HIDV vs. VLUE
HIDV (AB US High Dividend ETF) and VLUE (iShares Edge MSCI USA Value Factor ETF) are both Large Cap Value Equities funds. HIDV is actively managed, while VLUE is passively managed. Over the past 3 years, HIDV returned 22.30%/yr vs 33.96%/yr for VLUE. Their correlation of 0.83 suggests significant overlap in exposure. HIDV charges 0.45%/yr vs 0.15%/yr for VLUE.
Performance
HIDV vs. VLUE - Performance Comparison
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Returns By Period
In the year-to-date period, HIDV achieves a 11.35% return, which is significantly lower than VLUE's 47.08% return.
HIDV
- 1D
- 0.36%
- 1M
- 4.19%
- YTD
- 11.35%
- 6M
- 12.26%
- 1Y
- 29.26%
- 3Y*
- 22.30%
- 5Y*
- —
- 10Y*
- —
VLUE
- 1D
- -1.29%
- 1M
- 15.14%
- YTD
- 47.08%
- 6M
- 50.18%
- 1Y
- 89.43%
- 3Y*
- 33.96%
- 5Y*
- 16.06%
- 10Y*
- 15.20%
HIDV vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HIDV AB US High Dividend ETF | 11.35% | 14.64% | 26.01% | 22.21% |
VLUE iShares Edge MSCI USA Value Factor ETF | 47.08% | 32.67% | 7.25% | 16.97% |
Correlation
The correlation between HIDV and VLUE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2023 | 0.83 |
The correlation between HIDV and VLUE has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.
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Return for Risk
HIDV vs. VLUE — Risk / Return Rank
HIDV
VLUE
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.
| HIDV | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -3.25 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.88 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 9.95 | -6.88 |
| Martin ratioReturn relative to average drawdown | 13.38 | 44.54 | -31.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HIDV | VLUE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 5.19 | -2.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.91 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.63 | 0.76 | +0.87 |
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
| HIDV | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.76% | -39.47% | +20.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -9.04% | -0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -17.89% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | -0.60% | -1.70% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -6.01% | +3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.01% | +0.18% |
Volatility
HIDV vs. VLUE - Volatility Comparison
The current volatility for AB US High Dividend ETF (HIDV) is 2.88%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 7.83%. 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
| HIDV | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 7.83% | -4.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 14.06% | -5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 17.34% | -5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 17.79% | -3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.51% | 19.82% | -5.31% |
HIDV vs. VLUE - Expense Ratio Comparison
HIDV has a 0.45% expense ratio, which is higher than VLUE's 0.15% expense ratio.
Dividends
HIDV vs. VLUE - Dividend Comparison
HIDV's dividend yield for the trailing twelve months is around 2.26%, more than VLUE's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIDV AB US High Dividend ETF | 2.26% | 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 | 1.42% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Frequently Asked Questions
HIDV and VLUE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLUE has higher volatility (7.83%) compared to HIDV (2.88%). In terms of maximum drawdown, HIDV dropped -18.76% vs VLUE's -39.47%.
On 3-year performance, VLUE leads with 33.96% vs 22.30% for HIDV. On fees, VLUE is cheaper at 0.15% per year. On volatility, HIDV has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VLUE has performed better with a 33.96% return vs 22.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VLUE is cheaper with a 0.15% expense ratio, compared with 0.45% for HIDV.
HIDV has the higher dividend yield at 2.26%, compared with 1.42% for VLUE.
They also come from different issuers: AllianceBernstein and iShares. Their fees differ too: 0.45% for HIDV and 0.15% for VLUE.
VLUE currently has the higher Sharpe Ratio (5.19 vs 2.47), 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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