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HIDV vs. VLUE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

HIDV vs. VLUE

Last updated Apr 1, 2026

Compare and contrast key facts about AB US High Dividend ETF (HIDV) and iShares Edge MSCI USA Value Factor ETF (VLUE).

HIDV and VLUE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HIDV is an actively managed fund by AllianceBernstein. It was launched on Mar 21, 2023. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013.

Performance

HIDV vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB US High Dividend ETF (HIDV) and iShares Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

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HIDV vs. VLUE - Yearly Performance Comparison

2026 (YTD)202520242023
HIDV
AB US High Dividend ETF		-3.14%14.64%26.01%22.21%
VLUE
iShares Edge MSCI USA Value Factor ETF		4.44%32.67%7.25%16.97%

Returns By Period

In the year-to-date period, HIDV achieves a -3.14% return, which is significantly lower than VLUE's 4.44% return.

HIDV

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

VLUE

1D
2.68%
1M
-5.29%
YTD
4.44%
6M
14.88%
1Y
36.35%
3Y*
18.33%
5Y*
9.45%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

AB US High Dividend ETF

iShares Edge MSCI USA Value Factor ETF

Often compared with HIDV:
HIDV vs. UDIVHIDV vs. PJFVHIDV vs. TUGNHIDV vs. CGDVHIDV vs. COWZHIDV vs. SCHDHIDV vs. VIG
Often compared with VLUE:
VLUE vs. VLUVLUE vs. AVLVVLUE vs. IUSVVLUE vs. QVALVLUE vs. VOOVLUE vs. SCHVVLUE vs. SCHD

HIDV vs. VLUE - Expense Ratio Comparison

HIDV has a 0.45% expense ratio, which is higher than VLUE's 0.15% expense ratio.

HIDV
AB US High Dividend ETF
VLUE
iShares Edge MSCI USA Value Factor ETF

Return for Risk

HIDV vs. VLUE — 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
VLUE
VLUE Risk / Return Rank: 9090
Overall Rank
VLUE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9090
Sortino Ratio Rank
VLUE Omega Ratio Rank: 8989
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9090
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9292
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. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US High Dividend ETF (HIDV) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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.

HIDVVLUEDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.87

-1.03

Sortino ratio

Return per unit of downside risk

1.29

2.52

-1.23

Omega ratio

Gain probability vs. loss probability

1.20

1.36

-0.16

Calmar ratio

Return relative to maximum drawdown

1.16

2.92

-1.76

Martin ratio

Return relative to average drawdown

5.21

12.74

-7.53

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HIDV vs. VLUE - Sharpe Ratio Comparison

The current HIDV Sharpe Ratio is 0.84, which is lower than the VLUE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of HIDV and VLUE, 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

HIDVVLUEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.87

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.55

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.59

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.61

+0.73

Correlation

The correlation between HIDV and VLUE is 0.85, 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. VLUE - Dividend Comparison

HIDV's dividend yield for the trailing twelve months is around 2.59%, more than VLUE's 2.00% 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%
VLUE
iShares Edge MSCI USA Value Factor ETF		2.00%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%

Drawdowns

HIDV vs. VLUE - Drawdown Comparison

The maximum HIDV drawdown since its inception was -18.76%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for HIDV and VLUE.

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Drawdown Indicators

HIDVVLUEDifference

Max Drawdown

Largest peak-to-trough decline

-18.76%

-39.47%

+20.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-12.81%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

—

-27.12%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.47%

—

Current Drawdown

Current decline from peak

-7.06%

-6.60%

-0.46%

Average Drawdown

Average peak-to-trough decline

-2.11%

-6.08%

+3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.94%

+0.10%

Volatility

HIDV vs. VLUE - Volatility Comparison

The current volatility for AB US High Dividend ETF (HIDV) is 5.16%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 6.26%. This indicates that HIDV experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HIDVVLUEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

6.26%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

12.28%

-2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

19.55%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

17.35%

-2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

19.61%

-4.97%