Xtrackers MSCI Europe Hedged Equity ETF

10-Year Study

DBEU.US · · US · ETF

Executive Summary: Xtrackers MSCI Europe Hedged Equity ETF has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 22.3% and an annualized volatility of 17.2%.

1Y CAGR
+17.9%
3Y CAGR
+15.3%
5Y CAGR
+11.3%
10Y CAGR
+10.9%

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 →
22.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +27.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -8.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.43.8-5.44.6————————6.1%
20256.93.9-3.5-0.85.1-1.00.81.81.82.31.32.122.3%
20241.22.84.5-1.04.1-1.71.01.5-0.6-2.70.6-0.69.2%
20238.11.30.12.6-2.42.61.5-2.2-1.5-2.96.33.217.4%
2022-2.1-4.71.5-1.51.2-7.16.5-4.2-6.47.48.5-3.9-6.2%
2021-0.72.96.02.52.81.51.32.2-3.34.4-2.65.124.0%
2020-2.0-6.8-14.96.25.43.2-2.22.6-0.7-5.213.92.1-1.4%
20196.23.72.34.3-4.25.00.6-1.13.00.82.22.127.3%
20181.5-3.8-1.04.60.3-0.73.6-2.00.2-5.0-0.1-5.8-8.5%
20170.32.43.81.72.9-2.00.30.32.92.2-1.80.914.6%
2016———2.11.7-1.13.21.10.70.1-0.65.813.6%

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 17.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 58.5% of variance. Idiosyncratic stock-specific factors contribute 2.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110206.70968621481
2016-05-0110385.074185998956
2016-06-0110275.556110972258
2016-07-0110602.008588761903
2016-08-0110723.398695780601
2016-09-0110794.574083751791
2016-10-0110802.924268932768
2016-11-0110740.155870123377
2016-12-0111361.705028288383
2017-01-0111397.548340187679
2017-02-0111675.206198450387
2017-03-0112118.561268773718
2017-04-0112320.101792733636
2017-05-0112678.364499784147
2017-06-0112428.540592124697
2017-07-0112469.382654336416
2017-08-0112501.192883597283
2017-09-0112864.34073299857
2017-10-0113141.203335529754
2017-11-0112909.727113676128
2017-12-0113020.438072300109
2018-01-0113212.833155347527
2018-02-0112704.323919020246
2018-03-0112576.003726341143
2018-04-0113148.701460998389
2018-05-0113189.941151075867
2018-06-0113103.826316148237
2018-07-0113579.957283406424
2018-08-0113304.571584376634
2018-09-0113337.233873349845
2018-10-0112669.673490718233
2018-11-0112650.984981027472
2018-12-0111915.203017427462
2019-01-0112648.996841698667
2019-02-0113117.629683488221
2019-03-0113415.850582808844
2019-04-0113998.148190225173
2019-05-0113406.421121992229
2019-06-0114071.254913544342
2019-07-0114153.45027379519
2019-08-0114003.544568403355
2019-09-0114424.234850378316
2019-10-0114540.285383199656
2019-11-0114854.581809093184
2019-12-0115170.752766353868
2020-01-0114868.612392356457
2020-02-0113859.830496921226
2020-03-0111793.528890504647
2020-04-0112524.539319715526
2020-05-0113197.041648678742
2020-06-0113623.071504851063
2020-07-0113316.614028311107
2020-08-0113662.607075503853
2020-09-0113563.768148871874
2020-10-0112861.841357842359
2020-11-0114651.22355774693
2020-12-0114954.954443207382
2021-01-0114854.979436958944
2021-02-0115289.813910158824
2021-03-0116203.505941696396
2021-04-0116614.36913498898
2021-05-0117079.196110063396
2021-06-0117331.40578491741
2021-07-0117560.041807729885
2021-08-0117941.082911090412
2021-09-0117356.79716434528
2021-10-0118113.880620753906
2021-11-0117646.38385858081
2021-12-0118542.921087909846
2022-01-0118145.350026129832
2022-02-0117283.97446093022
2022-03-0117543.909477176163
2022-04-0117283.97446093022
2022-05-0117498.0118606712
2022-06-0116248.83551839313
2022-07-0117305.84399354707
2022-08-0116585.626320692558
2022-09-0115518.222717048011
2022-10-0116668.50332871328
2022-11-0118088.20522142192
2022-12-0117384.51750698689
2023-01-0118789.450364681557
2023-02-0119028.82233986958
2023-03-0119054.8385630865
2023-04-0119554.31596646293
2023-05-0119081.36602213083
2023-06-0119585.728567858037
2023-07-0119888.380177682855
2023-08-0119447.240462611622
2023-09-0119153.336665833544
2023-10-0118596.7144577492
2023-11-0119774.885823998546
2023-12-0120414.555452046083
2024-01-0120650.405580423077
2024-02-0121234.06648337916
2024-03-0122185.24914225989
2024-04-0121960.475790143373
2024-05-0122866.215264365732
2024-06-0122481.765922155828
2024-07-0122708.925041466904
2024-08-0123038.842562086757
2024-09-0122898.19590556906
2024-10-0122286.076208220675
2024-11-0122411.499397877804
2024-12-0122286.92826793302
2025-01-0123817.625139169755
2025-02-0124753.186703324172
2025-03-0123882.495285269597
2025-04-0123682.374860830252
2025-05-0124888.436981663675
2025-06-0124643.895844220762
2025-07-0124839.585558155915
2025-08-0125295.267092317834
2025-09-0125745.26822839745
2025-10-0126343.527754425028
2025-11-0126695.712435527486
2025-12-0127265.910795028518
2026-01-0128180.454886278432
2026-02-0129259.73052191498
2026-03-0127674.899456953946
2026-04-0128941.628229306312
Annual Return Matrix
YearAnnual Return
20170.14599332053435732
2018-0.08488462897603588
20190.2732265446224258
2020-0.014224628564581843
20210.23991825975318393
2022-0.062471472290212327
20230.17429519938309523
20240.09171754047180469
20250.22340371303026907
20260.06145833333333339
Total Factor Risk
0.17227949850509325
VTI.US Exposure
-0.08332941852180581
VEA.US Exposure
0.584665656211527
VWO.US Exposure
-0.01071092805001959
QQQ.US Exposure
-0.020876269614319685
VTV.US Exposure
0.0007000798361399045
IJR.US Exposure
-0.005078684223704035
QUAL.US Exposure
0.10789148388329245
SHV.US Exposure
0.3907384522748805
TLT.US Exposure
0.0004703917844117732
LQD.US Exposure
-0.014494492924670737
HYG.US Exposure
0.037909258537171225
GLD.US Exposure
-0.011945589119705948
USO.US Exposure
0.004555654206992576
VNQ.US Exposure
-0.012661719019729957
BTC-USD.CC Exposure
0.0011066971174957868
CPER.US Exposure
0.021650274879841964
VIX.INDX Exposure
-0.004361546957112196
UUP.US Exposure
-0.007918113484574038
TIP.US Exposure
-0.0014478089353902035
Idiosyncratic Exposure
0.023136622119278992
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.2%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
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 →
+2.4%
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 →
+8.3%
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 →
1.7% 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 →
0.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Xtrackers MSCI Europe Hedged Equity ETF (DBEU.US) has an annualized volatility of 17.2% and experienced a maximum drawdown of 22.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, DBEU.US has generated a Compound Annual Growth Rate (CAGR) of 10.9%. It has had a positive return in 70% 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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