MSCI EAFE High Dividend Yield Hedged Equity ETF (HDEF)
Description
The investment seeks to track the performance of the MSCI EAFE High Dividend Yield Index. The HDEF ETF contains 107 constituents. It is focused on value holdings in the Europe region.
Price $18.48 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 6.65% |
| Expense ratio | 0.2% |
| Average spread | 0.162% |
| 1Y roundtrip cost | 0.362% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 2.4% | -1.5% | 2.3% | -4.6% | 1.7% | -8.4% | 1.8% | -5.3% | -8.4% | 1.6% | -18.4% | ||
| 2021 | -0.6% | 1.2% | 3.4% | 1.8% | 3.6% | -1.8% | 0.9% | -0.9% | -5.2% | 2.5% | -3.5% | 6.0% | 7.3% |
| 2020 | -3.7% | -8.0% | -15.1% | 5.0% | 2.8% | 3.7% | 0.2% | 4.1% | -3.2% | -4.0% | 14.9% | 4.4% | 1.3% |
| 2019 | 7.2% | 3.1% | 0.6% | 2.5% | -5.3% | 6.1% | -2.7% | -1.5% | 4.1% | 4.6% | 0.4% | 4.1% | 23.3% |
| 2018 | 2.4% | -3.5% | -1.2% | 2.7% | -3.3% | -1.6% | 2.9% | -3.2% | 1.3% | -5.9% | -0.4% | -4.5% | -14.2% |
| 2017 | -0.4% | 3.2% | 3.6% | -0.7% | 2.9% | -2.3% | -1.0% | 0.7% | 3.0% | 2.6% | -1.1% | -0.7% | 9.7% |
| 2016 | -6.5% | 1.8% | 3.0% | 4.7% | -2.4% | -2.9% | 5.6% | 1.9% | -0.7% | 1.9% | 0.1% | 4.8% | 11.3% |
| 2015 | -2.7% | 6.0% | 0.3% | -3.1% | 0.4% | ||||||||
| 0.7% | -3.6% | -3.3% | 11.5% | 0.1% | -7.2% | 7.8% | -4.2% | -11.9% | 9.2% | 10.8% | 10.9% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.23 | 0.60 | 0.25 | 1.08 | |||||||||
| 2021 | 0.26 | 0.41 | 0.31 | 0.14 | 1.13 | ||||||||
| 2020 | 0.13 | 0.26 | 0.23 | 0.29 | 0.91 | ||||||||
| 2019 | 0.21 | 0.51 | 0.18 | 0.14 | 1.04 | ||||||||
| 2018 | 0.14 | 0.09 | 0.21 | 0.30 | 0.73 | ||||||||
| 2017 | 0.17 | 0.35 | 0.22 | 0.11 | 0.84 | ||||||||
| 2016 | 0.62 | 0.03 | 1.31 | 1.96 | |||||||||
| 2015 | 0.38 | 0.38 | |||||||||||
| 0.00 | 0.00 | 1.13 | 0.00 | 0.00 | 2.83 | 0.00 | 0.00 | 1.42 | 0.00 | 0.00 | 2.69 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Roche Holding Ltd | 6.09% |
| Novartis AG | 4.94% |
| Siemens AG | 4.73% |
| Unilever PLC | 4.60% |
| Sanofi | 4.40% |
| GlaxoSmithKline plc | 4.03% |
| Allianz SE | 3.66% |
| BHP Group Ltd | 3.06% |
| British American Tobacco p.l.c. | 2.88% |
| Iberdrola SA | 2.67% |
| Rio Tinto plc | 2.65% |
| Enel SpA | 2.60% |
| Zurich Insurance Group Ltd | 2.55% |
| Wesfarmers Limited | 1.89% |
| KDDI Corporation | 1.88% |
| Top 15 Weights | 52.63% |
Compare with similar ETFs
| HDEF | FIVA | GBLD | GSID | NIFE | RESE | |
|---|---|---|---|---|---|---|
| Product name | MSCI EAFE High Dividend Yield Hedged Equity ETF | Fidelity International Value Factor ETF | Invesco MSCI Green Building ETF | Goldman Sachs MarketBeta International Equity ETF | Direxion Fallen Knives ETF | WisdomTree Emerging Markets Dividend Fund |
| Issuer | Xtrackers | Fidelity | Invesco | Goldman Sachs | Direxion | WisdomTree |
| Price | $18.4797 | $18.46 | $15.5902 | $41.1799 | $45.1958 | $24.618 |
| Expense Ratio | 0.2% |  0.39% | 0.39% | 0.2% | 0.5% | 0.32% |
| Average Spread | 0.162% | 0.650% | 0.449% | 0.267% | 0.376% | 0.406% |
| AUM | $647,972,000 | $31,440,400 | $3,142,920 | $254,882,000 | $3,438,410 | $22,071,800 |
| Shares | 35,063,993 | 1,703,163 | 201,596 | 6,189,481 | 76,078 | 896,571 |
| Average Daily Volume | 479,085 | 18,093 | 1,106 | 6,273 | 7,799 | 3,410 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2015-08-12 | 2018-01-16 | 2021-04-22 | 2020-05-12 | 2020-06-11 | 2016-04-07 |
| Index Tracked | MSCI EAFE High Dividend Yield Index | Fidelity International Value Factor Index | MSCI Global Green Building Index | Solactive GBS Developed Markets ex North America Large & Mid Cap Index | Indxx US Fallen Knives Index | No Underlying Index |
| Category | Foreign Large Cap Equities | Foreign Large Cap Equities | n/a | Foreign Large Cap Equities | Small Cap Blend Equities | Asia Pacific Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid/Small Caps | Large/Mid Caps | Large/Mid/Small Caps | Large/Mid Caps |
| Value or Growth | Value | Value | Blend | Blend | Blend | |
| Region | Europe | Europe | Asia-Pacific | Europe | North America | Asia-Pacific |
| Countries | EAFE | Broad | Broad | Broad | U.S. | Pacific ex-Japan |
| Annual Dividend Rate | $1.229 | $0.672 | $0.686 | $1.188 | $0 | $1.051 |
| Annual Dividend Yield | 0.067% | 0.036% | 0.044% | 0.029% | 0.000% | 0.043% |
| Number of Holdings | 107 | 104 | 82 | 979 | 50 | 298 |
| YTD Return | -17.76% | -22.87% | -32.52% | -25.76% | -20.95% | -28.18% |
| Beta | 0.05 | 0.42 | 0.63 | 0.75 | 0.70 | 0.71 |
| Upside Beta | -0.03 | 0.15 | -0.50 | 0.30 | 0.06 | 0.42 |
| Downside Beta | -0.16 | -0.24 | -0.77 | -0.49 | -0.88 | -0.50 |
| Volatility 1Y | 17.33% | 20.57% | 17.25% | 20.09% | 38.34% | 21.06% |
| Sharpe Ratio 3Y | -0.34 | -0.29 | 0.00 | 0.00 | 0.00 | 0.00 |
| Treynor Ratio 3Y | -0.09 | -0.01 | 0.00 | 0.00 | 0.00 | 0.00 |