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PHDG vs. DBEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHDG vs. DBEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Downside Hedged ETF (PHDG) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PHDG achieves a 10.56% return, which is significantly lower than DBEF's 14.18% return. Over the past 10 years, PHDG has underperformed DBEF with an annualized return of 7.12%, while DBEF has yielded a comparatively higher 13.17% annualized return.


PHDG

1D
-0.33%
1M
-1.88%
YTD
10.56%
6M
10.62%
1Y
21.44%
3Y*
9.78%
5Y*
4.89%
10Y*
7.12%

DBEF

1D
0.42%
1M
4.05%
YTD
14.18%
6M
14.60%
1Y
30.93%
3Y*
19.53%
5Y*
13.93%
10Y*
13.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHDG vs. DBEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHDG
Invesco S&P 500 Downside Hedged ETF
10.56%2.72%10.95%8.18%-14.09%15.67%18.97%8.57%-2.44%15.89%
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
14.18%23.16%13.40%20.15%-5.13%19.60%2.03%24.94%-9.52%16.74%

Correlation

The correlation between PHDG and DBEF is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2012

0.51

The correlation between PHDG and DBEF shifts across timeframes, from 0.41 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PHDG vs. DBEF — Risk / Return Rank

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

PHDG
PHDG Risk / Return Rank: 7070
Overall Rank
PHDG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PHDG Sortino Ratio Rank: 5757
Sortino Ratio Rank
PHDG Omega Ratio Rank: 6868
Omega Ratio Rank
PHDG Calmar Ratio Rank: 7979
Calmar Ratio Rank
PHDG Martin Ratio Rank: 8686
Martin Ratio Rank

DBEF
DBEF Risk / Return Rank: 7777
Overall Rank
DBEF Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DBEF Sortino Ratio Rank: 8080
Sortino Ratio Rank
DBEF Omega Ratio Rank: 7979
Omega Ratio Rank
DBEF Calmar Ratio Rank: 6868
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.

PHDG vs. DBEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Downside Hedged ETF (PHDG) 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.


PHDGDBEFDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.39

1.45

-0.06

Calmar ratioReturn relative to maximum drawdown

3.93

3.30

+0.63

Martin ratioReturn relative to average drawdown

17.30

13.95

+3.34

PHDG vs. DBEF - Sharpe Ratio Comparison

The current PHDG Sharpe Ratio is 1.90, which is comparable to the DBEF Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of PHDG 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.


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Drawdowns

PHDG vs. DBEF - Drawdown Comparison

The maximum PHDG drawdown since its inception was -17.70%, smaller than the maximum DBEF drawdown of -32.46%. Use the drawdown chart below to compare losses from any high point for PHDG and DBEF.


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Drawdown Indicators


PHDGDBEFDifference

Max Drawdown

Largest peak-to-trough decline

-17.70%

-32.46%

+14.76%

Max Drawdown (1Y)

Largest decline over 1 year

-5.48%

-9.41%

+3.93%

Max Drawdown (3Y)

Largest decline over 3 years

-14.78%

-14.62%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-17.06%

-14.95%

-2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

-32.46%

+15.40%

Current Drawdown

Current decline from peak

-5.01%

0.00%

-5.01%

Average Drawdown

Average peak-to-trough decline

-6.23%

-4.72%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

2.22%

-0.98%

Volatility

PHDG vs. DBEF - Volatility Comparison

Invesco S&P 500 Downside Hedged ETF (PHDG) has a higher volatility of 7.74% compared to Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) at 4.18%. This indicates that PHDG'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.


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Volatility by Period


PHDGDBEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

4.18%

+3.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

10.78%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.39%

12.84%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.40%

13.83%

-2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.15%

15.77%

-3.62%

PHDG vs. DBEF - Expense Ratio Comparison

PHDG has a 0.39% expense ratio, which is higher than DBEF's 0.35% expense ratio.


Dividends

PHDG vs. DBEF - Dividend Comparison

PHDG's dividend yield for the trailing twelve months is around 2.28%, which matches DBEF's 2.28% yield.


PositionTTM20252024202320222021202020192018201720162015
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
2.28%5.55%1.29%4.46%15.85%2.28%2.41%3.03%3.22%2.98%2.55%3.70%
PHDG
Invesco S&P 500 Downside Hedged ETF
2.28%2.10%1.94%1.93%1.35%0.44%0.63%1.80%1.56%1.83%2.29%1.64%

Frequently Asked Questions


PHDG and DBEF have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PHDG has higher volatility (7.74%) compared to DBEF (4.18%). In terms of maximum drawdown, PHDG dropped -17.70% vs DBEF's -32.46%.

On 10-year performance, DBEF leads with 13.17% vs 7.12% for PHDG. On fees, DBEF is cheaper at 0.35% per year. On volatility, DBEF has been the lower-risk option at 4.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBEF has performed better with a 13.17% return vs 7.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBEF is cheaper with a 0.35% expense ratio, compared with 0.39% for PHDG.

PHDG and DBEF have nearly identical dividend yields, around 2.28%.

PHDG is categorized as Equity Hedged, while DBEF is Foreign Large Cap Equities. PHDG tracks S&P 500 Dynamic VEQTOR Index, while DBEF tracks MSCI EAFE US Dollar Hedged Index. They also come from different issuers: Invesco and DWS. Their fees differ too: 0.39% for PHDG and 0.35% for DBEF.

DBEF currently has the higher Sharpe Ratio (2.42 vs 1.90), 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.

Portfolio Optimizer

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