HEEM vs. DIV
Compare and contrast key facts about iShares Currency Hedged MSCI Emerging Markets ETF (HEEM) and Global X SuperDividend U.S. ETF (DIV).
HEEM and DIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HEEM is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets 100% USD Hedged Index. It was launched on Sep 23, 2014. DIV is a passively managed fund by Global X that tracks the performance of the INDXX SuperDividend U.S. Low Volatility Index. It was launched on Mar 11, 2013. Both HEEM and DIV 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: HEEM or DIV.
Performance
HEEM vs. DIV - Performance Comparison
Returns By Period
In the year-to-date period, HEEM achieves a 12.96% return, which is significantly lower than DIV's 14.58% return. Over the past 10 years, HEEM has outperformed DIV with an annualized return of 4.15%, while DIV has yielded a comparatively lower 2.18% annualized return.
HEEM
12.96%
-4.40%
2.04%
17.30%
4.56%
4.15%
DIV
14.58%
0.52%
9.81%
22.11%
2.60%
2.18%
Key characteristics
| HEEM | DIV | |
|---|---|---|
| Sharpe Ratio | 1.17 | 2.01 |
| Sortino Ratio | 1.72 | 2.88 |
| Omega Ratio | 1.22 | 1.36 |
| Calmar Ratio | 0.69 | 1.41 |
| Martin Ratio | 5.79 | 13.54 |
| Ulcer Index | 2.91% | 1.71% |
| Daily Std Dev | 14.41% | 11.49% |
| Max Drawdown | -34.02% | -52.74% |
| Current Drawdown | -10.64% | -0.37% |
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HEEM vs. DIV - Expense Ratio Comparison
HEEM has a 0.68% expense ratio, which is higher than DIV's 0.45% expense ratio.
Correlation
The correlation between HEEM and DIV is 0.46, 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.
Risk-Adjusted Performance
HEEM vs. DIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI Emerging Markets ETF (HEEM) and Global X SuperDividend U.S. ETF (DIV). 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
HEEM vs. DIV - Dividend Comparison
HEEM's dividend yield for the trailing twelve months is around 2.37%, less than DIV's 5.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEEM iShares Currency Hedged MSCI Emerging Markets ETF | 2.37% | 2.75% | 7.49% | 1.19% | 1.49% | 3.04% | 2.37% | 2.05% | 1.84% | 6.28% | 2.04% | 0.00% |
DIV Global X SuperDividend U.S. ETF | 5.73% | 7.14% | 6.62% | 5.26% | 8.04% | 7.67% | 7.09% | 5.95% | 6.80% | 8.40% | 5.34% | 5.38% |
Drawdowns
HEEM vs. DIV - Drawdown Comparison
The maximum HEEM drawdown since its inception was -34.02%, smaller than the maximum DIV drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for HEEM and DIV. For additional features, visit the drawdowns tool.
Volatility
HEEM vs. DIV - Volatility Comparison
iShares Currency Hedged MSCI Emerging Markets ETF (HEEM) has a higher volatility of 4.08% compared to Global X SuperDividend U.S. ETF (DIV) at 3.22%. This indicates that HEEM's price experiences larger fluctuations and is considered to be riskier than DIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.