META vs. HDV
META (Meta Platforms, Inc.) is a stock, while HDV (iShares Core High Dividend ETF) is Dividend fund tracking the Morningstar Dividend Yield Focus Index. Over the past 10 years, META returned 17.60%/yr vs 9.45%/yr for HDV. At a 0.26 correlation, their price movements are largely independent.
Performance
META vs. HDV - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -14.67% return, which is significantly lower than HDV's 14.07% return. Over the past 10 years, META has outperformed HDV with an annualized return of 17.60%, while HDV has yielded a comparatively lower 9.45% annualized return.
META
- 1D
- -0.29%
- 1M
- -7.79%
- YTD
- -14.67%
- 6M
- -15.30%
- 1Y
- -19.25%
- 3Y*
- 25.24%
- 5Y*
- 10.57%
- 10Y*
- 17.60%
HDV
- 1D
- 1.33%
- 1M
- -1.35%
- YTD
- 14.07%
- 6M
- 14.08%
- 1Y
- 21.06%
- 3Y*
- 15.48%
- 5Y*
- 11.09%
- 10Y*
- 9.45%
META vs. HDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -14.67% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
HDV iShares Core High Dividend ETF | 14.07% | 11.90% | 14.16% | 1.72% | 7.05% | 19.45% | -6.48% | 20.22% | -3.01% | 13.40% |
Correlation
The correlation between META and HDV is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.26 |
The correlation between META and HDV shifts across timeframes, from -0.10 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
META vs. HDV — Risk / Return Rank
META
HDV
META vs. HDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| META | HDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.71 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.36 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 4.09 | -4.67 |
| Martin ratioReturn relative to average drawdown | -1.16 | 11.19 | -12.35 |
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Drawdowns
META vs. HDV - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for META and HDV.
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Drawdown Indicators
| META | HDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -37.04% | -39.70% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -5.18% | -28.12% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -10.49% | -23.66% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -15.42% | -61.32% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -37.04% | -39.70% |
Current DrawdownCurrent decline from peak | -28.60% | -1.35% | -27.25% |
Average DrawdownAverage peak-to-trough decline | -15.84% | -3.08% | -12.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.58% | 1.89% | +14.69% |
Volatility
META vs. HDV - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 12.90% compared to iShares Core High Dividend ETF (HDV) at 3.64%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | HDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.90% | 3.64% | +9.26% |
Volatility (6M)Calculated over the trailing 6-month period | 27.85% | 7.61% | +20.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.18% | 9.93% | +26.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.18% | 12.81% | +31.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.76% | 15.73% | +23.03% |
Dividends
META vs. HDV - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.38%, less than HDV's 2.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDV iShares Core High Dividend ETF | 2.90% | 3.22% | 3.67% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% |
META Meta Platforms, Inc. | 0.38% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
META and HDV have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (12.90%) compared to HDV (3.64%). In terms of maximum drawdown, META dropped -76.74% vs HDV's -37.04%.
HDV currently has the higher Sharpe Ratio (2.13 vs -0.54), 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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