HDEF vs. VEU

In the year-to-date period, HDEF achieves a 2.31% return, which is significantly higher than VEU's -4.64% return.

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HDEF has a 0.20% expense ratio, which is higher than VEU's 0.07% 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%.

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) and Vanguard FTSE All-World ex-US ETF (VEU). 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 current HDEF Sharpe Ratio is 0.34, which is higher than the VEU Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of HDEF and VEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HDEF's dividend yield for the trailing twelve months is around 4.38%, more than VEU's 3.37% yield.

The maximum HDEF drawdown since its inception was -36.43%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for HDEF and VEU. For additional features, visit the drawdowns tool.

The current volatility for Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) is 9.22%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 10.79%. This indicates that HDEF experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.