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HIDV vs. DEW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIDV vs. DEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB US High Dividend ETF (HIDV) and WisdomTree Global High Dividend Fund (DEW). The values are adjusted to include any dividend payments, if applicable.

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HIDV vs. DEW - Yearly Performance Comparison


2026 (YTD)202520242023
HIDV
AB US High Dividend ETF
-3.14%14.64%26.01%22.21%
DEW
WisdomTree Global High Dividend Fund
8.14%22.39%11.58%12.24%

Returns By Period

In the year-to-date period, HIDV achieves a -3.14% return, which is significantly lower than DEW's 8.14% return.


HIDV

1D
2.77%
1M
-5.13%
YTD
-3.14%
6M
-0.28%
1Y
15.00%
3Y*
17.82%
5Y*
10Y*

DEW

1D
1.36%
1M
-3.63%
YTD
8.14%
6M
11.73%
1Y
22.63%
3Y*
17.01%
5Y*
11.51%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIDV vs. DEW - Expense Ratio Comparison

HIDV has a 0.45% expense ratio, which is lower than DEW's 0.58% expense ratio.


Return for Risk

HIDV vs. DEW — Risk / Return Rank

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

HIDV
HIDV Risk / Return Rank: 4949
Overall Rank
HIDV Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
HIDV Sortino Ratio Rank: 4848
Sortino Ratio Rank
HIDV Omega Ratio Rank: 5353
Omega Ratio Rank
HIDV Calmar Ratio Rank: 4646
Calmar Ratio Rank
HIDV Martin Ratio Rank: 5454
Martin Ratio Rank

DEW
DEW Risk / Return Rank: 8585
Overall Rank
DEW Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DEW Sortino Ratio Rank: 8686
Sortino Ratio Rank
DEW Omega Ratio Rank: 8787
Omega Ratio Rank
DEW Calmar Ratio Rank: 7777
Calmar Ratio Rank
DEW Martin Ratio Rank: 8888
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.

HIDV vs. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US High Dividend ETF (HIDV) and WisdomTree Global High Dividend Fund (DEW). 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.


HIDVDEWDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.69

-0.86

Sortino ratio

Return per unit of downside risk

1.29

2.30

-1.01

Omega ratio

Gain probability vs. loss probability

1.20

1.35

-0.16

Calmar ratio

Return relative to maximum drawdown

1.16

1.98

-0.81

Martin ratio

Return relative to average drawdown

5.21

10.56

-5.35

HIDV vs. DEW - Sharpe Ratio Comparison

The current HIDV Sharpe Ratio is 0.84, which is lower than the DEW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of HIDV and DEW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HIDVDEWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.69

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.28

+1.06

Correlation

The correlation between HIDV and DEW is 0.75, 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.


Dividends

HIDV vs. DEW - Dividend Comparison

HIDV's dividend yield for the trailing twelve months is around 2.59%, less than DEW's 3.33% yield.


TTM20252024202320222021202020192018201720162015
HIDV
AB US High Dividend ETF
2.59%2.22%2.29%2.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DEW
WisdomTree Global High Dividend Fund
3.33%3.71%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%

Drawdowns

HIDV vs. DEW - Drawdown Comparison

The maximum HIDV drawdown since its inception was -18.76%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for HIDV and DEW.


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Drawdown Indicators


HIDVDEWDifference

Max Drawdown

Largest peak-to-trough decline

-18.76%

-65.55%

+46.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-11.80%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-18.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-7.06%

-3.63%

-3.43%

Average Drawdown

Average peak-to-trough decline

-2.11%

-12.54%

+10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.21%

+0.83%

Volatility

HIDV vs. DEW - Volatility Comparison

AB US High Dividend ETF (HIDV) has a higher volatility of 5.16% compared to WisdomTree Global High Dividend Fund (DEW) at 4.07%. This indicates that HIDV's price experiences larger fluctuations and is considered to be riskier than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIDVDEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

4.07%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

7.21%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

13.42%

+4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

13.02%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

15.55%

-0.91%