HDEF vs TAGG

Comparison between XTRACKERS MSCI EAFE HIGH DIVIDEND YIELD EQUITY ETF (HDEF, ETF) and T. ROWE PRICE QM U.S. BOND ETF (TAGG, ETF).

5-Year PerformanceHDEF has outperformed TAGG, delivering a return of +10.9% compared to +0.2%

HDEF vs TAGG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	HDEF(ETF)	TAGG(ETF)
Net Assets	$2.20B	$2.30B
Expense Ratio	0.09%	0.08%
Max Drawdown	38.17%	21.31%
Sharpe Ratio	1.11	0.11
5Y Beta	0.41	0.02
5Y Dividends CAGR	12.60%	N/A

Net Assets

HDEF

$2.20B

Winner

TAGG

$2.30B

Expense Ratio

HDEF

0.09%

Winner

TAGG

0.08%

Max Drawdown

HDEF

38.17%

Winner

TAGG

21.31%

Sharpe Ratio

Winner

HDEF

1.11

TAGG

0.11

5Y Beta

HDEF

0.41

Winner

TAGG

0.02

5Y Dividends CAGR

HDEF

12.60%

TAGG

N/A

HDEF vs TAGG - Historical Returns

Returns include dividend reinvestment.

Period	HDEF	TAGG
1 month	+2.39%	-0.37%
3 months	+0.54%	-0.66%
6 months	+7.61%	-0.32%
1 year	+17.52%	+4.15%
5 years(CAGR)	+10.92%	+0.23%
10 years(CAGR)	+8.69%	N/A
Max(CAGR)	+7.78%	+0.23%

Winner

HDEF

+2.39%

TAGG

-0.37%

Winner

HDEF

+0.54%

TAGG

-0.66%

Winner

HDEF

+7.61%

TAGG

-0.32%

Winner

HDEF

+17.52%

TAGG

+4.15%

5Y(CAGR)

Winner

HDEF

+10.92%

TAGG

+0.23%

10Y(CAGR)

HDEF

+8.69%

TAGG

N/A

Max(CAGR)

Winner

HDEF

+7.78%

TAGG

+0.23%

HDEF vs TAGG - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	HDEF	TAGG
2026	+7.81%	+0.14%
2025	+33.36%	+7.35%
2024	+3.36%	+2.10%
2023	+17.51%	+5.30%
2022	-3.03%	-12.04%
2021	+6.01%	+0.01%
2020	-2.76%	N/A
2019	+25.44%	N/A
2018	-13.77%	N/A
2017	+9.90%	N/A
2016	+13.43%	N/A
2015	-4.66%	N/A

HDEF vs TAGG Drawdown Comparison

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

The maximum drawdown for TAGG was -17.27%, occurring on Oct 20, 2022. Recovery took 987 trading sessions.

The current HDEF drawdown is -1.59%. The current TAGG drawdown is -2.04%.

Rank	HDEF	TAGG
#1	-36.42% Jan 2, 2020 - Jan 6, 2021	-17.27% Nov 9, 2021 - Oct 16, 2025
#2	-23.69% Feb 9, 2022 - Apr 6, 2023	-3.19% Feb 27, 2026 - May 19, 2026
#3	-17.55% Jan 22, 2018 - Oct 24, 2019	-1.08% Oct 27, 2025 - Nov 26, 2025
#4	-14.95% Aug 18, 2015 - Aug 10, 2016	-1.01% Oct 1, 2021 - Nov 5, 2021
#5	-11.15% Sep 26, 2024 - Mar 5, 2025	-0.88% Nov 26, 2025 - Jan 14, 2026
#6	-10.60% Mar 18, 2025 - Apr 22, 2025	-0.62% Jan 14, 2026 - Feb 5, 2026
#7	-9.31% Jun 15, 2021 - Jan 12, 2022	-0.21% Nov 5, 2021 - Nov 9, 2021
#8	-8.79% Jul 26, 2023 - Dec 13, 2023	-0.19% Oct 22, 2025 - Oct 27, 2025
#9	-8.02% Feb 27, 2026 - Mar 20, 2026	-0.17% Feb 10, 2026 - Feb 12, 2026
#10	-6.39% May 8, 2023 - Jun 15, 2023	-0.15% Feb 17, 2026 - Feb 23, 2026
#11	-5.63% Dec 9, 2016 - Jan 10, 2017	-0.14% Feb 6, 2026 - Feb 10, 2026
#12	-5.46% Dec 27, 2023 - Mar 20, 2024	-0.07% Feb 23, 2026 - Feb 26, 2026
#13	-4.72% Jan 8, 2021 - Mar 16, 2021	-0.07% Oct 16, 2025 - Oct 20, 2025
#14	-4.35% Nov 2, 2017 - Jan 9, 2018	N/A
#15	-4.24% May 17, 2024 - Jul 12, 2024	N/A

Correlation

Correlation between HDEF and TAGG is 0.72 which considered as a strong positive correlation - the stocks tend to move together.

0.72

-101

Dividend Comparison (2015 - 2026)

HDEF vs TAGG dividend yield comparison.

Year	HDEF	TAGG
2026	2.63%	2.19%
2025	3.88%	4.36%
2024	4.53%	4.36%
2023	4.38%	3.48%
2022	5.41%	3.67%
2021	4.76%	0.33%
2020	3.93%	0.00%
2019	4.20%	0.00%
2018	3.55%	0.00%
2017	3.38%	0.00%
2016	9.52%	0.00%
2015	1.87%	0.00%