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TEKY vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TEKY vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Next Gen Technologies ETF (TEKY) 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, TEKY achieves a 26.03% return, which is significantly higher than HDV's 12.57% return.


TEKY

1D
0.47%
1M
6.13%
YTD
26.03%
6M
24.82%
1Y
46.00%
3Y*
5Y*
10Y*

HDV

1D
0.15%
1M
-2.65%
YTD
12.57%
6M
12.67%
1Y
19.54%
3Y*
14.97%
5Y*
10.90%
10Y*
9.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEKY vs. HDV - Yearly Performance Comparison


2026 (YTD)2025
TEKY
Lazard Next Gen Technologies ETF
26.03%50.31%
HDV
iShares Core High Dividend ETF
12.57%12.15%

Correlation

The correlation between TEKY and HDV is -0.15, 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

-0.15

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2025

-0.05

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Return for Risk

TEKY vs. HDV — Risk / Return Rank

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

TEKY
TEKY Risk / Return Rank: 4949
Overall Rank
TEKY Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TEKY Sortino Ratio Rank: 5151
Sortino Ratio Rank
TEKY Omega Ratio Rank: 5252
Omega Ratio Rank
TEKY Calmar Ratio Rank: 4545
Calmar Ratio Rank
TEKY Martin Ratio Rank: 3939
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 6464
Overall Rank
HDV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 6666
Sortino Ratio Rank
HDV Omega Ratio Rank: 5757
Omega Ratio Rank
HDV Calmar Ratio Rank: 7777
Calmar Ratio Rank
HDV Martin Ratio Rank: 6060
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.

TEKY vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Next Gen Technologies ETF (TEKY) 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.


TEKYHDVDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratioReturn relative to maximum drawdown

2.16

3.79

-1.63

Martin ratioReturn relative to average drawdown

5.90

10.39

-4.49

TEKY vs. HDV - Sharpe Ratio Comparison

The current TEKY Sharpe Ratio is 1.86, which is comparable to the HDV Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of TEKY 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

TEKY vs. HDV - Drawdown Comparison

The maximum TEKY drawdown since its inception was -21.43%, smaller than the maximum HDV drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for TEKY and HDV.


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Drawdown Indicators


TEKYHDVDifference

Max Drawdown

Largest peak-to-trough decline

-21.43%

-37.04%

+15.61%

Max Drawdown (1Y)

Largest decline over 1 year

-21.43%

-5.18%

-16.25%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

Current Drawdown

Current decline from peak

-0.93%

-2.65%

+1.72%

Average Drawdown

Average peak-to-trough decline

-4.80%

-3.08%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.82%

1.89%

+5.93%

Volatility

TEKY vs. HDV - Volatility Comparison

Lazard Next Gen Technologies ETF (TEKY) has a higher volatility of 11.20% compared to iShares Core High Dividend ETF (HDV) at 3.37%. This indicates that TEKY'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


TEKYHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.20%

3.37%

+7.83%

Volatility (6M)

Calculated over the trailing 6-month period

20.52%

7.52%

+13.00%

Volatility (1Y)

Calculated over the trailing 1-year period

24.94%

9.87%

+15.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.46%

12.80%

+13.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.46%

15.74%

+10.72%

TEKY vs. HDV - Expense Ratio Comparison

TEKY has a 0.50% expense ratio, which is higher than HDV's 0.08% expense ratio.


Dividends

TEKY vs. HDV - Dividend Comparison

TEKY's dividend yield for the trailing twelve months is around 0.16%, less than HDV's 2.94% yield.


PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
2.94%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
TEKY
Lazard Next Gen Technologies ETF
0.16%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TEKY and HDV have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TEKY has higher volatility (11.20%) compared to HDV (3.37%). In terms of maximum drawdown, TEKY dropped -21.43% vs HDV's -37.04%.

On 1-year performance, TEKY leads with 46.00% vs 19.54% for HDV. On fees, HDV is cheaper at 0.08% per year. On volatility, HDV has been the lower-risk option at 3.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TEKY has performed better with a 46.00% return vs 19.54%. 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 0.50% for TEKY.

HDV has the higher dividend yield at 2.94%, compared with 0.16% for TEKY.

TEKY is categorized as Technology Equities, while HDV is Dividend. They also come from different issuers: Lazard and iShares. Their fees differ too: 0.50% for TEKY and 0.08% for HDV.

HDV currently has the higher Sharpe Ratio (1.99 vs 1.86), 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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