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HDV vs. DVY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HDVDVY
YTD Return11.99%9.92%
1Y Return13.16%12.65%
3Y Return (Ann)9.54%7.29%
5Y Return (Ann)7.50%8.74%
10Y Return (Ann)7.90%9.01%
Sharpe Ratio1.431.01
Daily Std Dev10.33%13.25%
Max Drawdown-37.04%-62.59%
Current Drawdown-0.92%-1.28%

Correlation

-0.50.00.51.00.9

The correlation between HDV and DVY is 0.89, 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.

Performance

HDV vs. DVY - Performance Comparison

In the year-to-date period, HDV achieves a 11.99% return, which is significantly higher than DVY's 9.92% return. Over the past 10 years, HDV has underperformed DVY with an annualized return of 7.90%, while DVY has yielded a comparatively higher 9.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


220.00%240.00%260.00%280.00%300.00%FebruaryMarchAprilMayJuneJuly
253.79%
285.62%
HDV
DVY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Core High Dividend ETF

iShares Select Dividend ETF

HDV vs. DVY - Expense Ratio Comparison

HDV has a 0.08% expense ratio, which is lower than DVY's 0.39% expense ratio.


DVY
iShares Select Dividend ETF
Expense ratio chart for DVY: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for HDV: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

HDV vs. DVY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core High Dividend ETF (HDV) and iShares Select Dividend ETF (DVY). 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.


HDV
Sharpe ratio
The chart of Sharpe ratio for HDV, currently valued at 1.43, compared to the broader market0.002.004.006.001.43
Sortino ratio
The chart of Sortino ratio for HDV, currently valued at 2.16, compared to the broader market0.005.0010.0015.002.16
Omega ratio
The chart of Omega ratio for HDV, currently valued at 1.25, compared to the broader market1.002.003.001.25
Calmar ratio
The chart of Calmar ratio for HDV, currently valued at 1.51, compared to the broader market0.005.0010.0015.0020.001.51
Martin ratio
The chart of Martin ratio for HDV, currently valued at 5.06, compared to the broader market0.0050.00100.00150.005.06
DVY
Sharpe ratio
The chart of Sharpe ratio for DVY, currently valued at 1.01, compared to the broader market0.002.004.006.001.01
Sortino ratio
The chart of Sortino ratio for DVY, currently valued at 1.51, compared to the broader market0.005.0010.0015.001.51
Omega ratio
The chart of Omega ratio for DVY, currently valued at 1.18, compared to the broader market1.002.003.001.18
Calmar ratio
The chart of Calmar ratio for DVY, currently valued at 0.76, compared to the broader market0.005.0010.0015.0020.000.76
Martin ratio
The chart of Martin ratio for DVY, currently valued at 3.03, compared to the broader market0.0050.00100.00150.003.03

HDV vs. DVY - Sharpe Ratio Comparison

The current HDV Sharpe Ratio is 1.43, which is higher than the DVY Sharpe Ratio of 1.01. The chart below compares the 12-month rolling Sharpe Ratio of HDV and DVY.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50FebruaryMarchAprilMayJuneJuly
1.43
1.01
HDV
DVY

Dividends

HDV vs. DVY - Dividend Comparison

HDV's dividend yield for the trailing twelve months is around 3.40%, less than DVY's 3.61% yield.


TTM20232022202120202019201820172016201520142013
HDV
iShares Core High Dividend ETF
3.40%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%3.20%3.17%
DVY
iShares Select Dividend ETF
3.61%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%3.06%

Drawdowns

HDV vs. DVY - Drawdown Comparison

The maximum HDV drawdown since its inception was -37.04%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for HDV and DVY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.92%
-1.28%
HDV
DVY

Volatility

HDV vs. DVY - Volatility Comparison

The current volatility for iShares Core High Dividend ETF (HDV) is 3.09%, while iShares Select Dividend ETF (DVY) has a volatility of 3.71%. This indicates that HDV experiences smaller price fluctuations and is considered to be less risky than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
3.09%
3.71%
HDV
DVY