Correlation
The correlation between SNPV and HDV is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
SNPV vs. HDV
Compare and contrast key facts about Xtrackers S&P 500 Value ESG ETF (SNPV) and iShares Core High Dividend ETF (HDV).
SNPV and HDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SNPV is a passively managed fund by Xtrackers that tracks the performance of the S&P 500 Value ESG Index. It was launched on Nov 8, 2022. HDV is a passively managed fund by iShares that tracks the performance of the Morningstar Dividend Yield Focus Index. It was launched on Mar 29, 2011. Both SNPV and HDV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNPV or HDV.
Performance
SNPV vs. HDV - Performance Comparison
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Key characteristics
SNPV:
0.53
HDV:
0.86
SNPV:
0.78
HDV:
1.16
SNPV:
1.11
HDV:
1.16
SNPV:
0.54
HDV:
1.05
SNPV:
1.86
HDV:
3.26
SNPV:
4.28%
HDV:
3.38%
SNPV:
16.49%
HDV:
13.58%
SNPV:
-14.68%
HDV:
-37.04%
SNPV:
-5.66%
HDV:
-3.99%
Returns By Period
In the year-to-date period, SNPV achieves a 1.04% return, which is significantly lower than HDV's 4.28% return.
SNPV
1.04%
2.62%
-5.66%
7.01%
N/A
N/A
N/A
HDV
4.28%
1.62%
-2.52%
9.47%
6.10%
10.79%
8.19%
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SNPV vs. HDV - Expense Ratio Comparison
SNPV has a 0.15% expense ratio, which is higher than HDV's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SNPV vs. HDV — Risk-Adjusted Performance Rank
SNPV
HDV
SNPV vs. HDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Value ESG ETF (SNPV) 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.
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Dividends
SNPV vs. HDV - Dividend Comparison
SNPV's dividend yield for the trailing twelve months is around 2.17%, less than HDV's 3.50% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNPV Xtrackers S&P 500 Value ESG ETF | 2.17% | 2.09% | 1.72% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HDV iShares Core High Dividend ETF | 3.50% | 3.67% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% | 3.20% |
Drawdowns
SNPV vs. HDV - Drawdown Comparison
The maximum SNPV drawdown since its inception was -14.68%, smaller than the maximum HDV drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for SNPV and HDV.
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Volatility
SNPV vs. HDV - Volatility Comparison
Xtrackers S&P 500 Value ESG ETF (SNPV) has a higher volatility of 4.34% compared to iShares Core High Dividend ETF (HDV) at 3.65%. This indicates that SNPV'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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