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.
Key characteristics
| DBAW | MDIJX | |
|---|---|---|
| YTD Return | 8.62% | 3.11% |
| 1Y Return | 15.86% | 7.27% |
| 3Y Return (Ann) | 6.11% | 0.24% |
| 5Y Return (Ann) | 8.20% | 5.87% |
| 10Y Return (Ann) | 7.46% | 5.63% |
| Sharpe Ratio | 1.67 | 0.71 |
| Daily Std Dev | 9.66% | 10.82% |
| Max Drawdown | -31.44% | -54.94% |
| Current Drawdown | -0.26% | -4.78% |
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.
Performance
DBAW vs. MDIJX - Performance Comparison
In the year-to-date period, DBAW achieves a 8.62% return, which is significantly higher than MDIJX's 3.11% return. Over the past 10 years, DBAW has outperformed MDIJX with an annualized return of 7.46%, while MDIJX has yielded a comparatively lower 5.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
DBAW vs. MDIJX - Dividend Comparison
DBAW's dividend yield for the trailing twelve months is around 3.18%, less than MDIJX's 4.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 3.18% | 3.45% | 13.44% | 2.05% | 2.08% | 2.91% | 2.93% | 2.41% | 1.99% | 5.74% | 7.59% | 0.00% |
MDIJX MFS International Diversification Fund | 4.01% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% | 1.48% | 1.06% |
Drawdowns
DBAW vs. MDIJX - Drawdown Comparison
The maximum DBAW drawdown since its inception was -31.44%, smaller than the maximum MDIJX drawdown of -54.94%. Use the drawdown chart below to compare losses from any high point for DBAW and MDIJX. For additional features, visit the drawdowns tool.
Volatility
DBAW vs. MDIJX - Volatility Comparison
The current volatility for Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) is 2.80%, while MFS International Diversification Fund (MDIJX) has a volatility of 3.19%. This indicates that DBAW experiences smaller price fluctuations and is considered to be less risky than MDIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.