See what your fund actually adds
Xtrackers MSCI EAFE High Dividend Yield Equity ETF HDEF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | HDEF | Replication |
|---|---|---|
| Annualized growth | 11.9% | 11.0% |
| Annualized volatility | 13.4% | 12.6% |
| Sharpe ratio | 0.91 | 0.89 |
| Maximum drawdown | 22.8% | 21.6% |
| Replication fit (R²) | 0.82 · Tracking error 5.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model HDEF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 59.9% |
| EMLC | FI · EM Local Currency | 14.8% |
| DGS | EM Small Cap | 10.3% |
| DBEF | Intl · Dev Hedged | 9.0% |
| XLV | Sector · Healthcare | 6.1% |