BROIX vs. DBAW
Compare and contrast key facts about BlackRock Advantage International Fund (BROIX) and Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW).
BROIX is managed by Blackrock. It was launched on Jan 31, 2006. DBAW is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI ACWI ex USA US Dollar Hedged Index. It was launched on Jan 23, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BROIX or DBAW.
Key characteristics
| BROIX | DBAW | |
|---|---|---|
| YTD Return | 8.43% | 12.12% |
| 1Y Return | 16.65% | 19.86% |
| 3Y Return (Ann) | 4.98% | 7.27% |
| 5Y Return (Ann) | 8.47% | 9.57% |
| 10Y Return (Ann) | 6.07% | 7.70% |
| Sharpe Ratio | 1.30 | 2.02 |
| Daily Std Dev | 12.10% | 9.48% |
| Max Drawdown | -54.49% | -31.44% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between BROIX and DBAW is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BROIX vs. DBAW - Performance Comparison
In the year-to-date period, BROIX achieves a 8.43% return, which is significantly lower than DBAW's 12.12% return. Over the past 10 years, BROIX has underperformed DBAW with an annualized return of 6.07%, while DBAW has yielded a comparatively higher 7.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BROIX vs. DBAW - Expense Ratio Comparison
BROIX has a 0.50% expense ratio, which is higher than DBAW's 0.41% expense ratio.
Risk-Adjusted Performance
BROIX vs. DBAW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund (BROIX) 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.
Dividends
BROIX vs. DBAW - Dividend Comparison
BROIX's dividend yield for the trailing twelve months is around 2.50%, less than DBAW's 3.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | 2.50% | 2.71% | 3.37% | 8.52% | 1.72% | 2.67% | 2.69% | 0.72% | 2.09% | 0.79% | 1.79% |
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 3.08% | 3.45% | 13.44% | 2.05% | 2.08% | 2.91% | 2.93% | 2.41% | 1.99% | 5.74% | 7.59% |
Drawdowns
BROIX vs. DBAW - Drawdown Comparison
The maximum BROIX drawdown since its inception was -54.49%, which is greater than DBAW's maximum drawdown of -31.44%. Use the drawdown chart below to compare losses from any high point for BROIX and DBAW. For additional features, visit the drawdowns tool.
Volatility
BROIX vs. DBAW - Volatility Comparison
BlackRock Advantage International Fund (BROIX) has a higher volatility of 3.18% compared to Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) at 2.14%. This indicates that BROIX's price experiences larger fluctuations and is considered to be riskier than DBAW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.