iShares Core High Dividend ETF (HDV) Alpha and Beta

iShares Core High Dividend ETF (HDV) is a low-risk fund that has consistently delivered positive risk-adjusted return.

iShares Core High Dividend ETF (HDV) – Historical Beta

U.S. Market exposure (beta) of the fund has varied in the narrow window between 0.52 and 0.60:

Chart of the history of U.S. Market Beta for iShares Core High Dividend ETF (HDV)

iShares Core High Dividend ETF (HDV) U.S. Market Beta History

iShares Core High Dividend ETF (HDV) – Historical Alpha

The fund has consistently generated positive risk-adjusted return from security selection (αReturn):

Chart of the risk-adjusted returns from security selection of iShares Core High Dividend ETF (HDV)

iShares Core High Dividend ETF (HDV) Security Selection Return History

This αReturn exceeds the results of 95% of U.S. mutual funds with medium and lower portfolio turnover rates:

Chart of the security selection return of iShares Core High Dividend ETF (HDV) compared to the peer group of all U.S. mutual funds with medium turnover

iShares Core High Dividend ETF (HDV) Security Selection Return Vs Peers

 

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