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MRGR vs. DBEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MRGR vs. DBEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Merger ETF (MRGR) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). The values are adjusted to include any dividend payments, if applicable.

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MRGR vs. DBEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRGR
Proshares Merger ETF
1.17%11.99%5.32%4.94%-4.81%6.58%1.99%4.31%3.42%2.08%
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%16.74%

Returns By Period

In the year-to-date period, MRGR achieves a 1.17% return, which is significantly lower than DBEF's 4.36% return. Over the past 10 years, MRGR has underperformed DBEF with an annualized return of 3.33%, while DBEF has yielded a comparatively higher 11.84% annualized return.


MRGR

1D
-0.29%
1M
0.22%
YTD
1.17%
6M
6.51%
1Y
11.07%
3Y*
8.29%
5Y*
4.22%
10Y*
3.33%

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)

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MRGR vs. DBEF - Expense Ratio Comparison

MRGR has a 0.75% expense ratio, which is higher than DBEF's 0.36% expense ratio.


Return for Risk

MRGR vs. DBEF — Risk / Return Rank

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

MRGR
MRGR Risk / Return Rank: 9797
Overall Rank
MRGR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MRGR Sortino Ratio Rank: 9898
Sortino Ratio Rank
MRGR Omega Ratio Rank: 9797
Omega Ratio Rank
MRGR Calmar Ratio Rank: 9898
Calmar Ratio Rank
MRGR Martin Ratio Rank: 9898
Martin Ratio Rank

DBEF
DBEF Risk / Return Rank: 7575
Overall Rank
DBEF Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBEF Sortino Ratio Rank: 7575
Sortino Ratio Rank
DBEF Omega Ratio Rank: 7676
Omega Ratio Rank
DBEF Calmar Ratio Rank: 7272
Calmar Ratio Rank
DBEF Martin Ratio Rank: 7676
Martin Ratio Rank
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.

MRGR vs. DBEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Merger ETF (MRGR) 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.


MRGRDBEFDifference

Sharpe ratio

Return per unit of total volatility

2.58

1.38

+1.20

Sortino ratio

Return per unit of downside risk

4.23

1.95

+2.27

Omega ratio

Gain probability vs. loss probability

1.57

1.30

+0.27

Calmar ratio

Return relative to maximum drawdown

6.59

1.92

+4.67

Martin ratio

Return relative to average drawdown

22.39

8.42

+13.97

MRGR vs. DBEF - Sharpe Ratio Comparison

The current MRGR Sharpe Ratio is 2.58, which is higher than the DBEF Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of MRGR 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.


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Sharpe Ratios by Period


MRGRDBEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

1.38

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.94

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.75

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.53

-0.18

Correlation

The correlation between MRGR and DBEF is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MRGR vs. DBEF - Dividend Comparison

MRGR's dividend yield for the trailing twelve months is around 2.99%, less than DBEF's 5.32% yield.


TTM20252024202320222021202020192018201720162015
MRGR
Proshares Merger ETF
2.99%3.12%3.21%2.11%0.61%0.59%0.00%0.78%1.39%0.36%0.74%0.34%
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

MRGR vs. DBEF - Drawdown Comparison

The maximum MRGR drawdown since its inception was -13.23%, smaller than the maximum DBEF drawdown of -32.46%. Use the drawdown chart below to compare losses from any high point for MRGR and DBEF.


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Drawdown Indicators


MRGRDBEFDifference

Max Drawdown

Largest peak-to-trough decline

-13.23%

-32.46%

+19.23%

Max Drawdown (1Y)

Largest decline over 1 year

-1.66%

-11.87%

+10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-8.40%

-14.95%

+6.55%

Max Drawdown (10Y)

Largest decline over 10 years

-13.23%

-32.46%

+19.23%

Current Drawdown

Current decline from peak

-0.29%

-4.33%

+4.04%

Average Drawdown

Average peak-to-trough decline

-3.91%

-4.77%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

2.72%

-2.23%

Volatility

MRGR vs. DBEF - Volatility Comparison

The current volatility for Proshares Merger ETF (MRGR) is 1.45%, while Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) has a volatility of 5.97%. This indicates that MRGR experiences smaller price fluctuations and is considered to be less risky than DBEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRGRDBEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

5.97%

-4.52%

Volatility (6M)

Calculated over the trailing 6-month period

3.39%

9.46%

-6.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.32%

16.60%

-12.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.81%

13.63%

-9.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.19%

15.82%

-10.63%