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

Correlation

The correlation between IEUS and DBEU is 0.70, 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.


-0.50.00.51.00.7

Performance

IEUS vs. DBEU - Performance Comparison

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

60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
70.52%
138.91%
IEUS
DBEU

Key characteristics

Sharpe Ratio

IEUS:

0.03

DBEU:

0.86

Sortino Ratio

IEUS:

0.16

DBEU:

1.24

Omega Ratio

IEUS:

1.02

DBEU:

1.15

Calmar Ratio

IEUS:

0.02

DBEU:

1.22

Martin Ratio

IEUS:

0.12

DBEU:

4.33

Ulcer Index

IEUS:

4.56%

DBEU:

2.08%

Daily Std Dev

IEUS:

16.14%

DBEU:

10.48%

Max Drawdown

IEUS:

-62.12%

DBEU:

-34.50%

Current Drawdown

IEUS:

-21.03%

DBEU:

-4.52%

Returns By Period

In the year-to-date period, IEUS achieves a -2.05% return, which is significantly lower than DBEU's 7.98% return. Over the past 10 years, IEUS has underperformed DBEU with an annualized return of 5.26%, while DBEU has yielded a comparatively higher 8.02% annualized return.


IEUS

YTD

-2.05%

1M

-0.45%

6M

-4.08%

1Y

-1.03%

5Y*

2.14%

10Y*

5.26%

DBEU

YTD

7.98%

1M

-0.15%

6M

-2.28%

1Y

8.13%

5Y*

7.67%

10Y*

8.02%

Compare stocks, funds, or ETFs

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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.


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 IEUS: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

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.


Sharpe ratio
The chart of Sharpe ratio for IEUS, currently valued at 0.03, compared to the broader market0.002.004.000.030.86
The chart of Sortino ratio for IEUS, currently valued at 0.16, compared to the broader market-2.000.002.004.006.008.0010.000.161.24
The chart of Omega ratio for IEUS, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.15
The chart of Calmar ratio for IEUS, currently valued at 0.02, compared to the broader market0.005.0010.0015.000.021.22
The chart of Martin ratio for IEUS, currently valued at 0.12, compared to the broader market0.0020.0040.0060.0080.00100.000.124.33
IEUS
DBEU

The current IEUS Sharpe Ratio is 0.03, which is lower than the DBEU Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IEUS 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.03
0.86
IEUS
DBEU

Dividends

IEUS vs. DBEU - Dividend Comparison

IEUS's dividend yield for the trailing twelve months is around 3.26%, more than DBEU's 0.07% yield.


TTM20232022202120202019201820172016201520142013
IEUS
iShares MSCI Europe Small-Cap ETF
3.26%2.97%3.00%2.63%1.21%4.03%3.20%2.13%2.48%2.06%2.38%2.50%
DBEU
Xtrackers MSCI Europe Hedged Equity Fund
0.07%3.64%1.96%1.87%2.44%2.78%3.56%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.03%
-4.52%
IEUS
DBEU

Volatility

IEUS vs. DBEU - Volatility Comparison

iShares MSCI Europe Small-Cap ETF (IEUS) has a higher volatility of 4.51% compared to Xtrackers MSCI Europe Hedged Equity Fund (DBEU) at 2.64%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.51%
2.64%
IEUS
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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