TAGG vs HDEF

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

5-Year PerformanceHDEF has outperformed TAGG, delivering a return of +12.2% compared to +0.2%

TAGG vs HDEF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TAGG(ETF)	HDEF(ETF)
Net Assets	$2.30B	$2.30B
Expense Ratio	0.08%	0.09%
Max Drawdown	21.31%	38.17%
Sharpe Ratio	-0.34	1.17
5Y Beta	0.03	0.39
5Y Dividends CAGR	N/A	12.60%

Net Assets

TAGG

$2.30B

HDEF

$2.30B

Expense Ratio

Winner

TAGG

0.08%

HDEF

0.09%

Max Drawdown

Winner

TAGG

21.31%

HDEF

38.17%

Sharpe Ratio

TAGG

-0.34

Winner

HDEF

1.17

5Y Beta

Winner

TAGG

0.03

HDEF

0.39

5Y Dividends CAGR

TAGG

N/A

HDEF

12.60%

TAGG vs HDEF - Historical Returns

Returns include dividend reinvestment.

Period	TAGG	HDEF
1 month	-0.04%	+3.65%
3 months	+0.25%	+5.36%
6 months	-1.50%	+4.60%
1 year	+2.72%	+18.49%
5 years(CAGR)	+0.16%	+12.21%
10 years(CAGR)	N/A	+9.03%
Max(CAGR)	+0.16%	+8.18%

TAGG

-0.04%

Winner

HDEF

+3.65%

TAGG

+0.25%

Winner

HDEF

+5.36%

TAGG

-1.50%

Winner

HDEF

+4.60%

TAGG

+2.72%

Winner

HDEF

+18.49%

5Y(CAGR)

TAGG

+0.16%

Winner

HDEF

+12.21%

10Y(CAGR)

TAGG

N/A

HDEF

+9.03%

Max(CAGR)

TAGG

+0.16%

Winner

HDEF

+8.18%

TAGG vs HDEF - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	TAGG	HDEF
2026	-0.18%	+13.08%
2025	+7.35%	+33.36%
2024	+2.10%	+3.36%
2023	+5.30%	+17.51%
2022	-12.04%	-3.03%
2021	+0.01%	+6.01%
2020	N/A	-2.76%
2019	N/A	+25.44%
2018	N/A	-13.77%
2017	N/A	+9.90%
2016	N/A	+13.43%
2015	N/A	-4.66%

TAGG vs HDEF Drawdown Comparison

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

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

The current TAGG drawdown is -2.36%.

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

Correlation

Correlation between TAGG and HDEF is 0.73 which considered as a strong positive correlation - the stocks tend to move together.

0.73

-101

Dividend Comparison (2015 - 2026)

TAGG vs HDEF dividend yield comparison.

Year	TAGG	HDEF
2026	2.60%	2.51%
2025	4.36%	3.88%
2024	4.36%	4.53%
2023	3.48%	4.38%
2022	3.67%	5.41%
2021	0.33%	4.76%
2020	0.00%	3.93%
2019	0.00%	4.20%
2018	0.00%	3.55%
2017	0.00%	3.38%
2016	0.00%	9.52%
2015	0.00%	1.87%