HDEF vs. BBIN
Compare and contrast key facts about Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) and JPMorgan BetaBuilders International Equity ETF (BBIN).
HDEF and BBIN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. BBIN is a passively managed fund by JPMorgan Chase that tracks the performance of the Morningstar Developed Markets ex-North America Target Market Exposure Index. It was launched on Dec 5, 2019. Both HDEF and BBIN 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: HDEF or BBIN.
Performance
HDEF vs. BBIN - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with HDEF having a 4.57% return and BBIN slightly higher at 4.77%.
HDEF
4.57%
-5.46%
-1.27%
11.13%
5.81%
N/A
BBIN
4.77%
-5.37%
-3.07%
10.59%
N/A
N/A
Key characteristics
| HDEF | BBIN | |
|---|---|---|
| Sharpe Ratio | 1.00 | 0.82 |
| Sortino Ratio | 1.41 | 1.19 |
| Omega Ratio | 1.17 | 1.15 |
| Calmar Ratio | 1.25 | 1.24 |
| Martin Ratio | 4.22 | 3.88 |
| Ulcer Index | 2.74% | 2.83% |
| Daily Std Dev | 11.58% | 13.45% |
| Max Drawdown | -36.43% | -33.37% |
| Current Drawdown | -8.47% | -8.36% |
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HDEF vs. BBIN - Expense Ratio Comparison
HDEF has a 0.20% expense ratio, which is higher than BBIN's 0.07% 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%.
Correlation
The correlation between HDEF and BBIN is 0.92, 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.
Risk-Adjusted Performance
HDEF vs. BBIN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) and JPMorgan BetaBuilders International Equity ETF (BBIN). 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
HDEF vs. BBIN - Dividend Comparison
HDEF's dividend yield for the trailing twelve months is around 4.32%, more than BBIN's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 4.32% | 4.38% | 5.41% | 4.76% | 3.93% | 4.20% | 3.55% | 3.38% | 9.13% | 1.72% |
BBIN JPMorgan BetaBuilders International Equity ETF | 3.37% | 3.20% | 2.83% | 3.54% | 1.07% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HDEF vs. BBIN - Drawdown Comparison
The maximum HDEF drawdown since its inception was -36.43%, which is greater than BBIN's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HDEF and BBIN. For additional features, visit the drawdowns tool.
Volatility
HDEF vs. BBIN - Volatility Comparison
The current volatility for Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) is 4.17%, while JPMorgan BetaBuilders International Equity ETF (BBIN) has a volatility of 5.63%. This indicates that HDEF experiences smaller price fluctuations and is considered to be less risky than BBIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.