DD vs. HDEF

Last updated Jun 13, 2026

DD (DuPont de Nemours, Inc.) is a stock, while HDEF (Xtrackers MSCI EAFE High Dividend Yield Equity ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE High Dividend Yield US Dollar Hedged Index. Over the past 5 years, DD returned 9.17%/yr vs 10.21%/yr for HDEF. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

DD vs. HDEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DuPont de Nemours, Inc. (DD) and Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DD achieves a 21.91% return, which is significantly higher than HDEF's 6.62% return.

DD

• 1D: 3.03%
• 1M: -4.59%
• YTD: 21.91%
• 6M: 19.73%
• 1Y: 72.99%
• 3Y*: 20.30%
• 5Y*: 9.17%
• 10Y*: —

HDEF

• 1D: 0.09%
• 1M: -0.03%
• YTD: 6.62%
• 6M: 8.15%
• 1Y: 16.46%
• 3Y*: 16.78%
• 5Y*: 10.21%
• 10Y*: 9.42%

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

DD vs. HDEF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DD DuPont de Nemours, Inc.	21.91%	28.77%	1.04%	14.36%	-13.36%	15.41%	13.28%	-1.38%
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF	6.62%	33.01%	2.85%	18.53%	-2.51%	6.95%	-1.90%	15.77%

Correlation

The correlation between DD and HDEF is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (All Time) Calculated using the full available price history since Jun 3, 2019	0.56

The correlation between DD and HDEF shifts across timeframes, from 0.46 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DD vs. HDEF — Risk / Return Rank

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

DD

DD Risk / Return Rank: 91
DD Sharpe Ratio Rank: 92
DD Sortino Ratio Rank: 91
DD Omega Ratio Rank: 88
DD Calmar Ratio Rank: 90
DD Martin Ratio Rank: 92

HDEF

HDEF Risk / Return Rank: 45
HDEF Sharpe Ratio Rank: 46
HDEF Sortino Ratio Rank: 44
HDEF Omega Ratio Rank: 45
HDEF Calmar Ratio Rank: 47
HDEF Martin Ratio Rank: 43

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.

DD vs. HDEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) and Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DD	HDEF	Difference
Sharpe ratio: Return per unit of total volatility	2.36	1.41	+0.95
Sortino ratio: Return per unit of downside risk	3.24	1.99	+1.24
Omega ratio: Gain probability vs. loss probability	1.38	1.26	+0.13
Calmar ratio: Return relative to maximum drawdown	4.24	2.06	+2.18
Martin ratio: Return relative to average drawdown	13.16	6.12	+7.04

DD vs. HDEF - Sharpe Ratio Comparison

The current DD Sharpe Ratio is 2.36, which is higher than the HDEF Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of DD and HDEF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DD vs. HDEF - Drawdown Comparison

The maximum DD drawdown since its inception was -62.03%, which is greater than HDEF's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for DD and HDEF.

Drawdown Indicators

	DD	HDEF	Difference
Max Drawdown Largest peak-to-trough decline	-62.03%	-36.43%	-25.60%
Max Drawdown (1Y) Largest decline over 1 year	-17.31%	-8.03%	-9.28%
Max Drawdown (3Y) Largest decline over 3 years	-37.84%	-11.15%	-26.69%
Max Drawdown (5Y) Largest decline over 5 years	-40.22%	-23.63%	-16.59%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.43%	—
Current Drawdown Current decline from peak	-4.90%	-3.31%	-1.59%
Average Drawdown Average peak-to-trough decline	-14.56%	-5.06%	-9.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.57%	2.70%	+2.87%

Volatility

DD vs. HDEF - Volatility Comparison

DuPont de Nemours, Inc. (DD) has a higher volatility of 10.87% compared to Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) at 3.52%. This indicates that DD's price experiences larger fluctuations and is considered to be riskier than HDEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DD	HDEF	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.87%	3.52%	+7.35%
Volatility (6M) Calculated over the trailing 6-month period	23.72%	9.34%	+14.38%
Volatility (1Y) Calculated over the trailing 1-year period	31.19%	11.79%	+19.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.07%	14.16%	+15.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.33%	16.24%	+18.09%

Dividends

DD vs. HDEF - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 101.24%, more than HDEF's 3.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DD DuPont de Nemours, Inc.	101.24%	121.72%	1.99%	1.87%	1.92%	1.49%	1.69%	0.93%	0.00%	0.00%	0.00%	0.00%
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF	3.56%	3.88%	4.53%	4.38%	5.41%	4.76%	3.93%	4.20%	3.55%	3.38%	9.53%	1.87%

Frequently Asked Questions

Can I hold both DD and HDEF in my portfolio?

DD and HDEF have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DD or HDEF?

DD has higher volatility (10.87%) compared to HDEF (3.52%). In terms of maximum drawdown, DD dropped -62.03% vs HDEF's -36.43%.

Which has better risk-adjusted returns?

DD currently has the higher Sharpe Ratio (2.36 vs 1.41), 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.