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

Correlation

The correlation between HDEF and EFV 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. EFV - 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 iShares MSCI EAFE Value ETF (EFV). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
80.73%
67.87%
HDEF
EFV

Key characteristics

Sharpe Ratio

HDEF:

1.24

EFV:

1.05

Sortino Ratio

HDEF:

1.71

EFV:

1.51

Omega Ratio

HDEF:

1.24

EFV:

1.21

Calmar Ratio

HDEF:

1.69

EFV:

1.28

Martin Ratio

HDEF:

3.98

EFV:

4.28

Ulcer Index

HDEF:

4.72%

EFV:

4.11%

Daily Std Dev

HDEF:

15.20%

EFV:

16.82%

Max Drawdown

HDEF:

-36.43%

EFV:

-63.94%

Current Drawdown

HDEF:

-0.11%

EFV:

-0.35%

Returns By Period

The year-to-date returns for both stocks are quite close, with HDEF having a 15.36% return and EFV slightly lower at 15.34%.


HDEF

YTD

15.36%

1M

2.54%

6M

9.28%

1Y

18.56%

5Y*

13.36%

10Y*

N/A

EFV

YTD

15.34%

1M

1.17%

6M

11.44%

1Y

18.38%

5Y*

15.38%

10Y*

4.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HDEF vs. EFV - Expense Ratio Comparison

HDEF has a 0.20% expense ratio, which is lower than EFV's 0.39% expense ratio.


Expense ratio chart for EFV: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EFV: 0.39%
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. EFV — 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 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of HDEF is 8484
Sortino Ratio Rank
The Omega Ratio Rank of HDEF is 8585
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

EFV
The Risk-Adjusted Performance Rank of EFV is 8282
Overall Rank
The Sharpe Ratio Rank of EFV is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of EFV is 8181
Sortino Ratio Rank
The Omega Ratio Rank of EFV is 8181
Omega Ratio Rank
The Calmar Ratio Rank of EFV is 8787
Calmar Ratio Rank
The Martin Ratio Rank of EFV is 8181
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. 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.


The chart of Sharpe ratio for HDEF, currently valued at 1.24, compared to the broader market-1.000.001.002.003.004.00
HDEF: 1.24
EFV: 1.05
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
EFV: 1.51
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
EFV: 1.21
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
EFV: 1.28
The chart of Martin ratio for HDEF, currently valued at 3.98, compared to the broader market0.0020.0040.0060.00
HDEF: 3.98
EFV: 4.28

The current HDEF Sharpe Ratio is 1.24, which is comparable to the EFV Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of HDEF and EFV, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.24
1.05
HDEF
EFV

Dividends

HDEF vs. EFV - Dividend Comparison

HDEF's dividend yield for the trailing twelve months is around 3.89%, less than EFV's 4.04% 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%1.72%0.00%
EFV
iShares MSCI EAFE Value ETF
4.04%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.11%
-0.35%
HDEF
EFV

Volatility

HDEF vs. EFV - Volatility Comparison

The current volatility for Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) is 10.04%, while iShares MSCI EAFE Value ETF (EFV) has a volatility of 11.34%. This indicates that HDEF experiences smaller price fluctuations and is considered to be less risky than EFV 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%
11.34%
HDEF
EFV