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HDEF vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HDEF and DGRW is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

HDEF vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
80.73%
203.32%
HDEF
DGRW

Key characteristics

Sharpe Ratio

HDEF:

1.24

DGRW:

0.41

Sortino Ratio

HDEF:

1.71

DGRW:

0.69

Omega Ratio

HDEF:

1.24

DGRW:

1.10

Calmar Ratio

HDEF:

1.69

DGRW:

0.41

Martin Ratio

HDEF:

3.98

DGRW:

1.64

Ulcer Index

HDEF:

4.72%

DGRW:

4.01%

Daily Std Dev

HDEF:

15.20%

DGRW:

16.23%

Max Drawdown

HDEF:

-36.43%

DGRW:

-32.04%

Current Drawdown

HDEF:

-0.11%

DGRW:

-9.28%

Returns By Period

In the year-to-date period, HDEF achieves a 15.36% return, which is significantly higher than DGRW's -4.32% return.


HDEF

YTD

15.36%

1M

1.83%

6M

9.28%

1Y

18.03%

5Y*

12.90%

10Y*

N/A

DGRW

YTD

-4.32%

1M

-2.44%

6M

-6.48%

1Y

6.30%

5Y*

14.65%

10Y*

11.70%

*Annualized

Compare stocks, funds, or ETFs

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HDEF vs. DGRW - Expense Ratio Comparison

HDEF has a 0.20% expense ratio, which is lower than DGRW's 0.28% expense ratio.


Expense ratio chart for DGRW: current value is 0.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGRW: 0.28%
Expense ratio chart for HDEF: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HDEF: 0.20%

Risk-Adjusted Performance

HDEF vs. DGRW — Risk-Adjusted Performance Rank

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

HDEF
The Risk-Adjusted Performance Rank of HDEF is 8585
Overall Rank
The Sharpe Ratio Rank of HDEF is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of HDEF is 8484
Sortino Ratio Rank
The Omega Ratio Rank of HDEF is 8686
Omega Ratio Rank
The Calmar Ratio Rank of HDEF is 9191
Calmar Ratio Rank
The Martin Ratio Rank of HDEF is 8080
Martin Ratio Rank

DGRW
The Risk-Adjusted Performance Rank of DGRW is 5353
Overall Rank
The Sharpe Ratio Rank of DGRW is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRW is 5252
Sortino Ratio Rank
The Omega Ratio Rank of DGRW is 5353
Omega Ratio Rank
The Calmar Ratio Rank of DGRW is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DGRW is 5555
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.

HDEF vs. DGRW - 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 WisdomTree U.S. Dividend Growth Fund (DGRW). 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.


The chart of Sharpe ratio for HDEF, currently valued at 1.24, compared to the broader market-1.000.001.002.003.004.005.00
HDEF: 1.24
DGRW: 0.41
The chart of Sortino ratio for HDEF, currently valued at 1.71, compared to the broader market-2.000.002.004.006.008.00
HDEF: 1.71
DGRW: 0.69
The chart of Omega ratio for HDEF, currently valued at 1.24, compared to the broader market0.501.001.502.002.50
HDEF: 1.24
DGRW: 1.10
The chart of Calmar ratio for HDEF, currently valued at 1.69, compared to the broader market0.002.004.006.008.0010.0012.00
HDEF: 1.69
DGRW: 0.41
The chart of Martin ratio for HDEF, currently valued at 3.98, compared to the broader market0.0020.0040.0060.00
HDEF: 3.98
DGRW: 1.64

The current HDEF Sharpe Ratio is 1.24, which is higher than the DGRW Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of HDEF and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.24
0.41
HDEF
DGRW

Dividends

HDEF vs. DGRW - Dividend Comparison

HDEF's dividend yield for the trailing twelve months is around 3.89%, more than DGRW's 1.67% yield.


TTM20242023202220212020201920182017201620152014
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
3.89%4.53%4.38%5.41%4.76%3.93%4.20%3.55%3.38%9.13%1.71%0.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.67%1.55%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%

Drawdowns

HDEF vs. DGRW - Drawdown Comparison

The maximum HDEF drawdown since its inception was -36.43%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for HDEF and DGRW. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.11%
-9.28%
HDEF
DGRW

Volatility

HDEF vs. DGRW - Volatility Comparison

The current volatility for Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) is 10.04%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 12.01%. This indicates that HDEF experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.04%
12.01%
HDEF
DGRW