DBAW vs. VOO
Compare and contrast key facts about Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) and Vanguard S&P 500 ETF (VOO).
DBAW and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both DBAW and VOO 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 VOO.
Performance
DBAW vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, DBAW achieves a 13.29% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, DBAW has underperformed VOO with an annualized return of 7.21%, while VOO has yielded a comparatively higher 13.12% annualized return.
DBAW
13.29%
-3.68%
0.71%
17.17%
8.18%
7.21%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| DBAW | VOO | |
|---|---|---|
| Sharpe Ratio | 1.63 | 2.64 |
| Sortino Ratio | 2.22 | 3.53 |
| Omega Ratio | 1.30 | 1.49 |
| Calmar Ratio | 1.94 | 3.81 |
| Martin Ratio | 8.89 | 17.34 |
| Ulcer Index | 1.95% | 1.86% |
| Daily Std Dev | 10.65% | 12.20% |
| Max Drawdown | -31.44% | -33.99% |
| Current Drawdown | -4.08% | -2.16% |
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DBAW vs. VOO - Expense Ratio Comparison
DBAW has a 0.41% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between DBAW and VOO is 0.77, 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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
DBAW's dividend yield for the trailing twelve months is around 0.82%, less than VOO's 1.26% 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DBAW vs. VOO - Drawdown Comparison
The maximum DBAW drawdown since its inception was -31.44%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DBAW and VOO. For additional features, visit the drawdowns tool.
Volatility
DBAW vs. VOO - Volatility Comparison
The current volatility for Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) is 3.06%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that DBAW experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.