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HDAW vs. FID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDAW vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI All World ex US High Dividend Yield Equity ETF (HDAW) and First Trust S&P International Dividend Aristocrats ETF (FID). The values are adjusted to include any dividend payments, if applicable.

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HDAW vs. FID - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HDAW
Xtrackers MSCI All World ex US High Dividend Yield Equity ETF
0.00%0.00%6.53%16.58%-5.74%9.73%-3.67%22.40%-10.69%
FID
First Trust S&P International Dividend Aristocrats ETF
2.15%32.07%5.42%9.92%-9.69%12.90%-7.56%20.82%-8.00%

Returns By Period


HDAW

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FID

1D
2.22%
1M
-6.49%
YTD
2.15%
6M
8.16%
1Y
27.06%
3Y*
15.05%
5Y*
7.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDAW vs. FID - Expense Ratio Comparison

HDAW has a 0.20% expense ratio, which is lower than FID's 0.60% expense ratio.


Return for Risk

HDAW vs. FID — Risk / Return Rank

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

HDAW

FID
FID Risk / Return Rank: 9292
Overall Rank
FID Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FID Sortino Ratio Rank: 9393
Sortino Ratio Rank
FID Omega Ratio Rank: 9393
Omega Ratio Rank
FID Calmar Ratio Rank: 9090
Calmar Ratio Rank
FID Martin Ratio Rank: 8989
Martin Ratio Rank
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.

HDAW vs. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI All World ex US High Dividend Yield Equity ETF (HDAW) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HDAW vs. FID - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HDAWFIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

Correlation

The correlation between HDAW and FID is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HDAW vs. FID - Dividend Comparison

HDAW has not paid dividends to shareholders, while FID's dividend yield for the trailing twelve months is around 4.28%.


TTM20252024202320222021202020192018201720162015
HDAW
Xtrackers MSCI All World ex US High Dividend Yield Equity ETF
0.00%0.00%2.68%4.85%7.00%4.84%4.27%3.95%4.02%4.09%2.92%1.18%
FID
First Trust S&P International Dividend Aristocrats ETF
4.28%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%0.00%0.00%0.00%

Drawdowns

HDAW vs. FID - Drawdown Comparison


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Drawdown Indicators


HDAWFIDDifference

Max Drawdown

Largest peak-to-trough decline

-39.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

Current Drawdown

Current decline from peak

-6.84%

Average Drawdown

Average peak-to-trough decline

-8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

Volatility

HDAW vs. FID - Volatility Comparison


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Volatility by Period


HDAWFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.10%