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

Key characteristics


HDVVOO
YTD Return8.90%10.40%
1Y Return13.85%32.36%
3Y Return (Ann)8.64%11.45%
5Y Return (Ann)7.39%15.03%
10Y Return (Ann)8.32%12.94%
Sharpe Ratio1.392.95
Daily Std Dev10.83%11.59%
Max Drawdown-37.04%-33.99%
Current Drawdown0.00%-0.14%

Correlation

0.80
-1.001.00

The correlation between HDV and VOO is 0.80, 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. VOO - Performance Comparison

In the year-to-date period, HDV achieves a 8.90% return, which is significantly lower than VOO's 10.40% return. Over the past 10 years, HDV has underperformed VOO with an annualized return of 8.32%, while VOO has yielded a comparatively higher 12.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
244.01%
407.27%
HDV
VOO

Compare stocks, funds, or ETFs


iShares Core High Dividend ETF

Vanguard S&P 500 ETF

HDV vs. VOO - Expense Ratio Comparison

HDV has a 0.08% expense ratio, which is higher than VOO's 0.03% expense ratio.

HDV
iShares Core High Dividend ETF
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

HDV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core High Dividend ETF (HDV) and Vanguard S&P 500 ETF (VOO). 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
VOO
Vanguard S&P 500 ETF
2.95

HDV vs. VOO - Sharpe Ratio Comparison

The current HDV Sharpe Ratio is 1.39, which is lower than the VOO Sharpe Ratio of 2.95. The chart below compares the 12-month rolling Sharpe Ratio of HDV and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.39
2.95
HDV
VOO

Dividends

HDV vs. VOO - Dividend Comparison

HDV's dividend yield for the trailing twelve months is around 3.35%, more than VOO's 1.33% 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%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

HDV vs. VOO - Drawdown Comparison

The maximum HDV drawdown since its inception was -37.04%, which is greater than VOO's maximum drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for HDV and VOO


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-0.14%
HDV
VOO

Volatility

HDV vs. VOO - Volatility Comparison

The current volatility for iShares Core High Dividend ETF (HDV) is 2.07%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.89%. This indicates that HDV experiences smaller price fluctuations and is considered to be less risky than VOO 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%OctoberNovemberDecember2024FebruaryMarch
2.07%
2.89%
HDV
VOO