DBAW vs. SCHD
Compare and contrast key facts about Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) and Schwab US Dividend Equity ETF (SCHD).
DBAW and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both DBAW and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBAW or SCHD.
Performance
DBAW vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, DBAW achieves a 13.29% return, which is significantly lower than SCHD's 15.93% return. Over the past 10 years, DBAW has underperformed SCHD with an annualized return of 7.21%, while SCHD has yielded a comparatively higher 11.46% annualized return.
DBAW
13.29%
-3.68%
0.71%
17.17%
8.18%
7.21%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| DBAW | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.63 | 2.25 |
| Sortino Ratio | 2.22 | 3.25 |
| Omega Ratio | 1.30 | 1.39 |
| Calmar Ratio | 1.94 | 3.05 |
| Martin Ratio | 8.89 | 12.25 |
| Ulcer Index | 1.95% | 2.04% |
| Daily Std Dev | 10.65% | 11.09% |
| Max Drawdown | -31.44% | -33.37% |
| Current Drawdown | -4.08% | -1.82% |
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DBAW vs. SCHD - Expense Ratio Comparison
DBAW has a 0.41% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between DBAW and SCHD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DBAW vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
DBAW's dividend yield for the trailing twelve months is around 0.82%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DBAW vs. SCHD - Drawdown Comparison
The maximum DBAW drawdown since its inception was -31.44%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DBAW and SCHD. For additional features, visit the drawdowns tool.
Volatility
DBAW vs. SCHD - Volatility Comparison
The current volatility for Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) is 3.06%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.55%. This indicates that DBAW experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.