rank
DSEUX
UEPIX
DSEUX vs. UEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced International CAPE (DSEUX) and ProFunds Europe 30 Fund (UEPIX). 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 | UEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.42 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.78 | 5.43 | -0.65 |
| Martin ratioReturn relative to average drawdown | 14.84 | 14.32 | +0.52 |
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Drawdowns
DSEUX vs. UEPIX - Drawdown Comparison
The maximum DSEUX drawdown since its inception was -36.27%, smaller than the maximum UEPIX drawdown of -76.06%. Use the drawdown chart below to compare losses from any high point for DSEUX and UEPIX.
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Drawdown Indicators
| DSEUX | UEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.27% | -76.06% | +39.79% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | -6.74% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -17.84% | -15.84% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -31.48% | -26.62% | -4.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.51% | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.11% | +4.11% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -42.96% | +36.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.56% | -0.20% |
Volatility
DSEUX vs. UEPIX - Volatility Comparison
DoubleLine Shiller Enhanced International CAPE (DSEUX) and ProFunds Europe 30 Fund (UEPIX) have volatilities of 4.03% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSEUX | UEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 3.95% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 12.70% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 15.40% | -1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 17.10% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 18.44% | -1.49% |
DSEUX vs. UEPIX - Expense Ratio Comparison
DSEUX has a 0.61% expense ratio, which is lower than UEPIX's 1.78% expense ratio.
Dividends
DSEUX vs. UEPIX - Dividend Comparison
DSEUX's dividend yield for the trailing twelve months is around 3.68%, more than UEPIX's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEUX DoubleLine Shiller Enhanced International CAPE | 3.68% | 4.72% | 6.88% | 5.40% | 4.30% | 2.14% | 1.87% | 3.04% | 9.19% | 5.71% | 0.00% | 0.00% |
UEPIX ProFunds Europe 30 Fund | 1.38% | 1.66% | 0.00% | 1.43% | 1.98% | 0.87% | 2.64% | 0.82% | 12.56% | 0.96% | 3.21% | 11.73% |
Frequently Asked Questions
DSEUX and UEPIX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSEUX has higher volatility (4.03%) compared to UEPIX (3.95%). In terms of maximum drawdown, DSEUX dropped -36.27% vs UEPIX's -76.06%.
DSEUX currently has the higher Sharpe Ratio (2.60 vs 2.39), 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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