HDEF vs. VOO
Compare and contrast key facts about Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) and Vanguard S&P 500 ETF (VOO).
HDEF and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both HDEF and VOO 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 VOO.
Key characteristics
| HDEF | VOO | |
|---|---|---|
| YTD Return | 4.04% | 9.95% |
| 1Y Return | 13.23% | 28.35% |
| 3Y Return (Ann) | 5.63% | 9.61% |
| 5Y Return (Ann) | 7.25% | 14.49% |
| Sharpe Ratio | 0.98 | 2.44 |
| Daily Std Dev | 12.47% | 11.57% |
| Max Drawdown | -36.43% | -33.99% |
| Current Drawdown | 0.00% | -0.54% |
Correlation
The correlation between HDEF and VOO is 0.60, 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.
Performance
HDEF vs. VOO - Performance Comparison
In the year-to-date period, HDEF achieves a 4.04% return, which is significantly lower than VOO's 9.95% 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. VOO - Expense Ratio Comparison
HDEF has a 0.20% expense ratio, which is higher than VOO's 0.03% 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%.
Risk-Adjusted Performance
HDEF vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
HDEF's dividend yield for the trailing twelve months is around 4.74%, more than VOO's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 4.74% | 4.38% | 5.41% | 4.76% | 3.93% | 4.20% | 3.55% | 3.38% | 9.13% | 1.72% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
HDEF vs. VOO - Drawdown Comparison
The maximum HDEF drawdown since its inception was -36.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HDEF and VOO. For additional features, visit the drawdowns tool.
Volatility
HDEF vs. VOO - Volatility Comparison
The current volatility for Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) is 3.54%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that HDEF experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.