HIDV vs. SMDV

In the year-to-date period, HIDV achieves a -5.27% return, which is significantly lower than SMDV's -4.89% return.

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HIDV has a 0.45% expense ratio, which is higher than SMDV's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AB US High Dividend ETF (HIDV) and ProShares Russell 2000 Dividend Growers ETF (SMDV). 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.

The current HIDV Sharpe Ratio is 0.42, which is higher than the SMDV Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of HIDV and SMDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HIDV's dividend yield for the trailing twelve months is around 2.42%, less than SMDV's 2.96% yield.

The maximum HIDV drawdown since its inception was -18.76%, smaller than the maximum SMDV drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for HIDV and SMDV. For additional features, visit the drawdowns tool.