NTLA vs. DBEF

Last updated Jul 17, 2026

NTLA (Intellia Therapeutics, Inc.) is a stock, while DBEF (Xtrackers MSCI EAFE Hedged Equity ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE US Dollar Hedged Index. Over the past 10 years, NTLA returned -3.91%/yr vs 12.21%/yr for DBEF. At a 0.37 correlation, their price movements are largely independent.

Performance

NTLA vs. DBEF - Performance Comparison

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

Returns By Period

In the year-to-date period, NTLA achieves a 31.92% return, which is significantly higher than DBEF's 13.12% return. Over the past 10 years, NTLA has underperformed DBEF with an annualized return of -3.91%, while DBEF has yielded a comparatively higher 12.21% annualized return.

NTLA

• 1D: -9.05%
• 1M: -18.49%
• 6M: -0.08%
• YTD: 31.92%
• 1Y: -0.84%
• 3Y*: -35.47%
• 5Y*: -38.54%
• 10Y*: -3.91%

DBEF

• 1D: -0.66%
• 1M: 0.83%
• 6M: 8.23%
• YTD: 13.12%
• 1Y: 26.91%
• 3Y*: 18.82%
• 5Y*: 13.78%
• 10Y*: 12.21%

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

NTLA vs. DBEF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NTLA Intellia Therapeutics, Inc.	31.92%	-22.90%	-61.76%	-12.61%	-70.49%	117.35%	270.82%	7.47%	-28.98%	46.61%
DBEF Xtrackers MSCI EAFE Hedged Equity ETF	13.12%	23.16%	13.40%	20.15%	-5.13%	19.60%	2.03%	24.94%	-9.52%	16.74%

Correlation

The correlation between NTLA and DBEF is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since May 6, 2016	0.37

Return for Risk

NTLA vs. DBEF — Risk / Return Rank

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

NTLA

NTLA Risk / Return Rank: 47
NTLA Sharpe Ratio Rank: 44
NTLA Sortino Ratio Rank: 52
NTLA Omega Ratio Rank: 53
NTLA Calmar Ratio Rank: 44
NTLA Martin Ratio Rank: 44

DBEF

DBEF Risk / Return Rank: 79
DBEF Sharpe Ratio Rank: 82
DBEF Sortino Ratio Rank: 81
DBEF Omega Ratio Rank: 81
DBEF Calmar Ratio Rank: 71
DBEF Martin Ratio Rank: 80

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.

NTLA vs. DBEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intellia Therapeutics, Inc. (NTLA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	NTLA	DBEF	Difference
Sharpe ratio: Return per unit of total volatility	-0.01	2.07	-2.08
Sortino ratio: Return per unit of downside risk	0.73	2.89	-2.16
Omega ratio: Gain probability vs. loss probability	1.10	1.38	-0.28
Calmar ratio: Return relative to maximum drawdown	-0.01	2.87	-2.88
Martin ratio: Return relative to average drawdown	-0.02	12.02	-12.04

NTLA vs. DBEF - Sharpe Ratio Comparison

The current NTLA Sharpe Ratio is -0.01, which is lower than the DBEF Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of NTLA and DBEF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NTLA vs. DBEF - Drawdown Comparison

The maximum NTLA drawdown since its inception was -96.45%, which is greater than DBEF's maximum drawdown of -32.46%. Use the drawdown chart below to compare losses from any high point for NTLA and DBEF.

Drawdown Indicators

	NTLA	DBEF	Difference
Max Drawdown Largest peak-to-trough decline	-96.45%	-32.46%	-63.99%
Max Drawdown (1Y) Largest decline over 1 year	-71.27%	-9.41%	-61.86%
Max Drawdown (3Y) Largest decline over 3 years	-86.23%	-14.62%	-71.61%
Max Drawdown (5Y) Largest decline over 5 years	-96.45%	-14.95%	-81.50%
Max Drawdown (10Y) Largest decline over 10 years	-96.45%	-32.46%	-63.99%
Current Drawdown Current decline from peak	-93.29%	-1.73%	-91.56%
Average Drawdown Average peak-to-trough decline	-57.40%	-4.71%	-52.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	47.69%	2.24%	+45.45%

Volatility

NTLA vs. DBEF - Volatility Comparison

Intellia Therapeutics, Inc. (NTLA) has a higher volatility of 20.48% compared to Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) at 3.56%. This indicates that NTLA'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

	NTLA	DBEF	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.48%	3.56%	+16.92%
Volatility (6M) Calculated over the trailing 6-month period	59.89%	11.06%	+48.83%
Volatility (1Y) Calculated over the trailing 1-year period	99.06%	13.04%	+86.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	78.09%	13.84%	+64.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	78.86%	15.58%	+63.28%

Dividends

NTLA vs. DBEF - Dividend Comparison

NTLA has not paid dividends to shareholders, while DBEF's dividend yield for the trailing twelve months is around 2.30%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DBEF Xtrackers MSCI EAFE Hedged Equity ETF	2.30%	5.55%	1.29%	4.46%	15.85%	2.28%	2.41%	3.03%	3.22%	2.98%	2.55%	3.70%
NTLA Intellia Therapeutics, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NTLA and DBEF in my portfolio?

NTLA and DBEF have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NTLA or DBEF?

NTLA has higher volatility (20.48%) compared to DBEF (3.56%). In terms of maximum drawdown, NTLA dropped -96.45% vs DBEF's -32.46%.

Which has better risk-adjusted returns?

DBEF currently has the higher Sharpe Ratio (2.07 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.