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EQIN vs. HDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQIN vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia U.S. Equity Income ETF (EQIN) and iShares Core High Dividend ETF (HDV). The values are adjusted to include any dividend payments, if applicable.

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EQIN vs. HDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQIN
Columbia U.S. Equity Income ETF
3.68%9.37%13.82%11.58%0.66%31.18%0.67%30.67%-12.22%20.05%
HDV
iShares Core High Dividend ETF
10.85%11.90%14.16%1.72%7.05%19.45%-6.48%20.22%-3.01%13.40%

Returns By Period

In the year-to-date period, EQIN achieves a 3.68% return, which is significantly lower than HDV's 10.85% return.


EQIN

1D
-0.31%
1M
-3.23%
YTD
3.68%
6M
6.50%
1Y
9.11%
3Y*
12.42%
5Y*
10.28%
10Y*

HDV

1D
-1.29%
1M
-3.84%
YTD
10.85%
6M
10.91%
1Y
14.78%
3Y*
13.48%
5Y*
10.90%
10Y*
9.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQIN vs. HDV - Expense Ratio Comparison

EQIN has a 0.35% expense ratio, which is higher than HDV's 0.08% expense ratio.


Return for Risk

EQIN vs. HDV — Risk / Return Rank

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

EQIN
EQIN Risk / Return Rank: 3030
Overall Rank
EQIN Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EQIN Sortino Ratio Rank: 3030
Sortino Ratio Rank
EQIN Omega Ratio Rank: 3030
Omega Ratio Rank
EQIN Calmar Ratio Rank: 2828
Calmar Ratio Rank
EQIN Martin Ratio Rank: 3131
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 5858
Overall Rank
HDV Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 6060
Sortino Ratio Rank
HDV Omega Ratio Rank: 6161
Omega Ratio Rank
HDV Calmar Ratio Rank: 5353
Calmar Ratio Rank
HDV Martin Ratio Rank: 5252
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.

EQIN vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Equity Income ETF (EQIN) 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.


EQINHDVDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.16

-0.52

Sortino ratio

Return per unit of downside risk

0.99

1.60

-0.60

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratio

Return relative to maximum drawdown

0.88

1.41

-0.54

Martin ratio

Return relative to average drawdown

3.27

5.27

-2.00

EQIN vs. HDV - Sharpe Ratio Comparison

The current EQIN Sharpe Ratio is 0.64, which is lower than the HDV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of EQIN and HDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EQINHDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.16

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.86

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.72

-0.08

Correlation

The correlation between EQIN and HDV is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EQIN vs. HDV - Dividend Comparison

EQIN's dividend yield for the trailing twelve months is around 1.98%, less than HDV's 2.95% yield.


TTM20252024202320222021202020192018201720162015
EQIN
Columbia U.S. Equity Income ETF
1.98%2.05%4.34%2.41%2.71%2.57%2.54%2.70%7.81%11.52%2.44%0.00%
HDV
iShares Core High Dividend ETF
2.95%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%

Drawdowns

EQIN vs. HDV - Drawdown Comparison

The maximum EQIN drawdown since its inception was -42.16%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for EQIN and HDV.


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Drawdown Indicators


EQINHDVDifference

Max Drawdown

Largest peak-to-trough decline

-42.16%

-37.04%

-5.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-9.78%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-18.51%

-15.42%

-3.09%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

Current Drawdown

Current decline from peak

-4.23%

-3.84%

-0.39%

Average Drawdown

Average peak-to-trough decline

-4.95%

-3.09%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.69%

+0.16%

Volatility

EQIN vs. HDV - Volatility Comparison

Columbia U.S. Equity Income ETF (EQIN) and iShares Core High Dividend ETF (HDV) have volatilities of 3.02% and 2.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQINHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

2.95%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

7.18%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

14.32%

12.80%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

12.80%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

15.70%

+3.06%