HDIV.L vs. CMR.TO
Compare and contrast key facts about Henderson Diversified Income Ltd (HDIV.L) and iShares Premium Money Market ETF (CMR.TO).
CMR.TO is an actively managed fund by iShares. It was launched on Feb 19, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HDIV.L or CMR.TO.
Key characteristics
| HDIV.L | CMR.TO | |
|---|---|---|
| YTD Return | -75.02% | 3.51% |
| 1Y Return | -72.32% | 4.98% |
| 3Y Return (Ann) | -39.43% | 3.31% |
| 5Y Return (Ann) | -24.96% | 2.17% |
| 10Y Return (Ann) | -10.82% | 1.50% |
| Sharpe Ratio | -0.93 | 18.28 |
| Daily Std Dev | 77.47% | 0.27% |
| Max Drawdown | -80.18% | -0.52% |
| Current Drawdown | -77.65% | 0.00% |
Correlation
The correlation between HDIV.L and CMR.TO is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
HDIV.L vs. CMR.TO - Performance Comparison
In the year-to-date period, HDIV.L achieves a -75.02% return, which is significantly lower than CMR.TO's 3.51% return. Over the past 10 years, HDIV.L has underperformed CMR.TO with an annualized return of -10.82%, while CMR.TO has yielded a comparatively higher 1.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HDIV.L vs. CMR.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Henderson Diversified Income Ltd (HDIV.L) and iShares Premium Money Market ETF (CMR.TO). 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.
Dividends
HDIV.L vs. CMR.TO - Dividend Comparison
HDIV.L's dividend yield for the trailing twelve months is around 9.51%, more than CMR.TO's 4.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDIV.L Henderson Diversified Income Ltd | 9.51% | 6.29% | 6.27% | 5.29% | 4.78% | 4.68% | 5.49% | 5.04% | 5.68% | 5.70% | 5.59% | 5.67% |
CMR.TO iShares Premium Money Market ETF | 4.88% | 4.64% | 1.62% | 0.00% | 0.47% | 1.60% | 1.33% | 0.61% | 0.43% | 0.48% | 0.77% | 0.81% |
Drawdowns
HDIV.L vs. CMR.TO - Drawdown Comparison
The maximum HDIV.L drawdown since its inception was -80.18%, which is greater than CMR.TO's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for HDIV.L and CMR.TO. For additional features, visit the drawdowns tool.
Volatility
HDIV.L vs. CMR.TO - Volatility Comparison
Henderson Diversified Income Ltd (HDIV.L) has a higher volatility of 4.26% compared to iShares Premium Money Market ETF (CMR.TO) at 1.36%. This indicates that HDIV.L's price experiences larger fluctuations and is considered to be riskier than CMR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.