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DBAW vs. BKIE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBAW and BKIE is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DBAW vs. BKIE - Performance Comparison

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

55.00%60.00%65.00%70.00%75.00%80.00%85.00%90.00%NovemberDecember2025FebruaryMarchApril
78.75%
79.68%
DBAW
BKIE

Key characteristics

Sharpe Ratio

DBAW:

0.57

BKIE:

0.70

Sortino Ratio

DBAW:

0.88

BKIE:

1.06

Omega Ratio

DBAW:

1.13

BKIE:

1.15

Calmar Ratio

DBAW:

0.66

BKIE:

0.90

Martin Ratio

DBAW:

2.87

BKIE:

2.84

Ulcer Index

DBAW:

3.22%

BKIE:

4.17%

Daily Std Dev

DBAW:

16.20%

BKIE:

17.01%

Max Drawdown

DBAW:

-31.44%

BKIE:

-28.19%

Current Drawdown

DBAW:

-4.25%

BKIE:

-0.19%

Returns By Period

In the year-to-date period, DBAW achieves a 2.74% return, which is significantly lower than BKIE's 10.11% return.


DBAW

YTD

2.74%

1M

-3.22%

6M

1.28%

1Y

8.34%

5Y*

12.11%

10Y*

6.52%

BKIE

YTD

10.11%

1M

1.32%

6M

6.23%

1Y

11.76%

5Y*

12.11%

10Y*

N/A

*Annualized

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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.


Expense ratio chart for DBAW: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DBAW: 0.41%
Expense ratio chart for BKIE: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BKIE: 0.04%

Risk-Adjusted Performance

DBAW vs. BKIE — Risk-Adjusted Performance Rank

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

DBAW
The Risk-Adjusted Performance Rank of DBAW is 6767
Overall Rank
The Sharpe Ratio Rank of DBAW is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of DBAW is 6262
Sortino Ratio Rank
The Omega Ratio Rank of DBAW is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DBAW is 7373
Calmar Ratio Rank
The Martin Ratio Rank of DBAW is 7272
Martin Ratio Rank

BKIE
The Risk-Adjusted Performance Rank of BKIE is 7272
Overall Rank
The Sharpe Ratio Rank of BKIE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of BKIE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of BKIE is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BKIE is 8181
Calmar Ratio Rank
The Martin Ratio Rank of BKIE is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for DBAW, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.00
DBAW: 0.57
BKIE: 0.70
The chart of Sortino ratio for DBAW, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
DBAW: 0.88
BKIE: 1.06
The chart of Omega ratio for DBAW, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
DBAW: 1.13
BKIE: 1.15
The chart of Calmar ratio for DBAW, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.00
DBAW: 0.66
BKIE: 0.90
The chart of Martin ratio for DBAW, currently valued at 2.87, compared to the broader market0.0020.0040.0060.00
DBAW: 2.87
BKIE: 2.84

The current DBAW Sharpe Ratio is 0.57, which is comparable to the BKIE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of DBAW and BKIE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.57
0.70
DBAW
BKIE

Dividends

DBAW vs. BKIE - Dividend Comparison

DBAW's dividend yield for the trailing twelve months is around 1.65%, less than BKIE's 2.82% yield.


TTM20242023202220212020201920182017201620152014
DBAW
Xtrackers MSCI All World ex US Hedged Equity ETF
1.65%1.70%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
2.82%3.31%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.25%
-0.19%
DBAW
BKIE

Volatility

DBAW vs. BKIE - Volatility Comparison

Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) and BNY Mellon International Equity ETF (BKIE) have volatilities of 11.75% and 11.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.75%
11.36%
DBAW
BKIE