PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

iShares Core High Dividend ETF (HDV) Sharpe Ratio: 2.06

ETF · Currency in USD · Last updated Jun 3, 2026

The iShares Core High Dividend ETF (HDV) is a passive exchange-traded fund (ETF) managed by iShares. It tracks the investment results of the Morningstar Dividend Yield Focus Index, which is designed to measure the performance of high-dividend-yielding stocks in the U.S. stock market.

HDV was launched on March 29, 2011, with an expense ratio of 0.08%, which is considered low compared with other funds. As a passive fund, HDV aims to replicate the performance of the index it tracks rather than actively selecting and trading individual securities.

HDV's Sharpe Ratio of 2.06 indicates that for each unit of volatility, it generates 2.06 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

HDV Sharpe Ratio Rank

HDV Sharpe Ratio Rank: 60.561
Above Average

HDV ranks above 60.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

HDV Sharpe Ratio Market Positioning

The chart shows HDV's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.90 or lower
  • Yellow zone (middle 50%): 0.90 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.84+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Core High Dividend ETF's Sharpe Ratio with other ETFs in the Large Cap Value Equities, Dividend category across multiple time periods, showing how HDV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VLUEiShares Edge MSCI USA Value Factor ETF5.50
AMDYYieldMax AMD Option Income Strategy ETF4.42
SEIVSEI Enhanced US Large Cap Value Factor ETF3.80
LSVDLSV Disciplined Value ETF3.54
INCEFranklin Income Equity Focus ETF3.50
FNDXSchwab Fundamental U.S. Large Company Index ETF3.28
AVLVAvantis U.S. Large Cap Value ETF3.25
TDIVFirst Trust NASDAQ Technology Dividend Index Fund3.22
PRFInvesco RAFI US 1000 ETF3.21
LVHILegg Mason International Low Volatility High Dividend ETF3.18
HDViShares Core High Dividend ETF2.06

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows HDV's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HDV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does HDV fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio