HDEF vs. EFV
Compare and contrast key facts about Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) and iShares MSCI EAFE Value ETF (EFV).
HDEF and EFV 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. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005. Both HDEF and EFV 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 EFV.
Key characteristics
| HDEF | EFV | |
|---|---|---|
| YTD Return | 4.24% | 6.62% |
| 1Y Return | 13.69% | 17.24% |
| 3Y Return (Ann) | 5.38% | 5.51% |
| 5Y Return (Ann) | 7.48% | 7.06% |
| Sharpe Ratio | 1.08 | 1.38 |
| Daily Std Dev | 12.46% | 12.40% |
| Max Drawdown | -36.43% | -63.94% |
| Current Drawdown | 0.00% | -0.02% |
Correlation
The correlation between HDEF and EFV is 0.78, 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.
Performance
HDEF vs. EFV - Performance Comparison
In the year-to-date period, HDEF achieves a 4.24% return, which is significantly lower than EFV's 6.62% 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. EFV - Expense Ratio Comparison
HDEF has a 0.20% expense ratio, which is lower than EFV's 0.39% expense ratio.
Risk-Adjusted Performance
HDEF vs. EFV - 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 iShares MSCI EAFE Value ETF (EFV). 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. EFV - Dividend Comparison
HDEF's dividend yield for the trailing twelve months is around 4.73%, more than EFV's 4.09% 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% |
EFV iShares MSCI EAFE Value ETF | 4.09% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% | 4.87% | 3.19% |
Drawdowns
HDEF vs. EFV - Drawdown Comparison
The maximum HDEF drawdown since its inception was -36.43%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for HDEF and EFV. For additional features, visit the drawdowns tool.
Volatility
HDEF vs. EFV - Volatility Comparison
Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) and iShares MSCI EAFE Value ETF (EFV) have volatilities of 3.23% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.