PortfoliosLab logoPortfoliosLab logo
APPX vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APPX vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long APP Daily ETF (APPX) and iShares Core High Dividend ETF (HDV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, APPX achieves a -53.50% return, which is significantly lower than HDV's 13.48% return.


APPX

1D
-3.79%
1M
30.52%
YTD
-53.50%
6M
-55.75%
1Y
-6.08%
3Y*
5Y*
10Y*

HDV

1D
0.70%
1M
0.51%
YTD
13.48%
6M
13.49%
1Y
22.15%
3Y*
15.28%
5Y*
10.47%
10Y*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APPX vs. HDV - Yearly Performance Comparison


2026 (YTD)2025
APPX
Tradr 2X Long APP Daily ETF
-53.50%329.60%
HDV
iShares Core High Dividend ETF
13.48%9.61%

Correlation

The correlation between APPX and HDV is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2025

-0.13

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

APPX vs. HDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

APPX
APPX Risk / Return Rank: 1313
Overall Rank
APPX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
APPX Sortino Ratio Rank: 1919
Sortino Ratio Rank
APPX Omega Ratio Rank: 2121
Omega Ratio Rank
APPX Calmar Ratio Rank: 88
Calmar Ratio Rank
APPX Martin Ratio Rank: 99
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 7373
Overall Rank
HDV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 7676
Sortino Ratio Rank
HDV Omega Ratio Rank: 6767
Omega Ratio Rank
HDV Calmar Ratio Rank: 8282
Calmar Ratio Rank
HDV Martin Ratio Rank: 6666
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.

APPX vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long APP Daily ETF (APPX) and iShares Core High Dividend ETF (HDV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


APPXHDVDifference
Sharpe ratioReturn per unit of total volatility

-2.33

Sortino ratioReturn per unit of downside risk

-2.42

Omega ratioGain probability vs. loss probability

1.13

1.39

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.07

4.30

-4.37

Martin ratioReturn relative to average drawdown

-0.12

11.97

-12.09

APPX vs. HDV - Sharpe Ratio Comparison

The current APPX Sharpe Ratio is -0.04, which is lower than the HDV Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of APPX and HDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


APPXHDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

2.29

-2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.73

-0.10

Drawdowns

APPX vs. HDV - Drawdown Comparison

The maximum APPX drawdown since its inception was -82.40%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for APPX and HDV.


Loading charts...

Drawdown Indicators


APPXHDVDifference

Max Drawdown

Largest peak-to-trough decline

-82.40%

-37.04%

-45.36%

Max Drawdown (1Y)

Largest decline over 1 year

-82.40%

-5.18%

-77.22%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

Current Drawdown

Current decline from peak

-63.84%

-1.86%

-61.98%

Average Drawdown

Average peak-to-trough decline

-37.32%

-3.09%

-34.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.83%

1.86%

+46.97%

Volatility

APPX vs. HDV - Volatility Comparison

Tradr 2X Long APP Daily ETF (APPX) has a higher volatility of 41.73% compared to iShares Core High Dividend ETF (HDV) at 3.23%. This indicates that APPX's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


APPXHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.73%

3.23%

+38.50%

Volatility (6M)

Calculated over the trailing 6-month period

121.72%

7.54%

+114.18%

Volatility (1Y)

Calculated over the trailing 1-year period

141.05%

9.75%

+131.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

140.44%

12.82%

+127.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

140.44%

15.73%

+124.71%

APPX vs. HDV - Expense Ratio Comparison

APPX has a 1.30% expense ratio, which is higher than HDV's 0.08% expense ratio.


Dividends

APPX vs. HDV - Dividend Comparison

APPX's dividend yield for the trailing twelve months is around 20.17%, more than HDV's 2.89% yield.


PositionTTM20252024202320222021202020192018201720162015
APPX
Tradr 2X Long APP Daily ETF
20.17%9.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HDV
iShares Core High Dividend ETF
2.89%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%

Frequently Asked Questions


APPX and HDV have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APPX has higher volatility (41.73%) compared to HDV (3.23%). In terms of maximum drawdown, APPX dropped -82.40% vs HDV's -37.04%.

On 1-year performance, HDV leads with 22.15% vs -6.08% for APPX. On fees, HDV is cheaper at 0.08% per year. On volatility, HDV has been the lower-risk option at 3.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HDV has performed better with a 22.15% return vs -6.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HDV is cheaper with a 0.08% expense ratio, compared with 1.30% for APPX.

APPX has the higher dividend yield at 20.17%, compared with 2.89% for HDV.

APPX is categorized as Leveraged Equities, while HDV is Dividend. They also come from different issuers: Tradr and iShares. Their fees differ too: 1.30% for APPX and 0.08% for HDV.

HDV currently has the higher Sharpe Ratio (2.29 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for APPX and HDV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer