DBAW vs. ARTKX
Compare and contrast key facts about Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) and Artisan International Value Fund (ARTKX).
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. ARTKX is managed by Artisan Partners Funds. It was launched on Sep 23, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBAW or ARTKX.
Key characteristics
| DBAW | ARTKX | |
|---|---|---|
| YTD Return | 9.10% | 5.30% |
| 1Y Return | 17.95% | 16.72% |
| 3Y Return (Ann) | 6.40% | 7.87% |
| 5Y Return (Ann) | 8.12% | 10.48% |
| 10Y Return (Ann) | 7.58% | 7.13% |
| Sharpe Ratio | 1.86 | 1.69 |
| Daily Std Dev | 9.58% | 9.50% |
| Max Drawdown | -31.44% | -51.94% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DBAW and ARTKX is 0.78, 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
DBAW vs. ARTKX - Performance Comparison
In the year-to-date period, DBAW achieves a 9.10% return, which is significantly higher than ARTKX's 5.30% return. Over the past 10 years, DBAW has outperformed ARTKX with an annualized return of 7.58%, while ARTKX has yielded a comparatively lower 7.13% 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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DBAW vs. ARTKX - Expense Ratio Comparison
DBAW has a 0.41% expense ratio, which is lower than ARTKX's 1.25% expense ratio.
Risk-Adjusted Performance
DBAW vs. ARTKX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) and Artisan International Value Fund (ARTKX). 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
DBAW vs. ARTKX - Dividend Comparison
DBAW's dividend yield for the trailing twelve months is around 3.17%, more than ARTKX's 2.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 3.17% | 3.45% | 13.44% | 2.05% | 2.08% | 2.91% | 2.93% | 2.41% | 1.99% | 5.74% | 7.59% | 0.00% |
ARTKX Artisan International Value Fund | 2.70% | 2.84% | 2.10% | 9.72% | 0.84% | 3.64% | 5.33% | 3.86% | 3.08% | 6.12% | 6.84% | 7.50% |
Drawdowns
DBAW vs. ARTKX - Drawdown Comparison
The maximum DBAW drawdown since its inception was -31.44%, smaller than the maximum ARTKX drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for DBAW and ARTKX. For additional features, visit the drawdowns tool.
Volatility
DBAW vs. ARTKX - Volatility Comparison
The current volatility for Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) is 2.88%, while Artisan International Value Fund (ARTKX) has a volatility of 3.25%. This indicates that DBAW experiences smaller price fluctuations and is considered to be less risky than ARTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.