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HDV vs. VTIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDV vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core High Dividend ETF (HDV) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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 VTIP's 1.91% return. Over the past 10 years, HDV has outperformed VTIP with an annualized return of 9.36%, while VTIP has yielded a comparatively lower 3.09% 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%

VTIP

1D
0.06%
1M
-0.00%
YTD
1.91%
6M
2.03%
1Y
4.57%
3Y*
5.19%
5Y*
3.46%
10Y*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDV vs. VTIP - 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%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.91%6.07%4.74%4.62%-2.94%5.36%4.95%4.86%0.56%0.82%

Correlation

The correlation between HDV and VTIP is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.18

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

0.21

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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2012

0.12

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Return for Risk

HDV vs. VTIP — 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

VTIP
VTIP Risk / Return Rank: 9595
Overall Rank
VTIP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9595
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9494
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9494
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. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core High Dividend ETF (HDV) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


HDVVTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-2.12

Omega ratioGain probability vs. loss probability

1.36

1.65

-0.29

Calmar ratioReturn relative to maximum drawdown

4.00

6.57

-2.57

Martin ratioReturn relative to average drawdown

11.07

25.33

-14.25

HDV vs. VTIP - Sharpe Ratio Comparison

The current HDV Sharpe Ratio is 2.12, which is lower than the VTIP Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of HDV and VTIP, 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. VTIP - Drawdown Comparison

The maximum HDV drawdown since its inception was -37.04%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for HDV and VTIP.


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Drawdown Indicators


HDVVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-37.04%

-6.27%

-30.77%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-0.70%

-4.48%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

-0.98%

-9.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

-5.50%

-9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

-6.27%

-30.77%

Current Drawdown

Current decline from peak

-1.31%

-0.16%

-1.15%

Average Drawdown

Average peak-to-trough decline

-3.08%

-1.04%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

0.18%

+1.69%

Volatility

HDV vs. VTIP - Volatility Comparison

iShares Core High Dividend ETF (HDV) has a higher volatility of 3.28% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.40%. This indicates that HDV's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDVVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

0.40%

+2.88%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

1.04%

+6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

9.79%

1.50%

+8.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.84%

2.77%

+10.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

2.74%

+13.00%

HDV vs. VTIP - Expense Ratio Comparison

HDV has a 0.08% expense ratio, which is higher than VTIP'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%.


Dividends

HDV vs. VTIP - Dividend Comparison

HDV's dividend yield for the trailing twelve months is around 3.56%, which matches VTIP's 3.59% 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%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.59%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%

Frequently Asked Questions


HDV and VTIP have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDV has higher volatility (3.28%) compared to VTIP (0.40%). In terms of maximum drawdown, HDV dropped -37.04% vs VTIP's -6.27%.

On 10-year performance, HDV leads with 9.36% vs 3.09% for VTIP. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.40%. 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 3.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.08% for HDV.

VTIP has the higher dividend yield at 3.59%, compared with 3.56% for HDV.

HDV is categorized as Dividend, while VTIP is Inflation-Protected Bonds. HDV tracks Morningstar Dividend Yield Focus Index, while VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.08% for HDV and 0.03% for VTIP.

VTIP currently has the higher Sharpe Ratio (3.07 vs 2.12), 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 VTIP

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