FINT vs. DBAW

Last updated Jun 4, 2026

FINT (Frontier Asset Total International Equity ETF) and DBAW (Xtrackers MSCI All World ex US Hedged Equity ETF) are both Foreign Large Cap Equities funds. FINT is actively managed, while DBAW is passively managed. Over the past year, FINT returned 31.76% vs 36.60% for DBAW. Their correlation of 0.89 suggests significant overlap in exposure. FINT charges 0.90%/yr vs 0.41%/yr for DBAW.

Performance

FINT vs. DBAW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frontier Asset Total International Equity ETF (FINT) and Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FINT achieves a 14.98% return, which is significantly lower than DBAW's 16.12% return.

FINT

• 1D: -0.96%
• 1M: 4.34%
• YTD: 14.98%
• 6M: 17.18%
• 1Y: 31.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DBAW

• 1D: -0.51%
• 1M: 6.28%
• YTD: 16.12%
• 6M: 18.39%
• 1Y: 36.60%
• 3Y*: 21.15%
• 5Y*: 11.32%
• 10Y*: 11.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FINT vs. DBAW - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FINT Frontier Asset Total International Equity ETF	14.98%	29.12%	-0.15%
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF	16.12%	26.47%	1.23%

Correlation

The correlation between FINT and DBAW is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (All Time) Calculated using the full available price history since Dec 23, 2024	0.89

The correlation between FINT and DBAW has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

Return for Risk

FINT vs. DBAW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FINT

FINT Risk / Return Rank: 68
FINT Sharpe Ratio Rank: 71
FINT Sortino Ratio Rank: 68
FINT Omega Ratio Rank: 70
FINT Calmar Ratio Rank: 65
FINT Martin Ratio Rank: 68

DBAW

DBAW Risk / Return Rank: 84
DBAW Sharpe Ratio Rank: 86
DBAW Sortino Ratio Rank: 86
DBAW Omega Ratio Rank: 87
DBAW Calmar Ratio Rank: 79
DBAW Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FINT vs. DBAW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frontier Asset Total International Equity ETF (FINT) and Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW). 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.

	FINT	DBAW	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.86	-0.57
Sortino ratio: Return per unit of downside risk	3.08	3.90	-0.82
Omega ratio: Gain probability vs. loss probability	1.41	1.55	-0.14
Calmar ratio: Return relative to maximum drawdown	3.16	4.09	-0.92
Martin ratio: Return relative to average drawdown	12.35	16.97	-4.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FINT vs. DBAW - Sharpe Ratio Comparison

The current FINT Sharpe Ratio is 2.28, which is comparable to the DBAW Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of FINT and DBAW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FINT	DBAW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	2.86	-0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.99	0.63	+1.36

Drawdowns

FINT vs. DBAW - Drawdown Comparison

The maximum FINT drawdown since its inception was -13.64%, smaller than the maximum DBAW drawdown of -31.44%. Use the drawdown chart below to compare losses from any high point for FINT and DBAW.

Drawdown Indicators

	FINT	DBAW	Difference
Max Drawdown Largest peak-to-trough decline	-13.64%	-31.44%	+17.80%
Max Drawdown (1Y) Largest decline over 1 year	-10.08%	-9.00%	-1.08%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.11%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.87%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.44%	—
Current Drawdown Current decline from peak	-0.96%	-0.51%	-0.45%
Average Drawdown Average peak-to-trough decline	-1.54%	-5.00%	+3.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	2.16%	+0.42%

Volatility

FINT vs. DBAW - Volatility Comparison

Frontier Asset Total International Equity ETF (FINT) and Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) have volatilities of 4.92% and 4.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FINT	DBAW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	4.71%	+0.21%
Volatility (6M) Calculated over the trailing 6-month period	11.83%	11.00%	+0.83%
Volatility (1Y) Calculated over the trailing 1-year period	13.98%	12.88%	+1.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.90%	13.74%	+2.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.90%	15.28%	+0.62%

FINT vs. DBAW - Expense Ratio Comparison

FINT has a 0.90% expense ratio, which is higher than DBAW's 0.41% expense ratio.

Dividends

FINT vs. DBAW - Dividend Comparison

FINT's dividend yield for the trailing twelve months is around 1.91%, less than DBAW's 3.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF	3.29%	3.83%	1.70%	3.45%	8.81%	2.05%	2.08%	2.91%	2.93%	2.41%	1.99%	5.74%
FINT Frontier Asset Total International Equity ETF	1.91%	2.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FINT and DBAW in my portfolio?

With a correlation of 0.92, FINT and DBAW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FINT or DBAW?

FINT has higher volatility (4.92%) compared to DBAW (4.71%). In terms of maximum drawdown, FINT dropped -13.64% vs DBAW's -31.44%.

Which ETF is better, FINT or DBAW?

On 1-year performance, DBAW leads with 36.60% vs 31.76% for FINT. On fees, DBAW is cheaper at 0.41% per year. On volatility, DBAW has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FINT or DBAW?

Over the 1-year period, DBAW has performed better with a 36.60% return vs 31.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FINT or DBAW?

DBAW is cheaper with a 0.41% expense ratio, compared with 0.90% for FINT.

Which ETF pays a higher dividend yield, FINT or DBAW?

DBAW has the higher dividend yield at 3.29%, compared with 1.91% for FINT.

What is the main difference between FINT and DBAW?

They also come from different issuers: Frontier and Deutsche Bank. Their fees differ too: 0.90% for FINT and 0.41% for DBAW.

Which has better risk-adjusted returns?

DBAW currently has the higher Sharpe Ratio (2.86 vs 2.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.