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

Key characteristics


HDVDVY
YTD Return8.90%5.96%
1Y Return13.85%10.72%
3Y Return (Ann)8.64%6.22%
5Y Return (Ann)7.39%8.61%
10Y Return (Ann)8.32%9.06%
Sharpe Ratio1.390.89
Daily Std Dev10.83%13.79%
Max Drawdown-37.04%-62.59%
Current Drawdown0.00%0.00%

Correlation

0.89
-1.001.00

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 8.90% return, which is significantly higher than DVY's 5.96% return. Over the past 10 years, HDV has underperformed DVY with an annualized return of 8.32%, while DVY has yielded a comparatively higher 9.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


180.00%200.00%220.00%240.00%260.00%280.00%OctoberNovemberDecember2024FebruaryMarch
244.01%
271.72%
HDV
DVY

Compare stocks, funds, or ETFs


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
0.50%1.00%1.50%2.00%0.39%
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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
HDV
iShares Core High Dividend ETF
1.39
DVY
iShares Select Dividend ETF
0.89

HDV vs. DVY - Sharpe Ratio Comparison

The current HDV Sharpe Ratio is 1.39, which is higher than the DVY Sharpe Ratio of 0.89. The chart below compares the 12-month rolling Sharpe Ratio of HDV and DVY.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.39
0.89
HDV
DVY

Dividends

HDV vs. DVY - Dividend Comparison

HDV's dividend yield for the trailing twelve months is around 3.35%, less than DVY's 3.63% yield.


TTM20232022202120202019201820172016201520142013
HDV
iShares Core High Dividend ETF
3.35%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
3.63%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%. The drawdown chart below compares losses from any high point along the way for HDV and DVY


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
HDV
DVY

Volatility

HDV vs. DVY - Volatility Comparison

The current volatility for iShares Core High Dividend ETF (HDV) is 2.07%, while iShares Select Dividend ETF (DVY) has a volatility of 3.24%. 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%6.00%OctoberNovemberDecember2024FebruaryMarch
2.07%
3.24%
HDV
DVY