PortfoliosLab logo
HDEF vs. SCHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HDEF and SCHY is 0.62, 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. SCHY - 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 Schwab International Dividend Equity ETF (SCHY). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
37.05%
20.24%
HDEF
SCHY

Key characteristics

Sharpe Ratio

HDEF:

1.30

SCHY:

1.09

Sortino Ratio

HDEF:

1.77

SCHY:

1.56

Omega Ratio

HDEF:

1.25

SCHY:

1.22

Calmar Ratio

HDEF:

1.76

SCHY:

1.22

Martin Ratio

HDEF:

4.17

SCHY:

2.71

Ulcer Index

HDEF:

4.72%

SCHY:

5.49%

Daily Std Dev

HDEF:

15.20%

SCHY:

13.65%

Max Drawdown

HDEF:

-36.43%

SCHY:

-24.03%

Current Drawdown

HDEF:

0.00%

SCHY:

0.00%

Returns By Period

In the year-to-date period, HDEF achieves a 15.49% return, which is significantly higher than SCHY's 13.64% return.


HDEF

YTD

15.49%

1M

1.86%

6M

9.06%

1Y

19.12%

5Y*

13.40%

10Y*

N/A

SCHY

YTD

13.64%

1M

2.79%

6M

6.38%

1Y

15.38%

5Y*

N/A

10Y*

N/A

*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. SCHY - Expense Ratio Comparison

HDEF has a 0.20% expense ratio, which is higher than SCHY's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


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%
Expense ratio chart for SCHY: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHY: 0.14%

Risk-Adjusted Performance

HDEF vs. SCHY — 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 8787
Overall Rank
The Sharpe Ratio Rank of HDEF is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of HDEF is 8686
Sortino Ratio Rank
The Omega Ratio Rank of HDEF is 8787
Omega Ratio Rank
The Calmar Ratio Rank of HDEF is 9292
Calmar Ratio Rank
The Martin Ratio Rank of HDEF is 8181
Martin Ratio Rank

SCHY
The Risk-Adjusted Performance Rank of SCHY is 8181
Overall Rank
The Sharpe Ratio Rank of SCHY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 7171
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. SCHY - 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 Schwab International Dividend Equity ETF (SCHY). 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 1.30, compared to the broader market-1.000.001.002.003.004.00
HDEF: 1.30
SCHY: 1.09
The chart of Sortino ratio for HDEF, currently valued at 1.77, compared to the broader market-2.000.002.004.006.008.00
HDEF: 1.77
SCHY: 1.56
The chart of Omega ratio for HDEF, currently valued at 1.25, compared to the broader market0.501.001.502.002.50
HDEF: 1.25
SCHY: 1.22
The chart of Calmar ratio for HDEF, currently valued at 1.76, compared to the broader market0.002.004.006.008.0010.0012.00
HDEF: 1.76
SCHY: 1.22
The chart of Martin ratio for HDEF, currently valued at 4.17, compared to the broader market0.0020.0040.0060.00
HDEF: 4.17
SCHY: 2.71

The current HDEF Sharpe Ratio is 1.30, which is comparable to the SCHY Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of HDEF and SCHY, 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
1.30
1.09
HDEF
SCHY

Dividends

HDEF vs. SCHY - Dividend Comparison

HDEF's dividend yield for the trailing twelve months is around 3.88%, less than SCHY's 4.03% yield.


TTM2024202320222021202020192018201720162015
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
3.88%4.53%4.38%5.41%4.76%3.93%4.20%3.55%3.38%9.13%1.72%
SCHY
Schwab International Dividend Equity ETF
4.03%4.64%3.97%3.67%1.73%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HDEF vs. SCHY - Drawdown Comparison

The maximum HDEF drawdown since its inception was -36.43%, which is greater than SCHY's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for HDEF and SCHY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril00
HDEF
SCHY

Volatility

HDEF vs. SCHY - Volatility Comparison

Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) has a higher volatility of 10.08% compared to Schwab International Dividend Equity ETF (SCHY) at 8.69%. This indicates that HDEF's price experiences larger fluctuations and is considered to be riskier than SCHY 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%NovemberDecember2025FebruaryMarchApril
10.08%
8.69%
HDEF
SCHY