Xtrackers MSCI EAFE Hedged Equity ETF

10-Year Study

DBEF.US · · US · ETF

Executive Summary: Xtrackers MSCI EAFE Hedged Equity ETF has compounded at 11.8% annually over the last 10 years, with a maximum drawdown of 20.7% and an annualized volatility of 14.4%.

1Y CAGR
+24.3%
3Y CAGR
+18.4%
5Y CAGR
+13.0%
10Y CAGR
+11.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
20.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -9.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.55.1-5.64.8————————7.6%
20255.11.9-2.3-0.74.60.51.42.42.23.60.71.923.3%
20242.43.94.1-1.13.7-0.70.51.2-0.2-1.71.0-0.113.4%
20237.70.01.42.5-1.44.01.6-1.9-0.9-2.25.42.820.1%
2022-2.8-3.32.1-1.91.2-5.75.4-3.1-5.86.37.9-4.3-5.1%
2021-0.23.05.11.12.71.20.31.9-1.63.2-3.04.519.6%
2020-1.9-7.6-12.45.75.22.6-1.93.6-0.4-3.812.52.72.0%
20196.23.51.83.6-4.84.90.6-1.93.71.72.31.424.9%
20181.5-3.8-1.13.9-0.2-0.43.1-1.51.4-6.40.5-6.3-9.5%
20170.72.02.71.42.4-0.50.40.22.83.2-0.61.016.7%
2016———0.42.8-2.63.51.40.60.91.44.013.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 79.6% of variance. Idiosyncratic stock-specific factors contribute 0.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110043.0701669723
2016-05-0110325.016890261555
2016-06-0110055.13463951356
2016-07-0110405.185310298235
2016-08-0110545.977704854746
2016-09-0110614.383264163691
2016-10-0110710.959366856481
2016-11-0110863.876556316956
2016-12-0111303.566258083198
2017-01-0111384.156934658815
2017-02-0111609.762571180388
2017-03-0111919.940160216196
2017-04-0112089.144387607374
2017-05-0112375.132709197953
2017-06-0112318.128076440498
2017-07-0112363.249203744812
2017-08-0112383.758807064954
2017-09-0112732.542708232797
2017-10-0113138.813821059743
2017-11-0113060.817006080493
2017-12-0113195.878776179903
2018-01-0113395.18386256153
2018-02-0112888.596660554
2018-03-0112751.54425248528
2018-04-0113245.705047775311
2018-05-0113216.629668950873
2018-06-0113161.193417623783
2018-07-0113567.76614226426
2018-08-0113366.591062638741
2018-09-0113555.219090821349
2018-10-0112683.379982627159
2018-11-0112742.073641540392
2018-12-0111939.967184634688
2019-01-0112684.64675224399
2019-02-0113129.70514429109
2019-03-0113360.800115818936
2019-04-0113835.838722131066
2019-05-0113172.47369944986
2019-06-0113819.129427661423
2019-07-0113897.789788630442
2019-08-0113635.508155583435
2019-09-0114138.234726377763
2019-10-0114378.739986487792
2019-11-0114715.338770388958
2019-12-0114917.961586719428
2020-01-0114630.94778496284
2020-02-0113513.596660554002
2020-03-0111835.488852427372
2020-04-0112515.563169578229
2020-05-0113169.155969501011
2020-06-0113509.01216098832
2020-07-0113254.2105009169
2020-08-0113737.030692018145
2020-09-0113678.87993436927
2020-10-0113164.812759386159
2020-11-0114814.327767589999
2020-12-0115220.659202779654
2021-01-0115184.405462793167
2021-02-0115646.354116398032
2021-03-0116443.393494836404
2021-04-0116629.065727246405
2021-05-0117081.905704082616
2021-06-0117291.3449473989
2021-07-0117351.245053566257
2021-08-0117682.957726088214
2021-09-0117397.33133867387
2021-10-0117954.83061480552
2021-11-0117424.95898079336
2021-12-0118204.685841135026
2022-01-0117699.425731107036
2022-02-0117119.908792587587
2022-03-0117481.541357011873
2022-04-0117157.007045651964
2022-05-0117361.01727632468
2022-06-0116372.152784480262
2022-07-0117256.41829939195
2022-08-0116715.507673004537
2022-09-0115746.609883215906
2022-10-0116734.328250168903
2022-11-0118051.225750410194
2022-12-0117270.59405462793
2023-01-0118604.92471769134
2023-02-0118604.92471769134
2023-03-0118862.139272271015
2023-04-0119339.047871827042
2023-05-0119065.727246404786
2023-06-0119828.02094392433
2023-07-0120141.93851944793
2023-08-0119749.541550043432
2023-09-0119564.532863623204
2023-10-0119132.866036096904
2023-11-0120175.538075475335
2023-12-0120749.80696843934
2024-01-0121237.93552745874
2024-02-0122062.783515104722
2024-03-0122966.171218994306
2024-04-0122702.44184924235
2024-05-0123549.729755815075
2024-06-0123385.04970562687
2024-07-0123492.302866518676
2024-08-0123763.150275069976
2024-09-0123712.358845671268
2024-10-0123311.69771257601
2024-11-0123543.09429591738
2024-12-0123530.486922111766
2025-01-0124735.42611717016
2025-02-0125195.806389344656
2025-03-0124610.377859279994
2025-04-0124445.577164366376
2025-05-0125582.291767203937
2025-06-0125713.49290609015
2025-07-0126066.13743847119
2025-08-0126700.909661229613
2025-09-0127282.779171894603
2025-10-0128270.19592703407
2025-11-0128469.98359231734
2025-12-0129021.088698002124
2026-01-0130022.439918926746
2026-02-0131566.692404208086
2026-03-0129799.247176913424
2026-04-0131222.85493678216
Annual Return Matrix
YearAnnual Return
20170.16740845100487745
2018-0.09517453235568385
20190.2494139519844798
20200.020290816161485425
20210.19605107759133178
2022-0.05131051393352981
20230.20145299593091281
20240.134009919123675
20250.23333991319707037
20260.07586780295156936
Total Factor Risk
0.144037015689557
VTI.US Exposure
-0.00009848970542083618
VEA.US Exposure
0.7963701825529119
VWO.US Exposure
0.018025628881525143
QQQ.US Exposure
-0.0015760992459336117
VTV.US Exposure
0.006855089932576697
IJR.US Exposure
-0.030275014461091824
QUAL.US Exposure
0.0063289252142824685
SHV.US Exposure
0.1928419804065063
TLT.US Exposure
-0.008793436919284667
LQD.US Exposure
0.0007053890187889031
HYG.US Exposure
0.010911417112212888
GLD.US Exposure
-0.008700662033081077
USO.US Exposure
0.0026852232826496104
VNQ.US Exposure
-0.019881805068467873
BTC-USD.CC Exposure
-0.000577650854425883
CPER.US Exposure
0.0016276330322965845
VIX.INDX Exposure
0.009561136147351473
UUP.US Exposure
0.017349860064521914
TIP.US Exposure
-0.001862564370852616
Idiosyncratic Exposure
0.008503257012934423
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →15.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.07%
Market Cap$66.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Xtrackers MSCI EAFE Hedged Equity ETF a high-risk investment?

Xtrackers MSCI EAFE Hedged Equity ETF (DBEF.US) has an annualized volatility of 14.4% and experienced a maximum drawdown of 20.7% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of DBEF.US?

Over the past 10 years, DBEF.US has generated a Compound Annual Growth Rate (CAGR) of 11.8%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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