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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Xtrackers MSCI All World ex US High Dividend Yield Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Xtrackers MSCI All World ex US High Dividend Yield Equity ETF
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.59% | 1.51% | 3.46% | -1.13% | 4.83% | -2.06% | 2.59% | 6.53% | |||||
| 2023 | 6.48% | -3.49% | 3.03% | 2.63% | -5.19% | 4.16% | 4.76% | -3.65% | -1.30% | -3.17% | 7.43% | 4.84% | 16.58% |
| 2022 | 2.47% | -1.15% | 0.91% | -4.84% | 0.81% | -8.27% | 0.85% | -3.93% | -8.49% | 3.99% | 14.31% | -0.56% | -5.74% |
| 2021 | 0.06% | 2.28% | 4.53% | 1.54% | 3.54% | -1.15% | -0.69% | 0.40% | -4.94% | 1.73% | -2.85% | 5.38% | 9.73% |
| 2020 | -4.16% | -7.84% | -16.71% | 6.06% | 2.98% | 2.94% | 0.71% | 3.76% | -3.71% | -4.01% | 15.89% | 4.07% | -3.67% |
| 2019 | 8.70% | 1.49% | -0.21% | 2.49% | -4.92% | 6.37% | -2.92% | -1.92% | 3.64% | 3.75% | 0.00% | 4.76% | 22.40% |
Benchmark Metrics
Xtrackers MSCI All World ex US High Dividend Yield Equity ETF has an annualized alpha of -1.75%, beta of 0.63, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since August 17, 2015.
- This ETF participated in 81.82% of S&P 500 Index downside but only 59.61% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.63 may look defensive, but with R² of 0.49 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.49 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -1.75%
- Beta
- 0.63
- R²
- 0.49
- Upside Capture
- 59.61%
- Downside Capture
- 81.82%
Expense Ratio
HDAW has an expense ratio of 0.20%, which is considered low.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Xtrackers MSCI All World ex US High Dividend Yield Equity ETF (HDAW) and compare them to a chosen benchmark (S&P 500 Index).
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
Xtrackers MSCI All World ex US High Dividend Yield Equity ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $1.19 | $1.55 | $1.22 | $1.02 | $1.03 | $0.89 | $1.09 | $0.72 | $0.27 |
Dividend yield | 0.00% | 4.85% | 7.00% | 4.84% | 4.27% | 3.95% | 4.02% | 4.09% | 2.92% | 1.18% |
Monthly Dividends
The table displays the monthly dividend distributions for Xtrackers MSCI All World ex US High Dividend Yield Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.56 | $0.00 | $0.68 | |||||
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.15 | $1.19 |
| 2022 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.76 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.17 | $1.55 |
| 2021 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.19 | $1.22 |
| 2020 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.24 | $1.02 |
| 2019 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.22 | $1.03 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers MSCI All World ex US High Dividend Yield Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Xtrackers MSCI All World ex US High Dividend Yield Equity ETF was 37.31%, occurring on Mar 23, 2020. Recovery took 243 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.31% | Jan 21, 2020 | 44 | Mar 23, 2020 | 243 | Mar 10, 2021 | 287 |
| -24.46% | Feb 10, 2022 | 158 | Sep 27, 2022 | 206 | Jul 25, 2023 | 364 |
| -17.16% | Aug 20, 2015 | 121 | Feb 11, 2016 | 129 | Aug 16, 2016 | 250 |
| -17.08% | Jan 24, 2018 | 232 | Dec 24, 2018 | 244 | Dec 12, 2019 | 476 |
| -9.24% | Jul 27, 2023 | 66 | Oct 27, 2023 | 33 | Dec 14, 2023 | 99 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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