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HDV vs. SPHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDV vs. SPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core High Dividend ETF (HDV) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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 14.11% return, which is significantly higher than SPHD's 8.51% return. Over the past 10 years, HDV has outperformed SPHD with an annualized return of 9.36%, while SPHD has yielded a comparatively lower 7.41% annualized return.


HDV

1D
-1.03%
1M
1.04%
YTD
14.11%
6M
13.57%
1Y
20.60%
3Y*
14.34%
5Y*
10.83%
10Y*
9.36%

SPHD

1D
-1.12%
1M
4.38%
YTD
8.51%
6M
7.65%
1Y
12.70%
3Y*
11.55%
5Y*
6.57%
10Y*
7.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDV vs. SPHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDV
iShares Core High Dividend ETF
14.11%11.90%14.16%1.72%7.05%19.45%-6.48%20.22%-3.01%13.40%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
8.51%3.41%18.08%1.32%0.58%24.98%-9.98%20.26%-6.17%11.90%

Correlation

The correlation between HDV and SPHD is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2012

0.88

The correlation between HDV and SPHD has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.

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Return for Risk

HDV vs. SPHD — Risk / Return Rank

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

HDV
HDV Risk / Return Rank: 7474
Overall Rank
HDV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 7979
Sortino Ratio Rank
HDV Omega Ratio Rank: 6868
Omega Ratio Rank
HDV Calmar Ratio Rank: 8383
Calmar Ratio Rank
HDV Martin Ratio Rank: 6767
Martin Ratio Rank

SPHD
SPHD Risk / Return Rank: 3434
Overall Rank
SPHD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 3535
Sortino Ratio Rank
SPHD Omega Ratio Rank: 3030
Omega Ratio Rank
SPHD Calmar Ratio Rank: 3838
Calmar Ratio Rank
SPHD Martin Ratio Rank: 3232
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. SPHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core High Dividend ETF (HDV) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.


HDVSPHDDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.36

1.19

+0.17

Calmar ratioReturn relative to maximum drawdown

4.00

1.74

+2.26

Martin ratioReturn relative to average drawdown

11.07

4.31

+6.77

HDV vs. SPHD - Sharpe Ratio Comparison

The current HDV Sharpe Ratio is 2.12, which is higher than the SPHD Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of HDV and SPHD, 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. SPHD - Drawdown Comparison

The maximum HDV drawdown since its inception was -37.04%, smaller than the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for HDV and SPHD.


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Drawdown Indicators


HDVSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-37.04%

-41.39%

+4.35%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-7.33%

+2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

-13.29%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

-19.50%

+4.08%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

-41.39%

+4.35%

Current Drawdown

Current decline from peak

-1.31%

-1.63%

+0.32%

Average Drawdown

Average peak-to-trough decline

-3.08%

-4.70%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

2.96%

-1.09%

Volatility

HDV vs. SPHD - Volatility Comparison

The current volatility for iShares Core High Dividend ETF (HDV) is 3.28%, while Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a volatility of 3.91%. This indicates that HDV experiences smaller price fluctuations and is considered to be less risky than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDVSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

3.91%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

7.86%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

9.79%

11.27%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.84%

14.21%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

17.66%

-1.92%

HDV vs. SPHD - Expense Ratio Comparison

HDV has a 0.08% expense ratio, which is lower than SPHD's 0.30% expense ratio.


Dividends

HDV vs. SPHD - Dividend Comparison

HDV's dividend yield for the trailing twelve months is around 3.56%, less than SPHD's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
3.56%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.45%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%

Frequently Asked Questions


HDV and SPHD have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHD has higher volatility (3.91%) compared to HDV (3.28%). In terms of maximum drawdown, HDV dropped -37.04% vs SPHD's -41.39%.

On 10-year performance, HDV leads with 9.36% vs 7.41% for SPHD. On fees, HDV is cheaper at 0.08% per year. On volatility, HDV has been the lower-risk option at 3.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HDV has performed better with a 9.36% return vs 7.41%. 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 0.30% for SPHD.

SPHD has the higher dividend yield at 4.45%, compared with 3.56% for HDV.

HDV tracks Morningstar Dividend Yield Focus Index, while SPHD tracks S&P 500 Low Volatility High Dividend Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.08% for HDV and 0.30% for SPHD.

HDV currently has the higher Sharpe Ratio (2.12 vs 1.13), 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

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