BRIE vs. DBAW

Last updated Jun 4, 2026

BRIE (MFS Blended Research International Equity ETF) and DBAW (Xtrackers MSCI All World ex US Hedged Equity ETF) are both Foreign Large Cap Equities funds. BRIE is actively managed, while DBAW is passively managed. Their correlation of 0.92 suggests significant overlap in exposure. BRIE charges 0.34%/yr vs 0.41%/yr for DBAW.

Performance

BRIE vs. DBAW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research International Equity ETF (BRIE) and Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRIE achieves a 13.44% return, which is significantly lower than DBAW's 16.12% return.

BRIE

• 1D: -1.18%
• 1M: 5.18%
• YTD: 13.44%
• 6M: 15.92%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DBAW

• 1D: -0.51%
• 1M: 6.28%
• YTD: 16.12%
• 6M: 18.39%
• 1Y: 36.60%
• 3Y*: 21.15%
• 5Y*: 11.32%
• 10Y*: 11.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRIE vs. DBAW - Yearly Performance Comparison

	2026 (YTD)	2025
BRIE MFS Blended Research International Equity ETF	13.44%	6.63%
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF	16.12%	4.10%

Correlation

The correlation between BRIE and DBAW is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025	0.92

Return for Risk

BRIE vs. DBAW — Risk / Return Rank

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

DBAW

DBAW Risk / Return Rank: 84
DBAW Sharpe Ratio Rank: 86
DBAW Sortino Ratio Rank: 86
DBAW Omega Ratio Rank: 87
DBAW Calmar Ratio Rank: 79
DBAW Martin Ratio Rank: 83

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.

BRIE vs. DBAW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity ETF (BRIE) and Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BRIE	DBAW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.86	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.11	0.63	+1.48

Drawdowns

BRIE vs. DBAW - Drawdown Comparison

The maximum BRIE drawdown since its inception was -11.39%, smaller than the maximum DBAW drawdown of -31.44%. Use the drawdown chart below to compare losses from any high point for BRIE and DBAW.

Drawdown Indicators

	BRIE	DBAW	Difference
Max Drawdown Largest peak-to-trough decline	-11.39%	-31.44%	+20.05%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.00%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.11%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.87%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.44%	—
Current Drawdown Current decline from peak	-1.18%	-0.51%	-0.67%
Average Drawdown Average peak-to-trough decline	-2.14%	-5.00%	+2.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.16%	—

Volatility

Volatility by Period

	BRIE	DBAW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.53%	12.88%	+4.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.53%	13.74%	+3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.53%	15.28%	+2.25%

BRIE vs. DBAW - Expense Ratio Comparison

BRIE has a 0.34% expense ratio, which is lower than DBAW's 0.41% expense ratio.

Dividends

BRIE vs. DBAW - Dividend Comparison

BRIE's dividend yield for the trailing twelve months is around 0.24%, less than DBAW's 3.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRIE MFS Blended Research International Equity ETF	0.24%	0.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF	3.29%	3.83%	1.70%	3.45%	8.81%	2.05%	2.08%	2.91%	2.93%	2.41%	1.99%	5.74%

Frequently Asked Questions

Can I hold both BRIE and DBAW in my portfolio?

With a correlation of 0.92, BRIE and DBAW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, BRIE or DBAW?

On fees, BRIE is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BRIE or DBAW?

BRIE is cheaper with a 0.34% expense ratio, compared with 0.41% for DBAW.

Which ETF pays a higher dividend yield, BRIE or DBAW?

DBAW has the higher dividend yield at 3.29%, compared with 0.24% for BRIE.

What is the main difference between BRIE and DBAW?

They also come from different issuers: MFS and Deutsche Bank. Their fees differ too: 0.34% for BRIE and 0.41% for DBAW.