PortfoliosLab logo
HDAW vs. VYMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HDAW and VYMI 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. VYMI - 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 International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Loading data...

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

VYMI

YTD

16.67%

1M

7.64%

6M

14.31%

1Y

14.79%

3Y*

12.64%

5Y*

15.34%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HDAW vs. VYMI - Expense Ratio Comparison

HDAW has a 0.20% expense ratio, which is lower than VYMI's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

HDAW vs. VYMI — 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

VYMI
The Risk-Adjusted Performance Rank of VYMI is 8080
Overall Rank
The Sharpe Ratio Rank of VYMI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 8080
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. VYMI - 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 Vanguard International High Dividend Yield ETF (VYMI). 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.



Loading data...

Dividends

HDAW vs. VYMI - Dividend Comparison

HDAW has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 4.16%.


TTM2024202320222021202020192018201720162015
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%
VYMI
Vanguard International High Dividend Yield ETF
4.16%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%

Drawdowns

HDAW vs. VYMI - Drawdown Comparison


Loading data...

Volatility

HDAW vs. VYMI - Volatility Comparison


Loading data...