Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF)
HDEF is a passive ETF by Deutsche Bank tracking the investment results of the MSCI EAFE High Dividend Yield US Dollar Hedged Index. HDEF launched on Aug 12, 2015 and has a 0.20% expense ratio.
ETF Info
US2330516301
233051630
Aug 12, 2015
Developed Markets (EAFE)
1x
MSCI EAFE High Dividend Yield US Dollar Hedged Index
Large-Cap
Value
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Xtrackers MSCI EAFE 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.
Returns By Period
Xtrackers MSCI EAFE High Dividend Yield Equity ETF had a return of 4.66% year-to-date (YTD) and 11.22% in the last 12 months.
HDEF
4.66%
-3.83%
0.99%
11.22%
5.79%
N/A
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of HDEF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.51% | 0.04% | 3.33% | -0.93% | 5.07% | -2.91% | 4.76% | 3.99% | 2.03% | -5.24% | 4.66% | ||
| 2023 | 7.02% | -3.60% | 3.84% | 2.83% | -5.85% | 5.11% | 4.04% | -3.88% | -0.93% | -2.61% | 6.86% | 5.45% | 18.53% |
| 2022 | 2.41% | -1.53% | 2.25% | -4.60% | 1.69% | -8.40% | 1.77% | -5.28% | -8.41% | 5.89% | 13.77% | 0.02% | -2.51% |
| 2021 | -0.65% | 1.22% | 3.43% | 1.76% | 3.63% | -1.79% | 0.91% | -0.94% | -5.17% | 2.47% | -3.52% | 5.95% | 6.95% |
| 2020 | -3.68% | -7.95% | -15.09% | 5.05% | 2.79% | 3.69% | 0.25% | 4.11% | -3.23% | -3.99% | 14.95% | 4.43% | -1.90% |
| 2019 | 7.17% | 3.07% | 0.64% | 2.53% | -5.25% | 6.13% | -2.72% | -1.48% | 4.12% | 4.59% | 0.44% | 4.07% | 25.02% |
| 2018 | 2.39% | -3.48% | -1.14% | 2.73% | -3.26% | -1.61% | 2.95% | -3.16% | 1.25% | -5.90% | -0.39% | -4.55% | -13.73% |
| 2017 | -0.43% | 3.22% | 3.56% | -0.65% | 2.90% | -2.31% | -0.99% | 0.67% | 2.99% | 2.56% | -1.07% | -0.73% | 9.90% |
| 2016 | -6.49% | 1.82% | 3.14% | 4.70% | -2.37% | -2.94% | 5.61% | 1.88% | -0.71% | 1.87% | 0.06% | 4.90% | 11.30% |
| 2015 | -4.97% | -2.68% | 5.98% | 0.29% | -3.13% | -4.78% |
Expense Ratio
HDEF has an expense ratio of 0.20%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of HDEF is 33, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Xtrackers MSCI EAFE High Dividend Yield Equity ETF provided a 4.31% dividend yield over the last twelve months, with an annual payout of $1.07 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.07 | $1.08 | $1.18 | $1.13 | $0.91 | $1.04 | $0.73 | $0.84 | $2.12 | $0.39 |
Dividend yield | 4.31% | 4.38% | 5.41% | 4.76% | 3.93% | 4.20% | 3.55% | 3.38% | 9.13% | 1.72% |
Monthly Dividends
The table displays the monthly dividend distributions for Xtrackers MSCI EAFE 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 | $0.20 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.96 | |
| 2023 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.11 | $1.08 |
| 2022 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.09 | $1.18 |
| 2021 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.14 | $1.13 |
| 2020 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.30 | $0.91 |
| 2019 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.15 | $1.04 |
| 2018 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.30 | $0.73 |
| 2017 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.11 | $0.84 |
| 2016 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.62 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $1.45 | $2.12 |
| 2015 | $0.01 | $0.00 | $0.00 | $0.38 | $0.39 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers MSCI EAFE 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 EAFE High Dividend Yield Equity ETF was 36.43%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
The current Xtrackers MSCI EAFE High Dividend Yield Equity ETF drawdown is 8.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.43% | Jan 3, 2020 | 55 | Mar 23, 2020 | 200 | Jan 6, 2021 | 255 |
| -23.63% | Feb 10, 2022 | 158 | Sep 27, 2022 | 130 | Apr 4, 2023 | 288 |
| -17.54% | Jan 23, 2018 | 176 | Dec 24, 2018 | 210 | Oct 24, 2019 | 386 |
| -15.05% | Aug 21, 2015 | 60 | Feb 9, 2016 | 29 | Aug 10, 2016 | 89 |
| -9.32% | Jun 16, 2021 | 118 | Dec 1, 2021 | 29 | Jan 12, 2022 | 147 |
Volatility
Volatility Chart
The current Xtrackers MSCI EAFE High Dividend Yield Equity ETF volatility is 4.15%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.