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HDAW vs. RERGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HDAW and RERGX is 0.57, 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.


Performance

HDAW vs. RERGX - 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 American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


HDAW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

RERGX

YTD

11.73%

1M

11.64%

6M

9.94%

1Y

6.31%

3Y*

9.90%

5Y*

9.32%

10Y*

5.73%

*Annualized

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HDAW vs. RERGX - Expense Ratio Comparison

HDAW has a 0.20% expense ratio, which is lower than RERGX's 0.46% expense ratio.


Risk-Adjusted Performance

HDAW vs. RERGX — Risk-Adjusted Performance Rank

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

HDAW
The Risk-Adjusted Performance Rank of HDAW is 3737
Overall Rank
The Sharpe Ratio Rank of HDAW is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of HDAW is 3333
Sortino Ratio Rank
The Omega Ratio Rank of HDAW is 3131
Omega Ratio Rank
The Calmar Ratio Rank of HDAW is 5858
Calmar Ratio Rank
The Martin Ratio Rank of HDAW is 3232
Martin Ratio Rank

RERGX
The Risk-Adjusted Performance Rank of RERGX is 4444
Overall Rank
The Sharpe Ratio Rank of RERGX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of RERGX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of RERGX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of RERGX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of RERGX is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HDAW vs. RERGX - Risk-Adjusted Performance 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 American Funds EuroPacific Growth Fund Class R-6 (RERGX). 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.



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Dividends

HDAW vs. RERGX - Dividend Comparison

HDAW has not paid dividends to shareholders, while RERGX's dividend yield for the trailing twelve months is around 6.33%.


TTM20242023202220212020201920182017201620152014
HDAW
Xtrackers MSCI All World ex US High Dividend Yield Equity ETF
2.20%2.68%4.85%1.35%4.84%4.27%3.95%4.02%4.09%1.42%0.11%0.00%
RERGX
American Funds EuroPacific Growth Fund Class R-6
6.33%7.08%3.95%2.02%10.19%0.41%3.14%6.77%4.99%1.64%3.43%1.75%

Drawdowns

HDAW vs. RERGX - Drawdown Comparison


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Volatility

HDAW vs. RERGX - Volatility Comparison


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