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

Performance

HDIQ.L vs. IUKD.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 iShares UK Dividend UCITS ETF (IUKD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with HDIQ.L having a 14.04% return and IUKD.L slightly lower at 13.38%. Over the past 10 years, HDIQ.L has outperformed IUKD.L with an annualized return of 10.44%, while IUKD.L has yielded a comparatively lower 7.33% annualized return.


HDIQ.L

1D
-0.16%
1M
-0.73%
6M
11.08%
YTD
14.04%
1Y
23.93%
3Y*
16.54%
5Y*
12.48%
10Y*
10.44%

IUKD.L

1D
0.85%
1M
3.90%
6M
10.53%
YTD
13.38%
1Y
28.95%
3Y*
22.41%
5Y*
13.27%
10Y*
7.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
HDIQ.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
14.04%8.74%17.34%8.04%4.90%23.47%-3.34%17.58%-0.65%6.76%
IUKD.L
iShares UK Dividend UCITS ETF
13.38%32.12%12.27%5.81%-1.44%23.43%-17.92%18.86%-14.11%6.92%

Correlation

The correlation between HDIQ.L and IUKD.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.39

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

0.41

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

0.45

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

0.47

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Return for Risk

HDIQ.L vs. IUKD.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: 9191
Overall Rank
HDIQ.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HDIQ.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
HDIQ.L Omega Ratio Rank: 9090
Omega Ratio Rank
HDIQ.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
HDIQ.L Martin Ratio Rank: 9191
Martin Ratio Rank

IUKD.L
IUKD.L Risk / Return Rank: 8484
Overall Rank
IUKD.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 9191
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 7272
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. IUKD.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 iShares UK Dividend UCITS ETF (IUKD.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.LIUKD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.44

1.47

-0.03

Calmar ratioReturn relative to maximum drawdown

4.71

2.91

+1.80

Martin ratioReturn relative to average drawdown

16.04

10.26

+5.78

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

The current HDIQ.L Sharpe Ratio is 2.37, which is comparable to the IUKD.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of HDIQ.L and IUKD.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. IUKD.L - Drawdown Comparison

The maximum HDIQ.L drawdown since its inception was -41.26%, smaller than the maximum IUKD.L drawdown of -61.97%. Use the drawdown chart below to compare losses from any high point for HDIQ.L and IUKD.L.


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Drawdown Indicators


HDIQ.LIUKD.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.26%

-61.97%

+20.71%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-9.92%

+4.86%

Max Drawdown (3Y)

Largest decline over 3 years

-18.80%

-10.52%

-8.28%

Max Drawdown (5Y)

Largest decline over 5 years

-18.80%

-19.93%

+1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-44.34%

+19.88%

Current Drawdown

Current decline from peak

-1.68%

0.00%

-1.68%

Average Drawdown

Average peak-to-trough decline

-8.59%

-15.49%

+6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

2.82%

-1.33%

Volatility

HDIQ.L vs. IUKD.L - Volatility Comparison

iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L) and iShares UK Dividend UCITS ETF (IUKD.L) have volatilities of 2.86% and 2.80%, 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


HDIQ.LIUKD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

2.80%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

9.59%

-2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

10.13%

11.42%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.04%

13.79%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.25%

16.79%

-2.54%

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

HDIQ.L has a 0.35% expense ratio, which is lower than IUKD.L's 0.40% expense ratio.


Dividends

HDIQ.L vs. IUKD.L - Dividend Comparison

HDIQ.L's dividend yield for the trailing twelve months is around 1.51%, less than IUKD.L's 4.62% yield.


PositionTTM20252024202320222021202020192018201720162015
HDIQ.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
1.51%1.69%1.90%2.05%2.28%2.04%2.71%2.43%0.00%1.13%2.13%2.40%
IUKD.L
iShares UK Dividend UCITS ETF
4.62%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%

Frequently Asked Questions


HDIQ.L and IUKD.L have a correlation of 0.41, 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 0.40% for IUKD.L.

HDIQ.L is categorized as U.S. Equity Income, while IUKD.L is Dividend. HDIQ.L tracks MSCI USA High Dividend Yield Advanced Select Index, while IUKD.L tracks FTSE UK Dividend+ Index. Their fees differ too: 0.35% for HDIQ.L and 0.40% for IUKD.L.

Portfolio Optimizer

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