EFV vs. HDEF
Compare and contrast key facts about iShares MSCI EAFE Value ETF (EFV) and Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF).
EFV and HDEF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005. HDEF is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI EAFE High Dividend Yield US Dollar Hedged Index. It was launched on Aug 12, 2015. Both EFV and HDEF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFV or HDEF.
Correlation
The correlation between EFV and HDEF is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EFV vs. HDEF - Performance Comparison
Key characteristics
EFV:
1.02
HDEF:
1.34
EFV:
1.47
HDEF:
1.81
EFV:
1.20
HDEF:
1.26
EFV:
1.24
HDEF:
1.80
EFV:
4.15
HDEF:
4.25
EFV:
4.10%
HDEF:
4.72%
EFV:
16.68%
HDEF:
15.02%
EFV:
-63.94%
HDEF:
-36.43%
EFV:
-3.59%
HDEF:
-0.73%
Returns By Period
In the year-to-date period, EFV achieves a 11.59% return, which is significantly lower than HDEF's 13.33% return.
EFV
11.59%
-3.59%
5.05%
16.57%
14.25%
4.60%
HDEF
13.33%
-0.55%
5.38%
19.37%
12.72%
N/A
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EFV vs. HDEF - Expense Ratio Comparison
EFV has a 0.39% expense ratio, which is higher than HDEF's 0.20% expense ratio.
Risk-Adjusted Performance
EFV vs. HDEF — Risk-Adjusted Performance Rank
EFV
HDEF
EFV vs. HDEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) 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.
Dividends
EFV vs. HDEF - Dividend Comparison
EFV's dividend yield for the trailing twelve months is around 4.18%, more than HDEF's 3.96% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 4.18% | 4.67% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.27% | 3.59% | 4.87% |
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 3.96% | 4.53% | 4.38% | 5.41% | 4.76% | 3.93% | 4.20% | 3.55% | 3.38% | 9.13% | 1.71% | 0.00% |
Drawdowns
EFV vs. HDEF - Drawdown Comparison
The maximum EFV drawdown since its inception was -63.94%, which is greater than HDEF's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for EFV and HDEF. For additional features, visit the drawdowns tool.
Volatility
EFV vs. HDEF - Volatility Comparison
iShares MSCI EAFE Value ETF (EFV) has a higher volatility of 11.15% compared to Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) at 9.78%. This indicates that EFV'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.