PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HDV vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HDVVOO
YTD Return11.99%16.29%
1Y Return13.16%23.22%
3Y Return (Ann)9.54%10.10%
5Y Return (Ann)7.50%14.95%
10Y Return (Ann)7.90%12.82%
Sharpe Ratio1.431.99
Daily Std Dev10.33%11.27%
Max Drawdown-37.04%-33.99%
Current Drawdown-0.92%-2.79%

Correlation

-0.50.00.51.00.8

The correlation between HDV and VOO is 0.79, 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 11.99% return, which is significantly lower than VOO's 16.29% return. Over the past 10 years, HDV has underperformed VOO with an annualized return of 7.90%, while VOO has yielded a comparatively higher 12.82% 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%450.00%FebruaryMarchAprilMayJuneJuly
253.79%
434.33%
HDV
VOO

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

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. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


HDV
iShares Core High Dividend ETF
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%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.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.


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
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.99, compared to the broader market0.002.004.006.001.99
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.80, compared to the broader market0.005.0010.0015.002.80
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.35, compared to the broader market1.002.003.001.35
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.93, compared to the broader market0.005.0010.0015.0020.001.93
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.76, compared to the broader market0.0050.00100.00150.007.76

HDV vs. VOO - Sharpe Ratio Comparison

The current HDV Sharpe Ratio is 1.43, which roughly equals the VOO Sharpe Ratio of 1.99. The chart below compares the 12-month rolling Sharpe Ratio of HDV and VOO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
1.43
1.99
HDV
VOO

Dividends

HDV vs. VOO - Dividend Comparison

HDV's dividend yield for the trailing twelve months is around 3.40%, more than VOO's 1.31% 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%
VOO
Vanguard S&P 500 ETF
1.31%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%. Use the drawdown chart below to compare losses from any high point for HDV and VOO. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.92%
-2.79%
HDV
VOO

Volatility

HDV vs. VOO - Volatility Comparison

iShares Core High Dividend ETF (HDV) has a higher volatility of 3.09% compared to Vanguard S&P 500 ETF (VOO) at 2.72%. This indicates that HDV's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.09%
2.72%
HDV
VOO