Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HDAW (Xtrackers MSCI All World ex US High Dividend Yield Hedged Equity ETF) | NA | 13.86% | 3.11% | 5.61% | NA | NA | NA | … | … |
Data as of 08/02/2024, Common starting date is 08/17/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HDAW (Xtrackers MSCI All World ex US High Dividend Yield Hedged Equity ETF) | 08/17/2015 | 08/02/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.86 | 3.11 | 5.61 | NA | NA | NA | … | … | 6.51 | 16.59 | -10.98 | 9.74 | -3.66 | 22.41 | -13.60 | 13.24 | 11.56 | -7.36 |
| Sharpe Ratio | NA | 0.85 | 0.04 | 0.21 | NA | NA | NA | … | … | 0.68 | 1.04 | -0.71 | 0.86 | -0.12 | 1.97 | -1.14 | 1.77 | 0.68 | -0.73 |
| Standard Deviation(%) | NA | 11.75 | 13.74 | 18.36 | NA | NA | NA | … | … | 11.26 | 12.03 | 17.51 | 11.31 | 31.35 | 10.66 | 13.14 | 7.15 | 16.79 | 25.37 |
| Draw Down(%) | NA | 6.68 | 28.20 | 37.33 | NA | NA | NA | … | … | 5.72 | 9.24 | 28.20 | 8.93 | 37.33 | 8.58 | 17.03 | 2.42 | 10.71 | 11.16 |
| Yield(%) | 0.00 | 5.11 | 3.53 | 4.14 | 3.35 | 2.24 | 1.68 | … | … | 2.80 | 5.36 | 1.18 | 5.04 | 3.88 | 4.65 | 3.38 | 4.44 | 2.81 | 0.97 |
Data as of 08/02/2024, Common starting date is 08/17/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HDAW (Xtrackers MSCI All World ex US High Dividend Yield Hedged Equity ETF) |
-5.74%
Mar 2017 – Mar 2020 |
-2.58%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HDAW (Xtrackers MSCI All World ex US High Dividend Yield Hedged Equity ETF) |
10.66%
Mar 2020 – Mar 2023 |
7.34%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart