IRBT vs. HDV

Last updated Jun 3, 2026

IRBT (iRobot Corporation) is a stock, while HDV (iShares Core High Dividend ETF) is Large Cap Value Equities fund tracking the Morningstar Dividend Yield Focus Index. Over the past 10 years, IRBT returned -35.64%/yr vs 9.26%/yr for HDV. At a 0.28 correlation, their price movements are largely independent.

Performance

IRBT vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iRobot Corporation (IRBT) and iShares Core High Dividend ETF (HDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

Over the past 10 years, IRBT has underperformed HDV with an annualized return of -35.64%, while HDV has yielded a comparatively higher 9.26% annualized return.

IRBT

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: -76.08%
• 1Y: -84.86%
• 3Y*: -77.32%
• 5Y*: -65.82%
• 10Y*: -35.64%

HDV

• 1D: 0.37%
• 1M: 0.29%
• YTD: 12.69%
• 6M: 12.16%
• 1Y: 20.35%
• 3Y*: 14.94%
• 5Y*: 10.32%
• 10Y*: 9.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IRBT vs. HDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IRBT iRobot Corporation	0.00%	-93.98%	-79.97%	-19.59%	-26.94%	-17.95%	58.58%	-39.54%	9.18%	31.22%
HDV iShares Core High Dividend ETF	12.69%	11.90%	14.16%	1.72%	7.05%	19.45%	-6.48%	20.22%	-3.01%	13.40%

Correlation

The correlation between IRBT and HDV is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.20
Correlation (All Time) Calculated using the full available price history since Apr 1, 2011	0.28

The correlation between IRBT and HDV shifts across timeframes, from 0.08 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IRBT vs. HDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IRBT

IRBT Risk / Return Rank: 15
IRBT Sharpe Ratio Rank: 18
IRBT Sortino Ratio Rank: 21
IRBT Omega Ratio Rank: 18
IRBT Calmar Ratio Rank: 8
IRBT Martin Ratio Rank: 9

HDV

HDV Risk / Return Rank: 64
HDV Sharpe Ratio Rank: 61
HDV Sortino Ratio Rank: 66
HDV Omega Ratio Rank: 57
HDV Calmar Ratio Rank: 76
HDV Martin Ratio Rank: 61

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.

IRBT vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iRobot Corporation (IRBT) and iShares Core High Dividend ETF (HDV). 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.

	IRBT	HDV	Difference
Sharpe ratio Return per unit of total volatility	-0.52	2.10	-2.62
Sortino ratio Return per unit of downside risk	-0.41	3.11	-3.52
Omega ratio Gain probability vs. loss probability	0.93	1.36	-0.43
Calmar ratio Return relative to maximum drawdown	-0.85	3.95	-4.79
Martin ratio Return relative to average drawdown	-1.33	11.02	-12.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IRBT vs. HDV - Sharpe Ratio Comparison

The current IRBT Sharpe Ratio is -0.52, which is lower than the HDV Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of IRBT and HDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IRBT	HDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.52	2.10	-2.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.64	0.81	-1.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.43	0.59	-1.02
Sharpe Ratio (All Time) Calculated using the full available price history	-0.26	0.72	-0.98

Drawdowns

IRBT vs. HDV - Drawdown Comparison

The maximum IRBT drawdown since its inception was -99.71%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for IRBT and HDV.

Drawdown Indicators

	IRBT	HDV	Difference
Max Drawdown Largest peak-to-trough decline	-99.71%	-37.04%	-62.67%
Max Drawdown (1Y) Largest decline over 1 year	-91.64%	-5.18%	-86.46%
Max Drawdown (3Y) Largest decline over 3 years	-99.09%	-10.49%	-88.60%
Max Drawdown (5Y) Largest decline over 5 years	-99.54%	-15.42%	-84.12%
Max Drawdown (10Y) Largest decline over 10 years	-99.71%	-37.04%	-62.67%
Current Drawdown Current decline from peak	-99.71%	-2.54%	-97.17%
Average Drawdown Average peak-to-trough decline	-46.29%	-3.09%	-43.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	58.43%	1.85%	+56.58%

Volatility

IRBT vs. HDV - Volatility Comparison

The current volatility for iRobot Corporation (IRBT) is 0.00%, while iShares Core High Dividend ETF (HDV) has a volatility of 3.19%. This indicates that IRBT experiences smaller price fluctuations and is considered to be less risky than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IRBT	HDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	3.19%	-3.19%
Volatility (6M) Calculated over the trailing 6-month period	175.47%	7.56%	+167.91%
Volatility (1Y) Calculated over the trailing 1-year period	169.92%	9.73%	+160.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	104.37%	12.82%	+91.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	83.20%	15.73%	+67.47%

Dividends

IRBT vs. HDV - Dividend Comparison

IRBT has not paid dividends to shareholders, while HDV's dividend yield for the trailing twelve months is around 2.91%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HDV iShares Core High Dividend ETF	2.91%	3.22%	3.67%	3.82%	3.56%	3.47%	4.07%	3.27%	3.67%	3.27%	3.28%	3.92%
IRBT iRobot Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IRBT and HDV in my portfolio?

IRBT and HDV have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IRBT or HDV?

HDV has higher volatility (3.19%) compared to IRBT (0.00%). In terms of maximum drawdown, IRBT dropped -99.71% vs HDV's -37.04%.

Which has better risk-adjusted returns?

HDV currently has the higher Sharpe Ratio (2.10 vs -0.52), 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.