PHEQ vs DABS
Comparison between PARAMETRIC HEDGED EQUITY ETF (PHEQ, ETF) and DOUBLELINE ASSET-BACKED SECURITIES ETF (DABS, ETF).
PHEQ vs DABS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
PHEQ
$138M
DABS
$138M
Expense Ratio
Winner
PHEQ
0.29%
DABS
0.40%
Max Drawdown
PHEQ
12.74%
Winner
DABS
2.16%
Sharpe Ratio
Winner
PHEQ
1.67
DABS
0.68
5Y Beta
PHEQ
0.53
Winner
DABS
-0.02
P/E Ratio
PHEQ
28.16
DABS
N/A
Forward P/E
PHEQ
21.52
DABS
N/A
5Y EPS CAGR
PHEQ
24.91%
DABS
N/A
Debt to Equity
PHEQ
43.74%
DABS
N/A
P/S Ratio
PHEQ
3.37
DABS
N/A
P/B Ratio
PHEQ
5.39
DABS
N/A
PHEQ vs DABS - Historical Returns
Returns include dividend reinvestment.
1M
Winner
PHEQ
+0.76%
DABS
+0.31%
3M
Winner
PHEQ
+6.89%
DABS
+0.42%
6M
Winner
PHEQ
+5.64%
DABS
+1.50%
1Y
Winner
PHEQ
+14.75%
DABS
+5.30%
Max(CAGR)
Winner
PHEQ
+15.08%
DABS
+5.31%
PHEQ vs DABS - Annual Returns (2023 - 2026)
Returns include dividend reinvestment.
| Year | PHEQ | DABS |
|---|---|---|
| 2026 | +4.96% | +1.28% |
| 2025 | +11.81% | +5.63% |
| 2024 | +15.16% | N/A |
| 2023 | +7.19% | N/A |
PHEQ vs DABS Drawdown Comparison
The maximum drawdown for PHEQ was -12.55%, occurring on Apr 8, 2025. Recovery took 88 trading sessions.
The maximum drawdown for DABS was -1.47%, occurring on Apr 11, 2025. Recovery took 38 trading sessions.
The current PHEQ drawdown is -0.55%. The current DABS drawdown is -0.25%.
| Rank | PHEQ | DABS |
|---|---|---|
| #1 | -12.55% Feb 19, 2025 - Jun 26, 2025 | -1.47% Apr 4, 2025 - May 30, 2025 |
| #2 | -4.26% Jan 12, 2026 - Apr 13, 2026 | -1.29% Feb 27, 2026 - Mar 26, 2026 |
| #3 | -4.11% Jul 10, 2024 - Aug 19, 2024 | -0.69% Nov 18, 2025 - Jan 7, 2026 |
| #4 | -2.60% Oct 19, 2023 - Nov 2, 2023 | -0.43% Oct 27, 2025 - Nov 18, 2025 |
| #5 | -2.14% Nov 11, 2025 - Nov 28, 2025 | -0.43% Jun 30, 2025 - Jul 21, 2025 |
| #6 | -1.74% Mar 28, 2024 - May 6, 2024 | -0.42% Jun 5, 2025 - Jun 11, 2025 |
| #7 | -1.70% Aug 29, 2024 - Sep 12, 2024 | -0.38% Sep 16, 2025 - Oct 1, 2025 |
| #8 | -1.70% Dec 26, 2024 - Jan 17, 2025 | -0.33% Mar 13, 2025 - Mar 28, 2025 |
| #9 | -1.41% Oct 8, 2025 - Oct 20, 2025 | -0.26% Jul 22, 2025 - Jul 29, 2025 |
| #10 | -1.37% Dec 6, 2024 - Dec 24, 2024 | -0.23% Aug 19, 2025 - Aug 22, 2025 |
| #11 | -1.30% Jul 28, 2025 - Aug 12, 2025 | -0.22% Oct 16, 2025 - Oct 27, 2025 |
| #12 | -1.25% Jun 4, 2026 - Jun 10, 2026 | -0.21% Mar 7, 2025 - Mar 13, 2025 |
| #13 | -1.02% Nov 11, 2024 - Nov 22, 2024 | -0.21% Oct 14, 2025 - Oct 16, 2025 |
| #14 | -0.95% Oct 29, 2024 - Nov 6, 2024 | -0.20% Jun 12, 2025 - Jun 17, 2025 |
| #15 | -0.92% Dec 28, 2023 - Jan 9, 2024 | -0.20% Jul 29, 2025 - Aug 1, 2025 |
Correlation
Correlation between PHEQ and DABS is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
Dividend Comparison (2023 - 2026)
PHEQ vs DABS dividend yield comparison.
| Year | PHEQ | DABS |
|---|---|---|
| 2026 | 0.08% | 2.04% |
| 2025 | 1.19% | 3.81% |
| 2024 | 1.39% | 0.00% |
| 2023 | 1.73% | 0.00% |
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