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FLEE vs. DBEU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLEE and DBEU is 0.84, 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.


-0.50.00.51.00.8

Performance

FLEE vs. DBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Europe ETF (FLEE) and Xtrackers MSCI Europe Hedged Equity Fund (DBEU). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%AugustSeptemberOctoberNovemberDecember2025
-3.55%
2.27%
FLEE
DBEU

Key characteristics

Sharpe Ratio

FLEE:

0.70

DBEU:

1.53

Sortino Ratio

FLEE:

1.03

DBEU:

2.13

Omega Ratio

FLEE:

1.12

DBEU:

1.27

Calmar Ratio

FLEE:

0.79

DBEU:

2.16

Martin Ratio

FLEE:

1.95

DBEU:

7.37

Ulcer Index

FLEE:

4.49%

DBEU:

2.17%

Daily Std Dev

FLEE:

12.48%

DBEU:

10.42%

Max Drawdown

FLEE:

-37.27%

DBEU:

-34.50%

Current Drawdown

FLEE:

-8.14%

DBEU:

0.00%

Returns By Period

In the year-to-date period, FLEE achieves a 2.57% return, which is significantly lower than DBEU's 4.00% return.


FLEE

YTD

2.57%

1M

2.71%

6M

-3.55%

1Y

7.70%

5Y*

5.56%

10Y*

N/A

DBEU

YTD

4.00%

1M

5.15%

6M

2.27%

1Y

15.02%

5Y*

8.62%

10Y*

8.32%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLEE vs. DBEU - Expense Ratio Comparison

FLEE has a 0.09% expense ratio, which is lower than DBEU's 0.45% expense ratio.


DBEU
Xtrackers MSCI Europe Hedged Equity Fund
Expense ratio chart for DBEU: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for FLEE: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

FLEE vs. DBEU — Risk-Adjusted Performance Rank

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

FLEE
The Risk-Adjusted Performance Rank of FLEE is 2727
Overall Rank
The Sharpe Ratio Rank of FLEE is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEE is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FLEE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FLEE is 3636
Calmar Ratio Rank
The Martin Ratio Rank of FLEE is 2323
Martin Ratio Rank

DBEU
The Risk-Adjusted Performance Rank of DBEU is 6060
Overall Rank
The Sharpe Ratio Rank of DBEU is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of DBEU is 5858
Sortino Ratio Rank
The Omega Ratio Rank of DBEU is 5656
Omega Ratio Rank
The Calmar Ratio Rank of DBEU is 6464
Calmar Ratio Rank
The Martin Ratio Rank of DBEU is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLEE vs. DBEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) and Xtrackers MSCI Europe Hedged Equity Fund (DBEU). 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.


Sharpe ratio
The chart of Sharpe ratio for FLEE, currently valued at 0.70, compared to the broader market0.002.004.000.701.53
The chart of Sortino ratio for FLEE, currently valued at 1.03, compared to the broader market0.005.0010.001.032.13
The chart of Omega ratio for FLEE, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.27
The chart of Calmar ratio for FLEE, currently valued at 0.79, compared to the broader market0.005.0010.0015.0020.000.792.16
The chart of Martin ratio for FLEE, currently valued at 1.95, compared to the broader market0.0020.0040.0060.0080.00100.001.957.37
FLEE
DBEU

The current FLEE Sharpe Ratio is 0.70, which is lower than the DBEU Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of FLEE and DBEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.70
1.53
FLEE
DBEU

Dividends

FLEE vs. DBEU - Dividend Comparison

FLEE's dividend yield for the trailing twelve months is around 3.83%, more than DBEU's 0.07% yield.


TTM20242023202220212020201920182017201620152014
FLEE
Franklin FTSE Europe ETF
3.83%3.93%2.57%3.48%3.60%1.88%3.02%3.85%0.02%0.00%0.00%0.00%
DBEU
Xtrackers MSCI Europe Hedged Equity Fund
0.07%0.07%3.64%1.96%1.87%2.44%2.78%3.56%2.28%9.92%5.50%4.43%

Drawdowns

FLEE vs. DBEU - Drawdown Comparison

The maximum FLEE drawdown since its inception was -37.27%, which is greater than DBEU's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for FLEE and DBEU. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.14%
0
FLEE
DBEU

Volatility

FLEE vs. DBEU - Volatility Comparison

Franklin FTSE Europe ETF (FLEE) has a higher volatility of 3.74% compared to Xtrackers MSCI Europe Hedged Equity Fund (DBEU) at 2.70%. This indicates that FLEE's price experiences larger fluctuations and is considered to be riskier than DBEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%AugustSeptemberOctoberNovemberDecember2025
3.74%
2.70%
FLEE
DBEU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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