HDEF vs RVT

Comparison between XTRACKERS MSCI EAFE HIGH DIVIDEND YIELD EQUITY ETF (HDEF, ETF) and Royce Value Trust Inc (RVT, ETF).

5-Year PerformanceHDEF has outperformed RVT, delivering a return of +10.2% compared to +8.6%

HDEF vs RVT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	HDEF(ETF)	RVT(ETF)
Net Assets	$2.20B	$2.20B
Expense Ratio	0.09%	N/A
Max Drawdown	38.17%	79.08%
Sharpe Ratio	1.32	1.90
5Y Beta	0.43	1.00
5Y Dividends CAGR	2.87%	11.02%

Net Assets

HDEF

$2.20B

RVT

$2.20B

Expense Ratio

HDEF

0.09%

RVT

N/A

Max Drawdown

Winner

HDEF

38.17%

RVT

79.08%

Sharpe Ratio

HDEF

1.32

Winner

RVT

1.90

5Y Beta

Winner

HDEF

0.43

RVT

1.00

5Y Dividends CAGR

HDEF

2.87%

Winner

RVT

11.02%

HDEF vs RVT - Historical Returns

Returns include dividend reinvestment.

Period	HDEF	RVT
1 month	-1.03%	+6.93%
3 months	-1.16%	+4.94%
6 months	+10.66%	+24.47%
1 year	+21.39%	+42.15%
5 years(CAGR)	+10.24%	+8.63%
10 years(CAGR)	+8.88%	+13.72%
Max(CAGR)	+7.70%	+10.27%

HDEF

-1.03%

Winner

RVT

+6.93%

HDEF

-1.16%

Winner

RVT

+4.94%

HDEF

+10.66%

Winner

RVT

+24.47%

HDEF

+21.39%

Winner

RVT

+42.15%

5Y(CAGR)

Winner

HDEF

+10.24%

RVT

+8.63%

10Y(CAGR)

HDEF

+8.88%

Winner

RVT

+13.72%

Max(CAGR)

HDEF

+7.70%

Winner

RVT

+10.27%

HDEF vs RVT - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	HDEF	RVT
2026	+5.46%	+17.96%
2025	+33.36%	+11.92%
2024	+3.36%	+18.41%
2023	+17.51%	+18.08%
2022	-3.03%	-26.09%
2021	+6.01%	+34.95%
2020	-2.76%	+18.13%
2019	+25.44%	+33.02%
2018	-13.77%	-20.88%
2017	+9.90%	+30.93%
2016	+13.43%	+23.90%
2015	-4.66%	-9.38%
2014	N/A	+3.09%
2013	N/A	+22.06%
2012	N/A	+14.47%
2011	N/A	-11.90%
2010	N/A	+32.59%
2009	N/A	+29.44%
2008	N/A	-47.25%
2007	N/A	-7.18%
2006	N/A	+17.77%
2005	N/A	+8.78%
2004	N/A	+31.02%
2003	N/A	+35.56%
2002	N/A	-6.88%
2001	N/A	+20.00%
2000	N/A	+19.43%
1999	N/A	+11.14%

HDEF vs RVT Drawdown Comparison

The maximum drawdown for HDEF was -36.42%, occurring on Mar 23, 2020. Recovery took 255 trading sessions.

The maximum drawdown for RVT was -72.45%, occurring on Mar 9, 2009. Recovery took 1568 trading sessions.

The current HDEF drawdown is -3.74%. The current RVT drawdown is -0.11%.

Rank	HDEF	RVT
#1	-36.42% Jan 2, 2020 - Jan 6, 2021	-72.45% Feb 26, 2007 - May 17, 2013
#2	-23.69% Feb 9, 2022 - Apr 6, 2023	-47.07% Feb 20, 2020 - Nov 11, 2020
#3	-17.55% Jan 22, 2018 - Oct 24, 2019	-35.17% Apr 19, 2002 - Sep 18, 2003
#4	-14.95% Aug 18, 2015 - Aug 10, 2016	-32.83% Dec 31, 2021 - Jul 31, 2024
#5	-11.15% Sep 26, 2024 - Mar 5, 2025	-31.74% Sep 20, 2018 - Jan 16, 2020
#6	-10.60% Mar 18, 2025 - Apr 22, 2025	-27.77% Jul 3, 2014 - Nov 14, 2016
#7	-9.31% Jun 15, 2021 - Jan 12, 2022	-23.46% Jan 23, 2025 - Aug 26, 2025
#8	-8.79% Jul 26, 2023 - Dec 13, 2023	-21.99% Jun 7, 2001 - Dec 6, 2001
#9	-8.02% Feb 27, 2026 - Mar 20, 2026	-15.36% Feb 18, 2004 - Sep 7, 2004
#10	-6.39% May 8, 2023 - Jun 15, 2023	-14.97% Feb 15, 2001 - May 18, 2001
#11	-5.63% Dec 9, 2016 - Jan 10, 2017	-14.23% May 5, 2006 - Oct 30, 2006
#12	-5.46% Dec 27, 2023 - Mar 20, 2024	-12.58% Dec 23, 2004 - Jul 11, 2005
#13	-4.72% Jan 8, 2021 - Mar 16, 2021	-12.18% Feb 26, 2026 - Apr 24, 2026
#14	-4.35% Nov 2, 2017 - Jan 9, 2018	-10.53% Sep 1, 2000 - Dec 28, 2000
#15	-4.24% May 17, 2024 - Jul 12, 2024	-10.37% Jul 31, 2024 - Oct 14, 2024

Correlation

Correlation between HDEF and RVT is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (1999 - 2026)

HDEF vs RVT dividend yield comparison.

Year	HDEF	RVT
2026	0.45%	1.61%
2025	3.88%	8.82%
2024	4.53%	8.04%
2023	4.38%	7.35%
2022	5.41%	9.95%
2021	4.76%	8.52%
2020	3.93%	6.44%
2019	4.20%	7.45%
2018	3.55%	10.68%
2017	3.38%	7.17%
2016	9.52%	7.62%
2015	1.87%	10.54%
2014	0.00%	12.70%
2013	0.00%	5.37%
2012	0.00%	5.96%
2011	0.00%	6.36%
2010	0.00%	0.21%
2009	0.00%	2.97%
2008	0.00%	20.50%
2007	0.00%	9.96%
2006	0.00%	6.30%
2005	0.00%	8.02%
2004	0.00%	7.58%
2003	0.00%	7.52%
2002	0.00%	11.40%
2001	0.00%	9.48%
2000	0.00%	10.25%
1999	0.00%	2.53%