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ISIN
US46429B6636
CUSIP
46429B663
Issuer
iShares
Inception Date
Mar 29, 2011
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Morningstar Dividend Yield Focus Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$15B

Share Price Chart


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Performance

HDV Performance Chart

iShares Core High Dividend ETF (HDV) is up 12.6% since the beginning of the year. HDV is currently trading at $27 per share. Investors who bought $1,000 worth of HDV shares 5 years ago would now be looking at an investment worth $1,677.


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S&P 500 Index

Returns By Period

iShares Core High Dividend ETF (HDV) has returned 12.57% so far this year and 19.54% over the past 12 months. Over the last ten years, HDV has returned 9.31% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares Core High Dividend ETF

1D
0.15%
1M
-2.65%
YTD
12.57%
6M
12.67%
1Y
19.54%
3Y*
14.97%
5Y*
10.90%
10Y*
9.31%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDV Monthly Returns History

Based on dividend-adjusted daily data since Mar 31, 2011, HDV's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +14.3%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HDV closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 12, 2020 at -9.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.70%6.01%-2.54%1.20%-0.98%0.04%12.57%
20252.10%5.32%1.00%-4.97%1.03%1.54%0.95%4.31%0.02%-2.61%4.00%-0.94%11.90%
20241.57%1.82%5.29%-2.11%2.02%-0.39%5.64%3.13%0.37%0.10%3.01%-6.52%14.16%
20231.05%-4.57%2.22%1.08%-4.70%3.75%3.51%-1.18%-3.06%-3.45%4.38%3.32%1.72%
20222.32%-0.19%4.40%-3.02%4.96%-7.21%3.44%-2.88%-8.33%12.84%5.03%-2.60%7.05%
2021-1.13%3.32%6.95%0.73%2.64%-0.79%0.75%0.06%-2.36%4.37%-3.76%7.81%19.45%

Benchmark Metrics

iShares Core High Dividend ETF has an annualized alpha of 2.14%, beta of 0.69, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since March 31, 2011.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (72.18%) than losses (70.94%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.14% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.69 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
2.14%
Beta
0.69
0.67
Upside Capture
72.18%
Downside Capture
70.94%

Expense Ratio

HDV has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

HDV ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


HDV Risk / Return Rank: 6464
Overall Rank
HDV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 6666
Sortino Ratio Rank
HDV Omega Ratio Rank: 5757
Omega Ratio Rank
HDV Calmar Ratio Rank: 7777
Calmar Ratio Rank
HDV Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Core High Dividend ETF (HDV) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HDVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

3.79

2.78

+1.01

Martin ratioReturn relative to average drawdown

10.39

12.44

-2.05

Dividends

Dividend History

iShares Core High Dividend ETF provided a 2.94% dividend yield over the last twelve months, with an annual payout of $0.79 per share.


3.20%3.40%3.60%3.80%4.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.79$0.78$0.82$0.78$0.74$0.70$0.71$0.64$0.62$0.59$0.54$0.58

Dividend yield

2.94%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Core High Dividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.17$0.00$0.00$0.19$0.35
2025$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.19$0.00$0.00$0.25$0.78
2024$0.00$0.00$0.17$0.00$0.00$0.19$0.00$0.00$0.25$0.00$0.00$0.22$0.82
2023$0.00$0.00$0.21$0.00$0.00$0.16$0.00$0.00$0.22$0.00$0.00$0.20$0.78
2022$0.00$0.00$0.15$0.00$0.00$0.11$0.00$0.00$0.25$0.00$0.00$0.23$0.74
2021$0.00$0.00$0.18$0.00$0.00$0.16$0.00$0.00$0.15$0.00$0.00$0.21$0.70

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core High Dividend ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Core High Dividend ETF was 37.04%, occurring on Mar 23, 2020. Recovery took 241 trading sessions.

The current iShares Core High Dividend ETF drawdown is 2.65%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-37.04%Mar 2020
3mo11mo 20d
1y 2moDec 2019 - Mar 2021
Bear market2022
-15.42%Sep 2022
5mo 12d2mo 1d
7mo 13dApr 2022 - Nov 2022
Rate-hike selloffLate 2018
-12.87%Dec 2018
20d2mo
2mo 20dDec 2018 - Feb 2019
2015 correction2015
-12.51%Aug 2015
4mo 3d6mo 10d
10mo 13dApr 2015 - Mar 2016
2011 correction2011
-12.02%Aug 2011
2mo 22d2mo 18d
5mo 10dMay 2011 - Oct 2011

Drawdown Indicators


HDVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.04%

-56.78%

+19.74%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-9.10%

+3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

-18.90%

+8.41%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

-25.43%

+10.01%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

-33.92%

-3.12%

Current Drawdown

Current decline from peak

-2.65%

-1.80%

-0.85%

Average Drawdown

Average peak-to-trough decline

-3.08%

-10.71%

+7.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.03%

-0.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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