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iShares Emerging Markets Dividend ETF (DVYE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642863199

CUSIP

464286319

Issuer

iShares

Inception Date

Feb 23, 2012

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

Dow Jones Emerging Markets Select Dividend Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

DVYE features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for DVYE: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DVYE vs. DEM DVYE vs. DVYA DVYE vs. GLD DVYE vs. SCHD DVYE vs. DVY DVYE vs. QQQ DVYE vs. COWZ DVYE vs. SOXL DVYE vs. VT DVYE vs. SCHE
Popular comparisons:
DVYE vs. DEM DVYE vs. DVYA DVYE vs. GLD DVYE vs. SCHD DVYE vs. DVY DVYE vs. QQQ DVYE vs. COWZ DVYE vs. SOXL DVYE vs. VT DVYE vs. SCHE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Emerging Markets Dividend ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.70%
8.53%
DVYE (iShares Emerging Markets Dividend ETF)
Benchmark (^GSPC)

Returns By Period

iShares Emerging Markets Dividend ETF had a return of 9.02% year-to-date (YTD) and 10.69% in the last 12 months. Over the past 10 years, iShares Emerging Markets Dividend ETF had an annualized return of 2.21%, while the S&P 500 had an annualized return of 11.06%, indicating that iShares Emerging Markets Dividend ETF did not perform as well as the benchmark.


DVYE

YTD

9.02%

1M

-0.67%

6M

2.71%

1Y

10.69%

5Y*

-0.18%

10Y*

2.21%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of DVYE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.38%1.16%0.40%3.44%5.28%-2.13%-0.70%1.82%7.44%-2.82%-2.87%9.02%
20238.17%-6.36%0.83%2.36%-4.74%6.07%6.04%-5.62%-0.07%-1.39%8.51%6.92%20.88%
20220.36%-7.97%-7.35%-6.82%-0.13%-10.69%-2.71%-0.89%-8.70%1.41%10.09%-1.84%-31.38%
2021-1.77%4.68%3.16%0.94%2.91%-1.45%-1.70%3.74%-0.11%-0.05%-4.30%4.92%11.02%
2020-5.29%-7.98%-19.44%8.38%4.42%0.49%1.31%-0.54%-3.05%-1.36%16.46%8.79%-2.51%
201912.05%-2.72%-0.86%1.32%-3.41%6.15%-1.59%-5.73%0.92%2.08%1.05%6.46%15.41%
20187.89%-3.41%-0.15%-4.33%-1.16%-2.77%4.34%-2.58%-0.14%-3.26%2.95%-2.35%-5.56%
20177.66%4.46%2.78%0.45%1.77%-0.09%3.41%3.25%-1.22%0.55%-1.39%2.89%27.04%
2016-5.05%3.85%10.73%3.36%-6.58%7.90%6.97%-0.42%2.70%0.56%-4.27%0.39%20.26%
20150.24%3.20%-4.25%10.61%-4.96%-2.58%-10.72%-9.98%-5.00%6.22%-4.00%-3.75%-23.99%
2014-8.96%3.74%4.02%2.22%0.68%0.88%0.45%2.25%-8.27%-1.24%-0.24%-5.78%-10.79%
2013-2.29%-2.06%-2.38%2.34%-5.00%-5.83%1.09%-3.13%7.98%4.17%-3.15%-1.76%-10.38%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DVYE is 43, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DVYE is 4343
Overall Rank
The Sharpe Ratio Rank of DVYE is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of DVYE is 4747
Sortino Ratio Rank
The Omega Ratio Rank of DVYE is 4545
Omega Ratio Rank
The Calmar Ratio Rank of DVYE is 3737
Calmar Ratio Rank
The Martin Ratio Rank of DVYE is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Emerging Markets Dividend ETF (DVYE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DVYE, currently valued at 0.83, compared to the broader market0.002.004.000.832.10
The chart of Sortino ratio for DVYE, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.0010.001.292.80
The chart of Omega ratio for DVYE, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.39
The chart of Calmar ratio for DVYE, currently valued at 0.54, compared to the broader market0.005.0010.0015.000.543.09
The chart of Martin ratio for DVYE, currently valued at 2.85, compared to the broader market0.0020.0040.0060.0080.00100.002.8513.49
DVYE
^GSPC

The current iShares Emerging Markets Dividend ETF Sharpe ratio is 0.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Emerging Markets Dividend ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.83
2.10
DVYE (iShares Emerging Markets Dividend ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Emerging Markets Dividend ETF provided a 11.79% dividend yield over the last twelve months, with an annual payout of $3.05 per share.


5.00%6.00%7.00%8.00%9.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.05$2.40$2.39$2.81$1.96$2.42$2.13$2.01$1.58$1.96$1.89$2.24

Dividend yield

11.79%9.05%9.90%7.31%5.27%5.97%5.69%4.81%4.56%6.52%4.51%4.59%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Emerging Markets Dividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.11$0.00$0.00$0.71$0.00$0.00$0.81$0.00$0.00$1.42$3.05
2023$0.00$0.00$0.09$0.00$0.00$0.87$0.00$0.00$0.69$0.00$0.00$0.75$2.40
2022$0.00$0.00$0.25$0.00$0.00$0.63$0.00$0.00$0.77$0.00$0.00$0.73$2.39
2021$0.00$0.00$0.30$0.00$0.00$1.30$0.00$0.00$0.68$0.00$0.00$0.54$2.81
2020$0.00$0.00$0.35$0.00$0.00$0.72$0.00$0.00$0.49$0.00$0.00$0.40$1.96
2019$0.00$0.00$0.25$0.00$0.00$0.94$0.00$0.00$0.78$0.00$0.00$0.46$2.42
2018$0.00$0.00$0.16$0.00$0.00$0.51$0.00$0.00$1.05$0.00$0.00$0.41$2.13
2017$0.00$0.00$0.12$0.00$0.00$0.53$0.00$0.00$0.90$0.00$0.00$0.46$2.01
2016$0.00$0.00$0.11$0.00$0.00$0.68$0.00$0.00$0.67$0.00$0.00$0.11$1.58
2015$0.00$0.00$0.25$0.00$0.00$0.78$0.00$0.00$0.76$0.00$0.00$0.18$1.96
2014$0.00$0.00$0.25$0.00$0.00$0.83$0.00$0.00$0.76$0.00$0.00$0.05$1.89
2013$0.24$0.00$0.00$0.83$0.00$0.00$0.75$0.00$0.00$0.42$2.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.18%
-2.62%
DVYE (iShares Emerging Markets Dividend ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Emerging Markets Dividend ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Emerging Markets Dividend ETF was 47.42%, occurring on Jan 21, 2016. Recovery took 508 trading sessions.

The current iShares Emerging Markets Dividend ETF drawdown is 14.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.42%Jan 3, 2013768Jan 21, 2016508Jan 26, 20181276
-40.89%Feb 17, 2022155Sep 29, 2022
-38.22%Jan 21, 202044Mar 23, 2020244Mar 11, 2021288
-17.14%Jan 29, 2018191Oct 29, 2018295Jan 2, 2020486
-14.68%Mar 2, 201264Jun 4, 2012128Dec 6, 2012192

Volatility

Volatility Chart

The current iShares Emerging Markets Dividend ETF volatility is 5.28%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.28%
3.79%
DVYE (iShares Emerging Markets Dividend ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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