Correlation
The correlation between DBAW and MDIJX is 0.75, 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.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBAW or MDIJX.
Performance
DBAW vs. MDIJX - Performance Comparison
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Key characteristics
DBAW:
0.59
MDIJX:
0.96
DBAW:
0.80
MDIJX:
1.25
DBAW:
1.12
MDIJX:
1.17
DBAW:
0.59
MDIJX:
0.99
DBAW:
2.54
MDIJX:
2.98
DBAW:
3.27%
MDIJX:
4.17%
DBAW:
16.26%
MDIJX:
14.33%
DBAW:
-31.44%
MDIJX:
-55.98%
DBAW:
-1.15%
MDIJX:
-0.27%
Returns By Period
In the year-to-date period, DBAW achieves a 6.39% return, which is significantly lower than MDIJX's 13.75% return. Both investments have delivered pretty close results over the past 10 years, with DBAW having a 6.82% annualized return and MDIJX not far ahead at 6.97%.
DBAW
6.39%
3.55%
6.15%
9.03%
12.03%
12.54%
6.82%
MDIJX
13.75%
5.52%
11.59%
13.10%
10.94%
10.41%
6.97%
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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.
Risk-Adjusted Performance
DBAW vs. MDIJX — Risk-Adjusted Performance Rank
DBAW
MDIJX
DBAW vs. MDIJX - 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 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.
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Dividends
DBAW vs. MDIJX - Dividend Comparison
DBAW's dividend yield for the trailing twelve months is around 1.60%, less than MDIJX's 3.08% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 1.60% | 1.70% | 3.45% | 13.44% | 2.05% | 2.08% | 2.91% | 2.93% | 2.41% | 1.99% | 5.74% | 7.59% |
MDIJX MFS International Diversification Fund | 3.08% | 3.50% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.19% | 1.69% | 1.48% |
Drawdowns
DBAW vs. MDIJX - Drawdown Comparison
The maximum DBAW drawdown since its inception was -31.44%, smaller than the maximum MDIJX drawdown of -55.98%. Use the drawdown chart below to compare losses from any high point for DBAW and MDIJX.
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Volatility
DBAW vs. MDIJX - Volatility Comparison
Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) has a higher volatility of 2.50% compared to MFS International Diversification Fund (MDIJX) at 1.89%. This indicates that DBAW's price experiences larger fluctuations and is considered to be riskier than MDIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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