DBAW vs. MDIJX
Compare and contrast key facts about Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) and MFS International Diversification Fund (MDIJX).
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. MDIJX is managed by MFS. It was launched on Sep 30, 2004.
Performance
DBAW vs. MDIJX - Performance Comparison
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DBAW vs. MDIJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 4.88% | 26.47% | 14.35% | 16.26% | -13.35% | 13.08% | 7.44% | 22.96% | -10.38% | 18.79% |
MDIJX MFS International Diversification Fund | -0.22% | 27.84% | 6.41% | 14.37% | -17.12% | 7.69% | 15.26% | 26.00% | -11.05% | 30.29% |
Returns By Period
In the year-to-date period, DBAW achieves a 4.88% return, which is significantly higher than MDIJX's -0.22% return. Over the past 10 years, DBAW has outperformed MDIJX with an annualized return of 10.56%, while MDIJX has yielded a comparatively lower 9.18% annualized return.
DBAW
- 1D
- 1.27%
- 1M
- -3.86%
- YTD
- 4.88%
- 6M
- 11.08%
- 1Y
- 26.99%
- 3Y*
- 17.95%
- 5Y*
- 9.77%
- 10Y*
- 10.56%
MDIJX
- 1D
- 2.55%
- 1M
- -7.39%
- YTD
- -0.22%
- 6M
- 2.92%
- 1Y
- 19.95%
- 3Y*
- 13.01%
- 5Y*
- 6.11%
- 10Y*
- 9.18%
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DBAW vs. MDIJX - Expense Ratio Comparison
DBAW has a 0.41% expense ratio, which is lower than MDIJX's 0.82% expense ratio.
Return for Risk
DBAW vs. MDIJX — Risk / Return Rank
DBAW
MDIJX
DBAW vs. MDIJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) and MFS International Diversification Fund (MDIJX). 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.
| DBAW | MDIJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.48 | +0.21 |
Sortino ratioReturn per unit of downside risk | 2.27 | 1.96 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 1.70 | +0.61 |
Martin ratioReturn relative to average drawdown | 10.23 | 6.69 | +3.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBAW | MDIJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.48 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.44 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.63 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.45 | +0.13 |
Correlation
The correlation between DBAW and MDIJX is 0.82, 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.
Dividends
DBAW vs. MDIJX - Dividend Comparison
DBAW's dividend yield for the trailing twelve months is around 3.65%, less than MDIJX's 5.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 3.65% | 3.83% | 1.70% | 3.45% | 8.81% | 2.05% | 2.08% | 2.91% | 2.93% | 2.41% | 1.99% | 5.74% |
MDIJX MFS International Diversification Fund | 5.18% | 5.17% | 3.50% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% |
Drawdowns
DBAW vs. MDIJX - Drawdown Comparison
The maximum DBAW drawdown since its inception was -31.44%, smaller than the maximum MDIJX drawdown of -56.60%. Use the drawdown chart below to compare losses from any high point for DBAW and MDIJX.
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Drawdown Indicators
| DBAW | MDIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.44% | -56.60% | +25.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.78% | -11.40% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -17.87% | -30.19% | +12.32% |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | -30.19% | -1.25% |
Current DrawdownCurrent decline from peak | -4.92% | -9.03% | +4.11% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -9.14% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.90% | -0.23% |
Volatility
DBAW vs. MDIJX - Volatility Comparison
Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) and MFS International Diversification Fund (MDIJX) have volatilities of 6.34% and 6.30%, 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.
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Volatility by Period
| DBAW | MDIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 6.30% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 9.37% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 13.99% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 14.09% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.24% | 14.64% | +0.60% |