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SPOT vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPOT vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spotify Technology S.A. (SPOT) 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, SPOT achieves a -21.56% return, which is significantly lower than HDV's 14.07% return.


SPOT

1D
-0.84%
1M
-12.38%
YTD
-21.56%
6M
-21.38%
1Y
-37.70%
3Y*
42.48%
5Y*
11.51%
10Y*

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

SPOT vs. HDV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPOT
Spotify Technology S.A.
-21.56%29.80%138.08%138.01%-66.27%-25.62%110.40%31.76%-31.59%
HDV
iShares Core High Dividend ETF
14.07%11.90%14.16%1.72%7.05%19.45%-6.48%20.22%4.49%

Correlation

The correlation between SPOT and HDV is -0.04, 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

-0.04

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

-0.00

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

0.14

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2018

0.14

The correlation between SPOT and HDV shifts across timeframes, from -0.04 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPOT vs. HDV — Risk / Return Rank

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

SPOT
SPOT Risk / Return Rank: 1010
Overall Rank
SPOT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SPOT Sortino Ratio Rank: 1010
Sortino Ratio Rank
SPOT Omega Ratio Rank: 1111
Omega Ratio Rank
SPOT Calmar Ratio Rank: 1111
Calmar Ratio Rank
SPOT Martin Ratio Rank: 1010
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 7070
Overall Rank
HDV Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 7373
Sortino Ratio Rank
HDV Omega Ratio Rank: 6262
Omega Ratio Rank
HDV Calmar Ratio Rank: 8181
Calmar Ratio Rank
HDV Martin Ratio Rank: 6464
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.

SPOT vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spotify Technology S.A. (SPOT) 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.


SPOTHDVDifference
Sharpe ratioReturn per unit of total volatility

-2.96

Sortino ratioReturn per unit of downside risk

-4.25

Omega ratioGain probability vs. loss probability

0.86

1.36

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.81

4.09

-4.89

Martin ratioReturn relative to average drawdown

-1.36

11.19

-12.54

SPOT vs. HDV - Sharpe Ratio Comparison

The current SPOT Sharpe Ratio is -0.83, which is lower than the HDV Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SPOT 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

SPOT vs. HDV - Drawdown Comparison

The maximum SPOT drawdown since its inception was -80.51%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for SPOT and HDV.


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Drawdown Indicators


SPOTHDVDifference

Max Drawdown

Largest peak-to-trough decline

-80.51%

-37.04%

-43.47%

Max Drawdown (1Y)

Largest decline over 1 year

-46.80%

-5.18%

-41.62%

Max Drawdown (3Y)

Largest decline over 3 years

-46.80%

-10.49%

-36.31%

Max Drawdown (5Y)

Largest decline over 5 years

-76.39%

-15.42%

-60.97%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

Current Drawdown

Current decline from peak

-41.29%

-1.35%

-39.94%

Average Drawdown

Average peak-to-trough decline

-30.89%

-3.08%

-27.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.85%

1.89%

+25.96%

Volatility

SPOT vs. HDV - Volatility Comparison

Spotify Technology S.A. (SPOT) has a higher volatility of 11.25% compared to iShares Core High Dividend ETF (HDV) at 3.64%. This indicates that SPOT'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


SPOTHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.25%

3.64%

+7.61%

Volatility (6M)

Calculated over the trailing 6-month period

37.35%

7.61%

+29.74%

Volatility (1Y)

Calculated over the trailing 1-year period

45.48%

9.93%

+35.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.59%

12.81%

+34.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.33%

15.73%

+31.60%

Dividends

SPOT vs. HDV - Dividend Comparison

SPOT has not paid dividends to shareholders, while HDV's dividend yield for the trailing twelve months is around 2.90%.


PositionTTM20252024202320222021202020192018201720162015
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%
SPOT
Spotify Technology S.A.
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


SPOT and HDV have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPOT has higher volatility (11.25%) compared to HDV (3.64%). In terms of maximum drawdown, SPOT dropped -80.51% vs HDV's -37.04%.

HDV currently has the higher Sharpe Ratio (2.13 vs -0.83), 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

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