VYMI vs. HDEF
Compare and contrast key facts about Vanguard International High Dividend Yield ETF (VYMI) and Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF).
VYMI and HDEF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both VYMI and HDEF 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: VYMI or HDEF.
Performance
VYMI vs. HDEF - Performance Comparison
Returns By Period
In the year-to-date period, VYMI achieves a 9.02% return, which is significantly higher than HDEF's 4.57% return.
VYMI
9.02%
-3.69%
0.46%
14.76%
7.13%
N/A
HDEF
4.57%
-5.46%
-1.27%
11.13%
5.81%
N/A
Key characteristics
| VYMI | HDEF | |
|---|---|---|
| Sharpe Ratio | 1.26 | 1.00 |
| Sortino Ratio | 1.73 | 1.41 |
| Omega Ratio | 1.22 | 1.17 |
| Calmar Ratio | 2.22 | 1.25 |
| Martin Ratio | 6.93 | 4.22 |
| Ulcer Index | 2.18% | 2.74% |
| Daily Std Dev | 12.05% | 11.58% |
| Max Drawdown | -40.00% | -36.43% |
| Current Drawdown | -5.35% | -8.47% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VYMI vs. HDEF - Expense Ratio Comparison
VYMI has a 0.22% expense ratio, which is higher than HDEF's 0.20% 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%.
Correlation
The correlation between VYMI and HDEF is 0.81, 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.
Risk-Adjusted Performance
VYMI vs. HDEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) and Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF). 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
VYMI vs. HDEF - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 4.54%, more than HDEF's 4.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 4.54% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 4.32% | 4.38% | 5.41% | 4.76% | 3.93% | 4.20% | 3.55% | 3.38% | 9.13% | 1.72% |
Drawdowns
VYMI vs. HDEF - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, which is greater than HDEF's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for VYMI and HDEF. For additional features, visit the drawdowns tool.
Volatility
VYMI vs. HDEF - Volatility Comparison
The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 3.94%, while Xtrackers MSCI EAFE High Dividend Yield Equity ETF (HDEF) has a volatility of 4.17%. This indicates that VYMI experiences smaller price fluctuations and is considered to be less risky than HDEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.