HDEF vs. DGRW
Compare and contrast key facts about Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) and WisdomTree U.S. Dividend Growth Fund (DGRW).
HDEF and DGRW 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. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013. Both HDEF and DGRW 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 DGRW.
Key characteristics
| HDEF | DGRW | |
|---|---|---|
| YTD Return | 4.24% | 7.92% |
| 1Y Return | 13.69% | 22.82% |
| 3Y Return (Ann) | 5.38% | 10.34% |
| 5Y Return (Ann) | 7.48% | 14.44% |
| Sharpe Ratio | 1.08 | 2.21 |
| Daily Std Dev | 12.46% | 10.38% |
| Max Drawdown | -36.43% | -32.04% |
| Current Drawdown | 0.00% | -0.79% |
Correlation
The correlation between HDEF and DGRW is 0.60, 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
HDEF vs. DGRW - Performance Comparison
In the year-to-date period, HDEF achieves a 4.24% return, which is significantly lower than DGRW's 7.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
HDEF vs. DGRW - Dividend Comparison
HDEF's dividend yield for the trailing twelve months is around 4.73%, more than DGRW's 1.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 4.73% | 4.38% | 5.41% | 4.76% | 3.93% | 4.20% | 3.55% | 3.38% | 9.13% | 1.72% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.66% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.05% |
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.
Volatility
HDEF vs. DGRW - Volatility Comparison
Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) has a higher volatility of 3.23% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 2.76%. This indicates that HDEF's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.