HIDV vs. UDIV

In the year-to-date period, HIDV achieves a -5.27% return, which is significantly lower than UDIV's -3.33% return.

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HIDV has a 0.45% expense ratio, which is higher than UDIV's 0.06% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AB US High Dividend ETF (HIDV) and Franklin U.S. Core Dividend Tilt Index ETF (UDIV). 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 comparable to the UDIV Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of HIDV and UDIV, 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%, more than UDIV's 2.20% yield.

The maximum HIDV drawdown since its inception was -18.76%, smaller than the maximum UDIV drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for HIDV and UDIV. For additional features, visit the drawdowns tool.