IEUS vs. DBEU
Compare and contrast key facts about iShares MSCI Europe Small-Cap ETF (IEUS) and Xtrackers MSCI Europe Hedged Equity Fund (DBEU).
IEUS and DBEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEUS is a passively managed fund by iShares that tracks the performance of the MSCI Europe Small Cap Index. It was launched on Nov 12, 2007. DBEU is a passively managed fund by DWS that tracks the performance of the MSCI Europe US Dollar Hedged Index. It was launched on Oct 1, 2013. Both IEUS and DBEU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEUS or DBEU.
Key characteristics
| IEUS | DBEU | |
|---|---|---|
| YTD Return | 8.20% | 10.39% |
| 1Y Return | 21.48% | 15.73% |
| 3Y Return (Ann) | -3.26% | 8.57% |
| 5Y Return (Ann) | 6.54% | 9.51% |
| 10Y Return (Ann) | 5.78% | 8.14% |
| Sharpe Ratio | 1.26 | 1.56 |
| Daily Std Dev | 17.55% | 10.20% |
| Max Drawdown | -62.12% | -34.50% |
| Current Drawdown | -12.76% | -2.34% |
Correlation
The correlation between IEUS and DBEU is 0.71, 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.
Performance
IEUS vs. DBEU - Performance Comparison
In the year-to-date period, IEUS achieves a 8.20% return, which is significantly lower than DBEU's 10.39% return. Over the past 10 years, IEUS has underperformed DBEU with an annualized return of 5.78%, while DBEU has yielded a comparatively higher 8.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IEUS vs. DBEU - Expense Ratio Comparison
IEUS has a 0.40% expense ratio, which is lower than DBEU's 0.45% expense ratio.
Risk-Adjusted Performance
IEUS vs. DBEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Small-Cap ETF (IEUS) 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.
Dividends
IEUS vs. DBEU - Dividend Comparison
IEUS's dividend yield for the trailing twelve months is around 3.03%, more than DBEU's 0.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUS iShares MSCI Europe Small-Cap ETF | 3.03% | 2.97% | 3.00% | 2.62% | 1.21% | 4.03% | 3.20% | 2.12% | 2.47% | 2.06% | 2.37% | 2.50% |
DBEU Xtrackers MSCI Europe Hedged Equity Fund | 0.07% | 3.64% | 1.96% | 1.87% | 2.44% | 2.77% | 3.55% | 2.28% | 9.92% | 5.50% | 4.43% | 0.91% |
Drawdowns
IEUS vs. DBEU - Drawdown Comparison
The maximum IEUS drawdown since its inception was -62.12%, which is greater than DBEU's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for IEUS and DBEU. For additional features, visit the drawdowns tool.
Volatility
IEUS vs. DBEU - Volatility Comparison
iShares MSCI Europe Small-Cap ETF (IEUS) has a higher volatility of 5.19% compared to Xtrackers MSCI Europe Hedged Equity Fund (DBEU) at 2.92%. This indicates that IEUS'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.