HIDV vs. IWX
HIDV (AB US High Dividend ETF) and IWX (iShares Russell Top 200 Value ETF) are both Large Cap Value Equities funds. HIDV is actively managed, while IWX is passively managed. Over the past 3 years, HIDV returned 19.51%/yr vs 18.98%/yr for IWX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. HIDV charges 0.45%/yr vs 0.20%/yr for IWX.
Performance
HIDV vs. IWX - Performance Comparison
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Returns By Period
In the year-to-date period, HIDV achieves a 12.88% return, which is significantly lower than IWX's 20.90% return.
HIDV
- 1D
- 0.31%
- 1M
- 2.17%
- 6M
- 10.25%
- YTD
- 12.88%
- 1Y
- 24.60%
- 3Y*
- 19.51%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.21%
IWX
- 1D
- 0.74%
- 1M
- 2.59%
- 6M
- 15.57%
- YTD
- 20.90%
- 1Y
- 34.92%
- 3Y*
- 18.98%
- 5Y*
- 12.65%
- 10Y*
- 12.13%
- ALL TIME*
- 11.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $537.75K | $786.95K | $1.11M | |
| $55.11M | $49.72M | $33.93M |
HIDV vs. IWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HIDV AB US High Dividend ETF | 12.88% | 14.64% | 26.01% | 20.30% |
IWX iShares Russell Top 200 Value ETF | 20.90% | 18.23% | 14.89% | 12.09% |
Correlation
The correlation between HIDV and IWX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2023 | 0.79 |
The correlation between HIDV and IWX has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.
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Return for Risk
HIDV vs. IWX — Risk / Return Rank
HIDV
IWX
HIDV vs. IWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB US High Dividend ETF (HIDV) and iShares Russell Top 200 Value ETF (IWX). 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.
| HIDV | IWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.55 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 5.05 | -2.64 |
| Martin ratioReturn relative to average drawdown | 10.26 | 22.22 | -11.96 |
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Drawdowns
HIDV vs. IWX - Drawdown Comparison
The maximum HIDV drawdown since its inception was -18.76%, smaller than the maximum IWX drawdown of -35.76%. Use the drawdown chart below to compare losses from any high point for HIDV and IWX.
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Drawdown Indicators
| HIDV | IWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.76% | -35.76% | +17.00% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -6.59% | -2.98% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -13.37% | -5.39% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.76% | — |
Current DrawdownCurrent decline from peak | -0.44% | 0.00% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -2.02% | -3.79% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 1.50% | +0.75% |
Volatility
HIDV vs. IWX - Volatility Comparison
AB US High Dividend ETF (HIDV) and iShares Russell Top 200 Value ETF (IWX) have volatilities of 3.22% and 3.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HIDV | IWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 3.10% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.63% | 8.46% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 10.81% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 13.89% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.46% | 16.48% | -2.02% |
HIDV vs. IWX - Expense Ratio Comparison
HIDV has a 0.45% expense ratio, which is higher than IWX's 0.20% expense ratio.
Dividends
HIDV vs. IWX - Dividend Comparison
HIDV's dividend yield for the trailing twelve months is around 2.29%, more than IWX's 1.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIDV AB US High Dividend ETF | 2.29% | 2.22% | 2.29% | 2.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWX iShares Russell Top 200 Value ETF | 1.39% | 1.59% | 1.97% | 2.13% | 2.07% | 1.79% | 2.12% | 2.60% | 2.66% | 2.12% | 2.22% | 2.77% |
Frequently Asked Questions
HIDV and IWX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HIDV has higher volatility (3.22%) compared to IWX (3.10%). In terms of maximum drawdown, HIDV dropped -18.76% vs IWX's -35.76%.
On 3-year performance, HIDV leads with 19.51% vs 18.98% for IWX. On fees, IWX is cheaper at 0.20% per year. On volatility, IWX 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 3-year period, HIDV has performed better with a 19.51% return vs 18.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IWX is cheaper with a 0.20% expense ratio, compared with 0.45% for HIDV.
HIDV has the higher dividend yield at 2.29%, compared with 1.39% for IWX.
They also come from different issuers: AllianceBernstein and iShares. Their fees differ too: 0.45% for HIDV and 0.20% for IWX.
IWX currently has the higher Sharpe Ratio (3.10 vs 1.86), 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.
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