DBAW vs. BKIE
Compare and contrast key facts about Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) and BNY Mellon International Equity ETF (BKIE).
DBAW and BKIE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. BKIE is a passively managed fund by The Bank of New York Mellon Corp. that tracks the performance of the Morningstar Developed Markets ex-US Large Cap Index. It was launched on Apr 24, 2020. Both DBAW and BKIE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBAW or BKIE.
Performance
DBAW vs. BKIE - Performance Comparison
Returns By Period
In the year-to-date period, DBAW achieves a 13.29% return, which is significantly higher than BKIE's 5.32% return.
DBAW
13.29%
-3.68%
0.71%
17.17%
8.18%
7.21%
BKIE
5.32%
-5.26%
-2.05%
12.15%
N/A
N/A
Key characteristics
| DBAW | BKIE | |
|---|---|---|
| Sharpe Ratio | 1.63 | 1.05 |
| Sortino Ratio | 2.22 | 1.52 |
| Omega Ratio | 1.30 | 1.18 |
| Calmar Ratio | 1.94 | 1.75 |
| Martin Ratio | 8.89 | 5.43 |
| Ulcer Index | 1.95% | 2.46% |
| Daily Std Dev | 10.65% | 12.76% |
| Max Drawdown | -31.44% | -28.19% |
| Current Drawdown | -4.08% | -7.64% |
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DBAW vs. BKIE - Expense Ratio Comparison
DBAW has a 0.41% expense ratio, which is higher than BKIE's 0.04% expense ratio.
Correlation
The correlation between DBAW and BKIE is 0.90, 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.
Risk-Adjusted Performance
DBAW vs. BKIE - 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 BNY Mellon International Equity ETF (BKIE). 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. BKIE - Dividend Comparison
DBAW's dividend yield for the trailing twelve months is around 0.82%, less than BKIE's 2.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 0.82% | 3.45% | 13.44% | 2.05% | 2.08% | 2.91% | 2.93% | 2.41% | 1.99% | 5.74% | 7.59% |
BKIE BNY Mellon International Equity ETF | 2.90% | 2.88% | 2.97% | 2.58% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DBAW vs. BKIE - Drawdown Comparison
The maximum DBAW drawdown since its inception was -31.44%, which is greater than BKIE's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for DBAW and BKIE. For additional features, visit the drawdowns tool.
Volatility
DBAW vs. BKIE - Volatility Comparison
The current volatility for Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) is 3.06%, while BNY Mellon International Equity ETF (BKIE) has a volatility of 3.63%. This indicates that DBAW experiences smaller price fluctuations and is considered to be less risky than BKIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.