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

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.


-0.50.00.51.0
Correlation: 0.8

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Performance

HDEF vs. VYMI - 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 Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%NovemberDecember2025FebruaryMarchApril
-17.44%
-8.27%
WMICX
VFIAX

Key characteristics

Sharpe Ratio

HDEF:

0.63

VYMI:

0.41

Sortino Ratio

HDEF:

0.92

VYMI:

0.66

Omega Ratio

HDEF:

1.13

VYMI:

1.09

Calmar Ratio

HDEF:

0.84

VYMI:

0.51

Martin Ratio

HDEF:

1.98

VYMI:

1.78

Ulcer Index

HDEF:

4.71%

VYMI:

3.64%

Daily Std Dev

HDEF:

14.84%

VYMI:

15.99%

Max Drawdown

HDEF:

-36.43%

VYMI:

-40.00%

Current Drawdown

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

YTD

7.33%

1M

-4.47%

6M

-0.04%

1Y

9.27%

5Y*

11.40%

10Y*

N/A

VYMI

YTD

4.28%

1M

-4.14%

6M

-0.46%

1Y

6.24%

5Y*

13.20%

10Y*

N/A

*Annualized

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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%.


Expense ratio chart for VYMI: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYMI: 0.22%
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. VYMI — 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 8181
Overall Rank
The Sharpe Ratio Rank of HDEF is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of HDEF is 7979
Sortino Ratio Rank
The Omega Ratio Rank of HDEF is 8080
Omega Ratio Rank
The Calmar Ratio Rank of HDEF is 8888
Calmar Ratio Rank
The Martin Ratio Rank of HDEF is 7676
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 7777
Overall Rank
The Sharpe Ratio Rank of VYMI is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 7676
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. 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.


The chart of Sharpe ratio for WMICX, currently valued at -0.52, compared to the broader market-1.000.001.002.003.004.00
WMICX: -0.52
VFIAX: 0.13
The chart of Sortino ratio for WMICX, currently valued at -0.62, compared to the broader market-2.000.002.004.006.008.00
WMICX: -0.62
VFIAX: 0.32
The chart of Omega ratio for WMICX, currently valued at 0.93, compared to the broader market0.501.001.502.002.50
WMICX: 0.93
VFIAX: 1.05
The chart of Calmar ratio for WMICX, currently valued at -0.22, compared to the broader market0.002.004.006.008.0010.0012.00
WMICX: -0.22
VFIAX: 0.13
The chart of Martin ratio for WMICX, currently valued at -1.46, compared to the broader market0.0020.0040.0060.0080.00
WMICX: -1.46
VFIAX: 0.64

The current HDEF Sharpe Ratio is 0.63, which is higher than the VYMI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of HDEF and VYMI, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.52
0.13
WMICX
VFIAX

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.


TTM20242023202220212020201920182017201620152014

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-54.71%
-14.09%
WMICX
VFIAX

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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.79%
13.62%
WMICX
VFIAX

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