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SPHD vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHD vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) and iShares Core High Dividend ETF (HDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPHD achieves a 8.51% return, which is significantly lower than HDV's 14.11% return. Over the past 10 years, SPHD has underperformed HDV with an annualized return of 7.41%, while HDV has yielded a comparatively higher 9.36% annualized return.


SPHD

1D
-1.12%
1M
4.38%
YTD
8.51%
6M
7.65%
1Y
12.70%
3Y*
11.55%
5Y*
6.57%
10Y*
7.41%

HDV

1D
-1.03%
1M
1.04%
YTD
14.11%
6M
13.57%
1Y
20.60%
3Y*
14.34%
5Y*
10.83%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPHD vs. HDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
8.51%3.41%18.08%1.32%0.58%24.98%-9.98%20.26%-6.17%11.90%
HDV
iShares Core High Dividend ETF
14.11%11.90%14.16%1.72%7.05%19.45%-6.48%20.22%-3.01%13.40%

Correlation

The correlation between SPHD and HDV is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2012

0.88

The correlation between SPHD and HDV has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.

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Return for Risk

SPHD vs. HDV — Risk / Return Rank

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

SPHD
SPHD Risk / Return Rank: 3434
Overall Rank
SPHD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 3535
Sortino Ratio Rank
SPHD Omega Ratio Rank: 3030
Omega Ratio Rank
SPHD Calmar Ratio Rank: 3838
Calmar Ratio Rank
SPHD Martin Ratio Rank: 3232
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 7474
Overall Rank
HDV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 7979
Sortino Ratio Rank
HDV Omega Ratio Rank: 6868
Omega Ratio Rank
HDV Calmar Ratio Rank: 8383
Calmar Ratio Rank
HDV Martin Ratio Rank: 6767
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.

SPHD vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) 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.


SPHDHDVDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

1.19

1.36

-0.17

Calmar ratioReturn relative to maximum drawdown

1.74

4.00

-2.26

Martin ratioReturn relative to average drawdown

4.31

11.07

-6.77

SPHD vs. HDV - Sharpe Ratio Comparison

The current SPHD Sharpe Ratio is 1.13, which is lower than the HDV Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SPHD 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.


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Drawdowns

SPHD vs. HDV - Drawdown Comparison

The maximum SPHD drawdown since its inception was -41.39%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for SPHD and HDV.


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Drawdown Indicators


SPHDHDVDifference

Max Drawdown

Largest peak-to-trough decline

-41.39%

-37.04%

-4.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

-5.18%

-2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-13.29%

-10.49%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

-15.42%

-4.08%

Max Drawdown (10Y)

Largest decline over 10 years

-41.39%

-37.04%

-4.35%

Current Drawdown

Current decline from peak

-1.63%

-1.31%

-0.32%

Average Drawdown

Average peak-to-trough decline

-4.70%

-3.08%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.87%

+1.09%

Volatility

SPHD vs. HDV - Volatility Comparison

Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a higher volatility of 3.91% compared to iShares Core High Dividend ETF (HDV) at 3.28%. This indicates that SPHD'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


SPHDHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

3.28%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

7.53%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

11.27%

9.79%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

12.84%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

15.74%

+1.92%

SPHD vs. HDV - Expense Ratio Comparison

SPHD has a 0.30% expense ratio, which is higher than HDV's 0.08% expense ratio.


Dividends

SPHD vs. HDV - Dividend Comparison

SPHD's dividend yield for the trailing twelve months is around 4.45%, more than HDV's 3.56% yield.


PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
3.56%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.45%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%

Frequently Asked Questions


SPHD and HDV have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHD has higher volatility (3.91%) compared to HDV (3.28%). In terms of maximum drawdown, SPHD dropped -41.39% vs HDV's -37.04%.

On 10-year performance, HDV leads with 9.36% vs 7.41% for SPHD. On fees, HDV is cheaper at 0.08% per year. On volatility, HDV has been the lower-risk option at 3.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HDV has performed better with a 9.36% return vs 7.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HDV is cheaper with a 0.08% expense ratio, compared with 0.30% for SPHD.

SPHD has the higher dividend yield at 4.45%, compared with 3.56% for HDV.

SPHD tracks S&P 500 Low Volatility High Dividend Index, while HDV tracks Morningstar Dividend Yield Focus Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for SPHD and 0.08% for HDV.

HDV currently has the higher Sharpe Ratio (2.12 vs 1.13), 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.

Portfolio Optimizer

Find the right allocation for SPHD and HDV

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