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HDIQ.L vs. GBDV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDIQ.L vs. GBDV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L) and SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HDIQ.L is traded in GBp, while GBDV.L is traded in GBP. To make them comparable, the GBDV.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, HDIQ.L achieves a 13.03% return, which is significantly higher than GBDV.L's 10.40% return. Over the past 10 years, HDIQ.L has outperformed GBDV.L with an annualized return of 10.45%, while GBDV.L has yielded a comparatively lower 6.34% annualized return.


HDIQ.L

1D
-0.54%
1M
-1.79%
6M
11.38%
YTD
13.03%
1Y
22.75%
3Y*
16.55%
5Y*
12.28%
10Y*
10.45%

GBDV.L

1D
-0.03%
1M
1.54%
6M
7.72%
YTD
10.40%
1Y
16.44%
3Y*
13.61%
5Y*
7.68%
10Y*
6.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDIQ.L vs. GBDV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDIQ.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
13.03%8.74%17.34%8.04%4.90%23.47%-3.34%17.58%-0.65%6.76%
GBDV.L
SPDR S&P Global Dividend Aristocrats UCITS
10.40%9.25%8.98%1.23%4.57%16.69%-12.13%15.83%-3.84%8.16%

Correlation

The correlation between HDIQ.L and GBDV.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2014

0.76

Over the past year, the correlation between HDIQ.L and GBDV.L has dropped to 0.52 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

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Return for Risk

HDIQ.L vs. GBDV.L — Risk / Return Rank

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

HDIQ.L
HDIQ.L Risk / Return Rank: 9090
Overall Rank
HDIQ.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HDIQ.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
HDIQ.L Omega Ratio Rank: 8989
Omega Ratio Rank
HDIQ.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
HDIQ.L Martin Ratio Rank: 9090
Martin Ratio Rank

GBDV.L
GBDV.L Risk / Return Rank: 6868
Overall Rank
GBDV.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GBDV.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
GBDV.L Omega Ratio Rank: 7171
Omega Ratio Rank
GBDV.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
GBDV.L Martin Ratio Rank: 5959
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.

HDIQ.L vs. GBDV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L) and SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L). 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.

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.


HDIQ.LGBDV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.45

1.34

+0.11

Calmar ratioReturn relative to maximum drawdown

4.79

2.70

+2.09

Martin ratioReturn relative to average drawdown

16.29

8.37

+7.92

HDIQ.L vs. GBDV.L - Sharpe Ratio Comparison

The current HDIQ.L Sharpe Ratio is 2.39, which is comparable to the GBDV.L Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of HDIQ.L and GBDV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HDIQ.L vs. GBDV.L - Drawdown Comparison

The maximum HDIQ.L drawdown since its inception was -41.26%, roughly equal to the maximum GBDV.L drawdown of -40.46%. Use the drawdown chart below to compare losses from any high point for HDIQ.L and GBDV.L.


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Drawdown Indicators


HDIQ.LGBDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.26%

-40.46%

-0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-6.06%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-18.80%

-13.57%

-5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-18.80%

-16.18%

-2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-34.77%

+10.31%

Current Drawdown

Current decline from peak

-2.55%

-0.03%

-2.52%

Average Drawdown

Average peak-to-trough decline

-8.60%

-11.55%

+2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.96%

-0.47%

Volatility

HDIQ.L vs. GBDV.L - Volatility Comparison

iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L) has a higher volatility of 2.84% compared to SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L) at 2.36%. This indicates that HDIQ.L's price experiences larger fluctuations and is considered to be riskier than GBDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDIQ.LGBDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

2.36%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

6.60%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

10.23%

8.67%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.05%

11.73%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.25%

14.05%

+0.20%

HDIQ.L vs. GBDV.L - Expense Ratio Comparison

HDIQ.L has a 0.35% expense ratio, which is lower than GBDV.L's 0.45% expense ratio.


Dividends

HDIQ.L vs. GBDV.L - Dividend Comparison

HDIQ.L's dividend yield for the trailing twelve months is around 1.53%, less than GBDV.L's 3.78% yield.


PositionTTM20252024202320222021202020192018201720162015
GBDV.L
SPDR S&P Global Dividend Aristocrats UCITS
3.78%4.21%3.80%4.25%4.26%3.68%3.91%3.60%3.87%3.28%3.49%3.73%
HDIQ.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
1.53%1.69%1.90%2.05%2.28%2.04%2.71%2.43%0.00%1.13%2.13%2.40%

Frequently Asked Questions


HDIQ.L and GBDV.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HDIQ.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HDIQ.L is cheaper with a 0.35% expense ratio, compared with 0.45% for GBDV.L.

HDIQ.L is categorized as Dividend, while GBDV.L is Global Equities. HDIQ.L tracks iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist), while GBDV.L tracks S&P Global Dividend Aristocrats index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.35% for HDIQ.L and 0.45% for GBDV.L.

Portfolio Optimizer

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