DBAW vs. BROIX
Compare and contrast key facts about Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) and BlackRock Advantage International Fund (BROIX).
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. BROIX is managed by Blackrock. It was launched on Jan 31, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBAW or BROIX.
Performance
DBAW vs. BROIX - Performance Comparison
Returns By Period
In the year-to-date period, DBAW achieves a 13.29% return, which is significantly higher than BROIX's 6.35% return. Over the past 10 years, DBAW has outperformed BROIX with an annualized return of 7.21%, while BROIX has yielded a comparatively lower 5.80% annualized return.
DBAW
13.29%
-3.68%
0.71%
17.17%
8.18%
7.21%
BROIX
6.35%
-5.28%
-1.66%
12.55%
6.53%
5.80%
Key characteristics
| DBAW | BROIX | |
|---|---|---|
| Sharpe Ratio | 1.63 | 1.10 |
| Sortino Ratio | 2.22 | 1.57 |
| Omega Ratio | 1.30 | 1.19 |
| Calmar Ratio | 1.94 | 1.72 |
| Martin Ratio | 8.89 | 5.43 |
| Ulcer Index | 1.95% | 2.59% |
| Daily Std Dev | 10.65% | 12.82% |
| Max Drawdown | -31.44% | -54.49% |
| Current Drawdown | -4.08% | -8.18% |
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DBAW vs. BROIX - Expense Ratio Comparison
DBAW has a 0.41% expense ratio, which is lower than BROIX's 0.50% expense ratio.
Correlation
The correlation between DBAW and BROIX 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.
Risk-Adjusted Performance
DBAW vs. BROIX - 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 BlackRock Advantage International Fund (BROIX). 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. BROIX - Dividend Comparison
DBAW's dividend yield for the trailing twelve months is around 0.82%, less than BROIX's 2.99% 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% |
BROIX BlackRock Advantage International Fund | 2.99% | 2.71% | 3.37% | 3.31% | 1.72% | 2.67% | 2.69% | 0.72% | 2.09% | 0.79% | 1.80% |
Drawdowns
DBAW vs. BROIX - Drawdown Comparison
The maximum DBAW drawdown since its inception was -31.44%, smaller than the maximum BROIX drawdown of -54.49%. Use the drawdown chart below to compare losses from any high point for DBAW and BROIX. For additional features, visit the drawdowns tool.
Volatility
DBAW vs. BROIX - Volatility Comparison
The current volatility for Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) is 3.06%, while BlackRock Advantage International Fund (BROIX) has a volatility of 3.78%. This indicates that DBAW experiences smaller price fluctuations and is considered to be less risky than BROIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.