FEUPX vs. DBEF

Last updated Apr 2, 2026

Compare and contrast key facts about American Funds EuroPacific Growth Fund Class F-3 (FEUPX) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF).

FEUPX is managed by American Funds. It was launched on Apr 16, 1984. DBEF is a passively managed fund by DWS that tracks the performance of the MSCI EAFE US Dollar Hedged Index. It was launched on Jun 9, 2011.

Performance

FEUPX vs. DBEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds EuroPacific Growth Fund Class F-3 (FEUPX) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). The values are adjusted to include any dividend payments, if applicable.

FEUPX vs. DBEF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FEUPX American Funds EuroPacific Growth Fund Class F-3	-2.85%	29.34%	3.00%	16.12%	-22.78%	2.86%	25.24%	27.42%	-17.33%	22.64%
DBEF Xtrackers MSCI EAFE Hedged Equity ETF	4.36%	23.16%	13.40%	20.15%	-5.13%	19.60%	2.03%	24.94%	-9.52%	15.46%

Returns By Period

In the year-to-date period, FEUPX achieves a -2.85% return, which is significantly lower than DBEF's 4.36% return.

FEUPX

• 1D: 2.74%
• 1M: -8.18%
• YTD: -2.85%
• 6M: 0.94%
• 1Y: 21.56%
• 3Y*: 11.00%
• 5Y*: 3.33%
• 10Y*: —

DBEF

• 1D: 1.64%
• 1M: -2.96%
• YTD: 4.36%
• 6M: 10.23%
• 1Y: 22.76%
• 3Y*: 17.05%
• 5Y*: 12.72%
• 10Y*: 11.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUPX vs. DBEF - Expense Ratio Comparison

FEUPX has a 0.46% expense ratio, which is higher than DBEF's 0.36% expense ratio.

FEUPX

American Funds EuroPacific Growth Fund Class F-3

DBEF

Xtrackers MSCI EAFE Hedged Equity ETF

Return for Risk

FEUPX vs. DBEF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FEUPX

FEUPX Risk / Return Rank: 69
FEUPX Sharpe Ratio Rank: 74
FEUPX Sortino Ratio Rank: 72
FEUPX Omega Ratio Rank: 68
FEUPX Calmar Ratio Rank: 68
FEUPX Martin Ratio Rank: 64

DBEF

DBEF Risk / Return Rank: 75
DBEF Sharpe Ratio Rank: 74
DBEF Sortino Ratio Rank: 75
DBEF Omega Ratio Rank: 76
DBEF Calmar Ratio Rank: 72
DBEF Martin Ratio Rank: 76

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FEUPX vs. DBEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class F-3 (FEUPX) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). 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.

	FEUPX	DBEF	Difference
Sharpe ratio Return per unit of total volatility	1.38	1.38	0.00
Sortino ratio Return per unit of downside risk	1.87	1.95	-0.09
Omega ratio Gain probability vs. loss probability	1.27	1.30	-0.03
Calmar ratio Return relative to maximum drawdown	1.68	1.92	-0.24
Martin ratio Return relative to average drawdown	6.37	8.42	-2.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEUPX vs. DBEF - Sharpe Ratio Comparison

The current FEUPX Sharpe Ratio is 1.38, which is comparable to the DBEF Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FEUPX and DBEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FEUPX	DBEF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	1.38	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	0.94	-0.73
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.53	-0.09

Correlation

The correlation between FEUPX and DBEF is 0.81, 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

FEUPX vs. DBEF - Dividend Comparison

FEUPX's dividend yield for the trailing twelve months is around 14.34%, more than DBEF's 5.32% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FEUPX American Funds EuroPacific Growth Fund Class F-3	14.34%	13.94%	4.96%	3.94%	2.02%	10.18%	0.40%	3.14%	3.17%	3.28%	0.00%	0.00%
DBEF Xtrackers MSCI EAFE Hedged Equity ETF	5.32%	5.55%	1.29%	4.46%	15.85%	2.28%	2.41%	3.03%	3.22%	2.98%	2.55%	3.70%

Drawdowns

FEUPX vs. DBEF - Drawdown Comparison

The maximum FEUPX drawdown since its inception was -37.31%, which is greater than DBEF's maximum drawdown of -32.46%. Use the drawdown chart below to compare losses from any high point for FEUPX and DBEF.

Drawdown Indicators

	FEUPX	DBEF	Difference
Max Drawdown Largest peak-to-trough decline	-37.31%	-32.46%	-4.85%
Max Drawdown (1Y) Largest decline over 1 year	-12.52%	-11.87%	-0.65%
Max Drawdown (5Y) Largest decline over 5 years	-37.31%	-14.95%	-22.36%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.46%	—
Current Drawdown Current decline from peak	-10.13%	-4.33%	-5.80%
Average Drawdown Average peak-to-trough decline	-10.82%	-4.77%	-6.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.30%	2.72%	+0.58%

Volatility

FEUPX vs. DBEF - Volatility Comparison

American Funds EuroPacific Growth Fund Class F-3 (FEUPX) has a higher volatility of 7.25% compared to Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) at 5.97%. This indicates that FEUPX's price experiences larger fluctuations and is considered to be riskier than DBEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEUPX	DBEF	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.25%	5.97%	+1.28%
Volatility (6M) Calculated over the trailing 6-month period	11.54%	9.46%	+2.08%
Volatility (1Y) Calculated over the trailing 1-year period	16.40%	16.60%	-0.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.48%	13.63%	+2.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.01%	15.82%	+1.19%