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RLY vs. DBEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RLY vs. DBEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSgA Multi-Asset Real Return ETF (RLY) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). The values are adjusted to include any dividend payments, if applicable.

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RLY vs. DBEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RLY
SPDR SSgA Multi-Asset Real Return ETF
14.90%20.26%2.53%2.56%7.86%22.85%-0.59%15.63%-11.72%10.40%
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, RLY achieves a 14.90% return, which is significantly higher than DBEF's 4.36% return. Over the past 10 years, RLY has underperformed DBEF with an annualized return of 8.81%, while DBEF has yielded a comparatively higher 11.84% annualized return.


RLY

1D
-0.14%
1M
-0.48%
YTD
14.90%
6M
19.17%
1Y
30.37%
3Y*
13.06%
5Y*
12.01%
10Y*
8.81%

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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RLY vs. DBEF - Expense Ratio Comparison

RLY has a 0.50% expense ratio, which is higher than DBEF's 0.36% expense ratio.


Return for Risk

RLY vs. DBEF — Risk / Return Rank

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

RLY
RLY Risk / Return Rank: 9494
Overall Rank
RLY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RLY Sortino Ratio Rank: 9494
Sortino Ratio Rank
RLY Omega Ratio Rank: 9595
Omega Ratio Rank
RLY Calmar Ratio Rank: 9090
Calmar Ratio Rank
RLY Martin Ratio Rank: 9696
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.

RLY vs. DBEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Multi-Asset Real Return ETF (RLY) 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.


RLYDBEFDifference

Sharpe ratio

Return per unit of total volatility

2.31

1.38

+0.93

Sortino ratio

Return per unit of downside risk

3.01

1.95

+1.05

Omega ratio

Gain probability vs. loss probability

1.47

1.30

+0.17

Calmar ratio

Return relative to maximum drawdown

3.10

1.92

+1.18

Martin ratio

Return relative to average drawdown

18.32

8.42

+9.90

RLY vs. DBEF - Sharpe Ratio Comparison

The current RLY Sharpe Ratio is 2.31, which is higher than the DBEF Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of RLY 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


RLYDBEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

1.38

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.94

-0.05

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

0.37

0.53

-0.17

Correlation

The correlation between RLY and DBEF is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RLY vs. DBEF - Dividend Comparison

RLY's dividend yield for the trailing twelve months is around 2.92%, less than DBEF's 5.32% yield.


TTM20252024202320222021202020192018201720162015
RLY
SPDR SSgA Multi-Asset Real Return ETF
2.92%3.24%3.31%3.71%5.66%12.15%2.16%3.45%2.76%1.85%2.07%1.80%
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

RLY vs. DBEF - Drawdown Comparison

The maximum RLY drawdown since its inception was -37.75%, which is greater than DBEF's maximum drawdown of -32.46%. Use the drawdown chart below to compare losses from any high point for RLY and DBEF.


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Drawdown Indicators


RLYDBEFDifference

Max Drawdown

Largest peak-to-trough decline

-37.75%

-32.46%

-5.29%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-11.87%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-14.95%

-3.99%

Max Drawdown (10Y)

Largest decline over 10 years

-34.17%

-32.46%

-1.71%

Current Drawdown

Current decline from peak

-0.48%

-4.33%

+3.85%

Average Drawdown

Average peak-to-trough decline

-9.56%

-4.77%

-4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

2.72%

-1.04%

Volatility

RLY vs. DBEF - Volatility Comparison

The current volatility for SPDR SSgA Multi-Asset Real Return ETF (RLY) is 3.03%, while Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) has a volatility of 5.97%. This indicates that RLY 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


RLYDBEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

5.97%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

9.46%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

16.60%

-3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

13.63%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.82%

15.82%

-2.00%