DWFIX vs. UDBPX
Compare and contrast key facts about DFA World ex U.S. Government Fixed Income Portfolio (DWFIX) and UBS Sustainable Development Bank Bond Fund (UDBPX).
DWFIX is managed by Dimensional. It was launched on Dec 5, 2011. UDBPX is managed by UBS. It was launched on Oct 23, 2018.
Performance
DWFIX vs. UDBPX - Performance Comparison
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DWFIX vs. UDBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DWFIX DFA World ex U.S. Government Fixed Income Portfolio | -0.59% | 2.71% | 1.60% | 9.96% | -18.94% | -4.63% | 6.35% | 13.36% | 1.30% |
UDBPX UBS Sustainable Development Bank Bond Fund | 0.17% | 6.96% | 1.55% | 4.53% | -10.41% | -2.43% | 6.80% | 6.79% | 2.03% |
Returns By Period
In the year-to-date period, DWFIX achieves a -0.59% return, which is significantly lower than UDBPX's 0.17% return.
DWFIX
- 1D
- 0.23%
- 1M
- -2.77%
- YTD
- -0.59%
- 6M
- -0.82%
- 1Y
- 2.34%
- 3Y*
- 3.27%
- 5Y*
- -1.53%
- 10Y*
- 1.47%
UDBPX
- 1D
- 0.52%
- 1M
- -1.32%
- YTD
- 0.17%
- 6M
- 1.08%
- 1Y
- 4.33%
- 3Y*
- 3.41%
- 5Y*
- 0.52%
- 10Y*
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DWFIX vs. UDBPX - Expense Ratio Comparison
DWFIX has a 0.20% expense ratio, which is lower than UDBPX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DWFIX vs. UDBPX — Risk / Return Rank
DWFIX
UDBPX
DWFIX vs. UDBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Government Fixed Income Portfolio (DWFIX) and UBS Sustainable Development Bank Bond Fund (UDBPX). 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.
| DWFIX | UDBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.28 | -0.55 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.93 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.24 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 2.29 | -1.47 |
Martin ratioReturn relative to average drawdown | 2.87 | 6.96 | -4.09 |
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
| DWFIX | UDBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.28 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.11 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.45 | +0.01 |
Correlation
The correlation between DWFIX and UDBPX is 0.66, 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.
Dividends
DWFIX vs. UDBPX - Dividend Comparison
DWFIX's dividend yield for the trailing twelve months is around 2.47%, less than UDBPX's 3.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWFIX DFA World ex U.S. Government Fixed Income Portfolio | 2.47% | 1.86% | 3.08% | 4.46% | 0.01% | 1.86% | 1.69% | 8.62% | 7.77% | 1.33% | 2.77% | 7.38% |
UDBPX UBS Sustainable Development Bank Bond Fund | 3.52% | 3.12% | 2.84% | 2.15% | 1.46% | 1.03% | 4.11% | 2.69% | 0.52% | 0.00% | 0.00% | 0.00% |
Drawdowns
DWFIX vs. UDBPX - Drawdown Comparison
The maximum DWFIX drawdown since its inception was -24.76%, which is greater than UDBPX's maximum drawdown of -15.45%. Use the drawdown chart below to compare losses from any high point for DWFIX and UDBPX.
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Drawdown Indicators
| DWFIX | UDBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.76% | -15.45% | -9.31% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -1.94% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | -14.55% | -9.00% |
Max Drawdown (10Y)Largest decline over 10 years | -24.76% | — | — |
Current DrawdownCurrent decline from peak | -11.90% | -1.32% | -10.58% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -5.20% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 0.64% | +0.22% |
Volatility
DWFIX vs. UDBPX - Volatility Comparison
DFA World ex U.S. Government Fixed Income Portfolio (DWFIX) has a higher volatility of 1.46% compared to UBS Sustainable Development Bank Bond Fund (UDBPX) at 1.38%. This indicates that DWFIX's price experiences larger fluctuations and is considered to be riskier than UDBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWFIX | UDBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 1.38% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.15% | 2.26% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.40% | 3.83% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.28% | 4.97% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.46% | 4.52% | +0.94% |