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HDV vs. XLRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDV vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core High Dividend ETF (HDV) and Real Estate Select Sector SPDR Fund (XLRE). 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 15.30% return, which is significantly higher than XLRE's 13.17% return. Over the past 10 years, HDV has outperformed XLRE with an annualized return of 9.47%, while XLRE has yielded a comparatively lower 7.15% annualized return.


HDV

1D
0.87%
1M
2.05%
YTD
15.30%
6M
15.20%
1Y
21.86%
3Y*
15.16%
5Y*
10.91%
10Y*
9.47%

XLRE

1D
0.98%
1M
3.30%
YTD
13.17%
6M
13.29%
1Y
12.05%
3Y*
10.41%
5Y*
3.32%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDV vs. XLRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDV
iShares Core High Dividend ETF
15.30%11.90%14.16%1.72%7.05%19.45%-6.48%20.22%-3.01%13.40%
XLRE
Real Estate Select Sector SPDR Fund
13.17%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%

Correlation

The correlation between HDV and XLRE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.61

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

0.62

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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2015

0.57

The correlation between HDV and XLRE has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.

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Return for Risk

HDV vs. XLRE — Risk / Return Rank

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

HDV
HDV Risk / Return Rank: 8080
Overall Rank
HDV Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 8585
Sortino Ratio Rank
HDV Omega Ratio Rank: 7676
Omega Ratio Rank
HDV Calmar Ratio Rank: 8686
Calmar Ratio Rank
HDV Martin Ratio Rank: 7272
Martin Ratio Rank

XLRE
XLRE Risk / Return Rank: 2727
Overall Rank
XLRE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XLRE Omega Ratio Rank: 2424
Omega Ratio Rank
XLRE Calmar Ratio Rank: 3131
Calmar Ratio Rank
XLRE Martin Ratio Rank: 2929
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. XLRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core High Dividend ETF (HDV) and Real Estate Select Sector SPDR Fund (XLRE). 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.


HDVXLREDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+2.11

Omega ratioGain probability vs. loss probability

1.38

1.15

+0.24

Calmar ratioReturn relative to maximum drawdown

4.18

1.34

+2.84

Martin ratioReturn relative to average drawdown

11.59

3.69

+7.90

HDV vs. XLRE - Sharpe Ratio Comparison

The current HDV Sharpe Ratio is 2.23, which is higher than the XLRE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of HDV and XLRE, 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. XLRE - Drawdown Comparison

The maximum HDV drawdown since its inception was -37.04%, roughly equal to the maximum XLRE drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for HDV and XLRE.


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Drawdown Indicators


HDVXLREDifference

Max Drawdown

Largest peak-to-trough decline

-37.04%

-38.83%

+1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-8.33%

+3.15%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

-16.74%

+6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

-34.12%

+18.70%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

-38.83%

+1.79%

Current Drawdown

Current decline from peak

-0.29%

0.00%

-0.29%

Average Drawdown

Average peak-to-trough decline

-3.08%

-9.58%

+6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

3.03%

-1.16%

Volatility

HDV vs. XLRE - Volatility Comparison

The current volatility for iShares Core High Dividend ETF (HDV) is 3.10%, while Real Estate Select Sector SPDR Fund (XLRE) has a volatility of 4.81%. This indicates that HDV experiences smaller price fluctuations and is considered to be less risky than XLRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDVXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

4.81%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

7.44%

10.20%

-2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

9.73%

13.83%

-4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.83%

19.10%

-6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

20.42%

-4.69%

HDV vs. XLRE - Expense Ratio Comparison

HDV has a 0.08% expense ratio, which is lower than XLRE's 0.13% expense ratio. Despite the difference, 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. XLRE - Dividend Comparison

HDV's dividend yield for the trailing twelve months is around 2.84%, less than XLRE's 3.08% yield.


PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
2.84%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
XLRE
Real Estate Select Sector SPDR Fund
3.08%3.45%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%

Frequently Asked Questions


HDV and XLRE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLRE has higher volatility (4.81%) compared to HDV (3.10%). In terms of maximum drawdown, HDV dropped -37.04% vs XLRE's -38.83%.

On 10-year performance, HDV leads with 9.47% vs 7.15% for XLRE. On fees, HDV is cheaper at 0.08% per year. On volatility, HDV has been the lower-risk option at 3.10%. 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 9.47% return vs 7.15%. 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 0.13% for XLRE.

XLRE has the higher dividend yield at 3.08%, compared with 2.84% for HDV.

HDV is categorized as Dividend, while XLRE is REIT. HDV tracks Morningstar Dividend Yield Focus Index, while XLRE tracks Real Estate Select Sector Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.08% for HDV and 0.13% for XLRE.

HDV currently has the higher Sharpe Ratio (2.23 vs 0.81), 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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