HDEF vs. VYMI
Compare and contrast key facts about Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) and Vanguard International High Dividend Yield ETF (VYMI).
HDEF and VYMI 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. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016. Both HDEF and VYMI 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 VYMI.
Correlation
The correlation between HDEF and VYMI is 0.80, 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.

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HDEF vs. VYMI - Performance Comparison
Key characteristics
HDEF:
0.63
VYMI:
0.41
HDEF:
0.92
VYMI:
0.66
HDEF:
1.13
VYMI:
1.09
HDEF:
0.84
VYMI:
0.51
HDEF:
1.98
VYMI:
1.78
HDEF:
4.71%
VYMI:
3.64%
HDEF:
14.84%
VYMI:
15.99%
HDEF:
-36.43%
VYMI:
-40.00%
HDEF:
-5.99%
VYMI:
-7.04%
Returns By Period
In the year-to-date period, HDEF achieves a 7.33% return, which is significantly higher than VYMI's 4.28% return.
HDEF
7.33%
-4.47%
-0.04%
9.27%
11.40%
N/A
VYMI
4.28%
-4.14%
-0.46%
6.24%
13.20%
N/A
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HDEF vs. VYMI - Expense Ratio Comparison
HDEF has a 0.20% expense ratio, which is lower than VYMI's 0.22% expense ratio. Despite the difference, 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. VYMI — Risk-Adjusted Performance Rank
HDEF
VYMI
HDEF vs. VYMI - 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 International High Dividend Yield ETF (VYMI). 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. VYMI - Dividend Comparison
HDEF's dividend yield for the trailing twelve months is around 4.18%, less than VYMI's 4.66% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
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Drawdowns
HDEF vs. VYMI - Drawdown Comparison
The maximum HDEF drawdown since its inception was -36.43%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for HDEF and VYMI. For additional features, visit the drawdowns tool.
Volatility
HDEF vs. VYMI - Volatility Comparison
The current volatility for Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) is NaN%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of NaN%. This indicates that HDEF experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
User Portfolios with HDEF or VYMI
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