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HDV vs. DEW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDV vs. DEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core High Dividend ETF (HDV) and WisdomTree Global High Dividend Fund (DEW). The values are adjusted to include any dividend payments, if applicable.

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HDV vs. DEW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDV
iShares Core High Dividend ETF
12.30%11.90%14.16%1.72%7.05%19.45%-6.48%20.22%-3.01%13.40%
DEW
WisdomTree Global High Dividend Fund
8.14%22.39%11.58%9.39%-2.73%21.29%-7.32%20.45%-10.58%15.38%

Returns By Period

In the year-to-date period, HDV achieves a 12.30% return, which is significantly higher than DEW's 8.14% return. Both investments have delivered pretty close results over the past 10 years, with HDV having a 9.52% annualized return and DEW not far behind at 9.23%.


HDV

1D
0.24%
1M
-2.54%
YTD
12.30%
6M
12.67%
1Y
15.69%
3Y*
13.97%
5Y*
11.18%
10Y*
9.52%

DEW

1D
1.36%
1M
-3.63%
YTD
8.14%
6M
11.73%
1Y
22.63%
3Y*
17.01%
5Y*
11.51%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDV vs. DEW - Expense Ratio Comparison

HDV has a 0.08% expense ratio, which is lower than DEW's 0.58% expense ratio.


Return for Risk

HDV vs. DEW — Risk / Return Rank

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

HDV
HDV Risk / Return Rank: 7070
Overall Rank
HDV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 7171
Sortino Ratio Rank
HDV Omega Ratio Rank: 7171
Omega Ratio Rank
HDV Calmar Ratio Rank: 6969
Calmar Ratio Rank
HDV Martin Ratio Rank: 6565
Martin Ratio Rank

DEW
DEW Risk / Return Rank: 8585
Overall Rank
DEW Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8686
Sortino Ratio Rank
DEW Omega Ratio Rank: 8787
Omega Ratio Rank
DEW Calmar Ratio Rank: 7777
Calmar Ratio Rank
DEW Martin Ratio Rank: 8888
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.

HDV vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core High Dividend ETF (HDV) and WisdomTree Global High Dividend Fund (DEW). 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.


HDVDEWDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.69

-0.46

Sortino ratio

Return per unit of downside risk

1.70

2.30

-0.60

Omega ratio

Gain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratio

Return relative to maximum drawdown

1.65

1.98

-0.33

Martin ratio

Return relative to average drawdown

6.01

10.56

-4.55

HDV vs. DEW - Sharpe Ratio Comparison

The current HDV Sharpe Ratio is 1.24, which is comparable to the DEW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of HDV and DEW, 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


HDVDEWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.69

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.89

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.60

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.28

+0.45

Correlation

The correlation between HDV and DEW is 0.82, 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

HDV vs. DEW - Dividend Comparison

HDV's dividend yield for the trailing twelve months is around 2.92%, less than DEW's 3.33% yield.


TTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
2.92%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
DEW
WisdomTree Global High Dividend Fund
3.33%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%

Drawdowns

HDV vs. DEW - Drawdown Comparison

The maximum HDV drawdown since its inception was -37.04%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for HDV and DEW.


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Drawdown Indicators


HDVDEWDifference

Max Drawdown

Largest peak-to-trough decline

-37.04%

-65.55%

+28.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-11.80%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

-18.86%

+3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

-38.77%

+1.73%

Current Drawdown

Current decline from peak

-2.58%

-3.63%

+1.05%

Average Drawdown

Average peak-to-trough decline

-3.09%

-12.54%

+9.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.21%

+0.67%

Volatility

HDV vs. DEW - Volatility Comparison

The current volatility for iShares Core High Dividend ETF (HDV) is 2.94%, while WisdomTree Global High Dividend Fund (DEW) has a volatility of 4.07%. This indicates that HDV experiences smaller price fluctuations and is considered to be less risky than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDVDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

4.07%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

7.21%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.79%

13.42%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

13.02%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

15.55%

+0.15%