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.
Correlation
The correlation between HDEF and EFV is 0.79, 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
Key characteristics
HDEF:
0.87
EFV:
0.93
HDEF:
1.24
EFV:
1.31
HDEF:
1.15
EFV:
1.16
HDEF:
0.93
EFV:
1.26
HDEF:
2.32
EFV:
3.12
HDEF:
4.45%
EFV:
3.69%
HDEF:
11.84%
EFV:
12.33%
HDEF:
-36.43%
EFV:
-63.94%
HDEF:
-5.94%
EFV:
-3.76%
Returns By Period
The year-to-date returns for both investments are quite close, with HDEF having a 4.49% return and EFV slightly higher at 4.52%.
HDEF
4.49%
4.44%
1.45%
9.33%
5.91%
N/A
EFV
4.52%
4.26%
2.03%
10.75%
6.57%
4.72%
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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 Rank
HDEF
EFV
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 4.34%, less than EFV's 4.46% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 4.34% | 4.53% | 4.38% | 5.41% | 4.76% | 3.93% | 4.20% | 3.55% | 3.38% | 9.13% | 1.72% | 0.00% |
EFV iShares MSCI EAFE Value ETF | 4.46% | 4.67% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.27% | 3.59% | 4.87% |
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) has a higher volatility of 3.57% compared to iShares MSCI EAFE Value ETF (EFV) at 3.35%. This indicates that HDEF's price experiences larger fluctuations and is considered to be riskier than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.