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HDV vs. GPIQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDV vs. GPIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core High Dividend ETF (HDV) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HDV achieves a 20.12% return, which is significantly higher than GPIQ's 10.98% return.


HDV

1D
1.23%
1M
4.76%
6M
13.60%
YTD
20.12%
1Y
24.04%
3Y*
15.34%
5Y*
12.15%
10Y*
9.50%
ALL TIME*
10.85%

GPIQ

1D
-1.08%
1M
-3.82%
6M
9.18%
YTD
10.98%
1Y
21.40%
3Y*
5Y*
10Y*
ALL TIME*
26.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$68.84M$77.85M$80.88M
$163.75M$142.23M$95.79M

HDV vs. GPIQ - Yearly Performance Comparison


2026 (YTD)202520242023
HDV
iShares Core High Dividend ETF
20.12%11.90%14.16%6.75%
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
10.98%19.77%23.22%15.17%

Correlation

The correlation between HDV and GPIQ is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.17

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2023

0.05

The correlation between HDV and GPIQ shifts across timeframes, from -0.17 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

HDV vs. GPIQ - Sectors Allocation Comparison


Sectors
HDV
GPIQ

Consumer Defensive

24.3%
6.2%

Healthcare

23.9%
3.7%

Energy

19.8%
0.5%

Consumer Cyclical

9.3%
10.6%

Utilities

8.2%
1.3%

Communication Services

5.2%
12.2%

Financial Services

4.7%
0.2%

Industrials

2.8%
4.0%

Technology

0.9%
60.6%

Basic Materials

0.8%
1.1%

Real Estate

-

0.1%

Consumer Defensive

HDV
24.3%
GPIQ
6.2%

Healthcare

HDV
23.9%
GPIQ
3.7%

Energy

HDV
19.8%
GPIQ
0.5%

Consumer Cyclical

HDV
9.3%
GPIQ
10.6%

Utilities

HDV
8.2%
GPIQ
1.3%

Communication Services

HDV
5.2%
GPIQ
12.2%

Financial Services

HDV
4.7%
GPIQ
0.2%

Industrials

HDV
2.8%
GPIQ
4.0%

Technology

HDV
0.9%
GPIQ
60.6%

Basic Materials

HDV
0.8%
GPIQ
1.1%

Real Estate

HDV

-

GPIQ
0.1%

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Return for Risk

HDV vs. GPIQ — Risk / Return Rank

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

HDV
HDV Risk / Return Rank: 9090
Overall Rank
HDV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 9393
Sortino Ratio Rank
HDV Omega Ratio Rank: 8888
Omega Ratio Rank
HDV Calmar Ratio Rank: 9393
Calmar Ratio Rank
HDV Martin Ratio Rank: 8787
Martin Ratio Rank

GPIQ
GPIQ Risk / Return Rank: 6060
Overall Rank
GPIQ Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GPIQ Sortino Ratio Rank: 5353
Sortino Ratio Rank
GPIQ Omega Ratio Rank: 5555
Omega Ratio Rank
GPIQ Calmar Ratio Rank: 6565
Calmar Ratio Rank
GPIQ Martin Ratio Rank: 7171
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. GPIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core High Dividend ETF (HDV) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.


HDVGPIQDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.39

1.24

+0.15

Calmar ratioReturn relative to maximum drawdown

4.65

2.28

+2.37

Martin ratioReturn relative to average drawdown

12.72

8.75

+3.97

HDV vs. GPIQ - Sharpe Ratio Comparison

The current HDV Sharpe Ratio is 2.24, which is higher than the GPIQ Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of HDV and GPIQ, 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

HDV vs. GPIQ - Drawdown Comparison

The maximum HDV drawdown since its inception was -37.04%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for HDV and GPIQ.


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Drawdown Indicators


HDVGPIQDifference

Max Drawdown

Largest peak-to-trough decline

-37.04%

-21.06%

-15.98%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-9.51%

+4.33%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

Current Drawdown

Current decline from peak

0.00%

-6.47%

+6.47%

Average Drawdown

Average peak-to-trough decline

-3.07%

-2.30%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.47%

-0.58%

Volatility

HDV vs. GPIQ - Volatility Comparison

The current volatility for iShares Core High Dividend ETF (HDV) is 4.88%, while Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) has a volatility of 6.13%. This indicates that HDV experiences smaller price fluctuations and is considered to be less risky than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDVGPIQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

6.13%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

13.56%

-5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

10.74%

16.22%

-5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

17.97%

-5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

17.97%

-2.20%

HDV vs. GPIQ - Expense Ratio Comparison

HDV has a 0.08% expense ratio, which is lower than GPIQ's 0.29% expense ratio.


Dividends

HDV vs. GPIQ - Dividend Comparison

HDV's dividend yield for the trailing twelve months is around 3.07%, less than GPIQ's 10.18% yield.


PositionTTM20252024202320222021202020192018201720162015
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
10.18%9.81%9.18%1.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HDV
iShares Core High Dividend ETF
3.07%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%

Frequently Asked Questions


HDV and GPIQ have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GPIQ has higher volatility (6.13%) compared to HDV (4.88%). In terms of maximum drawdown, HDV dropped -37.04% vs GPIQ's -21.06%.

On 1-year performance, HDV leads with 24.04% vs 21.40% for GPIQ. On fees, HDV is cheaper at 0.08% per year. On volatility, HDV has been the lower-risk option at 4.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HDV has performed better with a 24.04% return vs 21.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HDV is cheaper with a 0.08% expense ratio, compared with 0.29% for GPIQ.

GPIQ has the higher dividend yield at 10.18%, compared with 3.07% for HDV.

HDV is categorized as Dividend, while GPIQ is Nasdaq-100. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.08% for HDV and 0.29% for GPIQ.

HDV currently has the higher Sharpe Ratio (2.24 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HDV and GPIQ

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