Aim: We evaluated five methods for detecting differentially methylated regions (DMRs): DMRcate, comb-p, seqlm, GlobalP and dmrff. Materials & methods: We used a simulation study and real data analysis to evaluate performance. Additionally, we evaluated the use of an ancestry-matched reference cohort to estimate correlations between CpG sites in cord blood. Results: Several methods had inflated Type I error, which increased at more stringent significant levels. In power simulations with 1-2 causal CpG sites with the same direction of effect, dmrff was consistently among the most powerful methods. Conclusion: This study illustrates the need for more thorough simulation studies when evaluating novel methods. More work must be done to develop methods with well-controlled Type I error that do not require individual-level data.