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HDAW vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HDAW vs. VXUS

Last updated Jun 5, 2026

HDAW (Xtrackers MSCI All World ex US High Dividend Yield Equity ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - HDAW is a Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA High Dividend Yield US Dollar Hedged Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. A 0.68 correlation means they provide meaningful diversification when combined. HDAW charges 0.20%/yr vs 0.05%/yr for VXUS.

Performance

HDAW vs. VXUS - 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 Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

HDAW

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

VXUS

1D
0.17%
1M
3.40%
YTD
14.45%
6M
16.87%
1Y
31.38%
3Y*
19.55%
5Y*
8.49%
10Y*
9.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDAW vs. VXUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%-13.63%13.22%
VXUS
Vanguard Total International Stock ETF		14.45%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Correlation

The correlation between HDAW and VXUS is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2015

0.68

The correlation between HDAW and VXUS shifts across timeframes, from 0.42 (3 years) to 0.69 (10 years), reflecting how their relationship changes across market environments.

HDAW vs. VXUS - Sectors Allocation Comparison

Sectors
HDAW
VXUS

Financial Services

25.2%
22.3%

Basic Materials

12.4%
7.6%

Healthcare

12.3%
7.1%

Consumer Defensive

10.1%
5.0%

Energy

9.1%
5.2%

Consumer Cyclical

7.5%
8.4%

Industrials

6.6%
16.1%

Technology

6.3%
18.1%

Communication Services

4.7%
4.4%

Utilities

4.0%
3.2%

Real Estate

1.8%
2.6%

Financial Services

HDAW
25.2%
VXUS
22.3%

Basic Materials

HDAW
12.4%
VXUS
7.6%

Healthcare

HDAW
12.3%
VXUS
7.1%

Consumer Defensive

HDAW
10.1%
VXUS
5.0%

Energy

HDAW
9.1%
VXUS
5.2%

Consumer Cyclical

HDAW
7.5%
VXUS
8.4%

Industrials

HDAW
6.6%
VXUS
16.1%

Technology

HDAW
6.3%
VXUS
18.1%

Communication Services

HDAW
4.7%
VXUS
4.4%

Utilities

HDAW
4.0%
VXUS
3.2%

Real Estate

HDAW
1.8%
VXUS
2.6%

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Xtrackers MSCI All World ex US High Dividend Yield Equity ETF

Vanguard Total International Stock ETF

Often compared with HDAW:
HDAW vs. SCHDHDAW vs. VYMIHDAW vs. DIVOHDAW vs. WDIVHDAW vs. IDVHDAW vs. VOOHDAW vs. JEPI
Often compared with VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF

Return for Risk

HDAW vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HDAW
VXUS
VXUS Risk / Return Rank: 6262
Overall Rank
VXUS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6262
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6464
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6262
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. VXUS - 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 Vanguard Total International Stock ETF (VXUS). 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. VXUS - Sharpe Ratio Comparison

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Sharpe Ratios by Period

HDAWVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.08

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.53

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.57

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.39

—

Drawdowns

HDAW vs. VXUS - Drawdown Comparison

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Drawdown Indicators

HDAWVXUSDifference

Max Drawdown

Largest peak-to-trough decline

—

-35.97%

—

Max Drawdown (1Y)

Largest decline over 1 year

—

-11.27%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-13.58%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-29.44%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.97%

—

Current Drawdown

Current decline from peak

—

-0.82%

—

Average Drawdown

Average peak-to-trough decline

—

-8.22%

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.88%

—

Volatility

HDAW vs. VXUS - Volatility Comparison

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Volatility by Period

HDAWVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

5.46%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

13.00%

—

Volatility (1Y)

Calculated over the trailing 1-year period

—

15.20%

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

—

16.04%

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

—

17.15%

—

HDAW vs. VXUS - Expense Ratio Comparison

HDAW has a 0.20% expense ratio, which is higher than VXUS's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

HDAW vs. VXUS - Dividend Comparison

HDAW has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.65%.

PositionTTM20252024202320222021202020192018201720162015
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%
VXUS
Vanguard Total International Stock ETF		2.65%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions

HDAW and VXUS have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.20% for HDAW.

VXUS has the higher dividend yield at 2.65%, compared with 0.00% for HDAW.

HDAW is categorized as Foreign Large Cap Equities, while VXUS is Global Equities. HDAW tracks MSCI ACWI ex USA High Dividend Yield US Dollar Hedged Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Deutsche Bank and Vanguard. Their fees differ too: 0.20% for HDAW and 0.05% for VXUS.

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