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ISIN
US4642863199
CUSIP
464286319
Issuer
iShares
Inception Date
Feb 23, 2012
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Dow Jones Emerging Markets Select Dividend Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$1B

Share Price Chart


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Performance

DVYE Performance Chart

iShares Emerging Markets Dividend ETF (DVYE) is up 10.5% since the beginning of the year. DVYE is currently trading at $34 per share. Investors who bought $1,000 worth of DVYE shares 5 years ago would now be looking at an investment worth $1,264.


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S&P 500 Index

Returns By Period

iShares Emerging Markets Dividend ETF (DVYE) has returned 10.48% so far this year and 28.16% over the past 12 months. Over the last ten years, DVYE has returned 7.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


iShares Emerging Markets Dividend ETF

1D
-1.77%
1M
-0.95%
YTD
10.48%
6M
10.81%
1Y
28.16%
3Y*
21.97%
5Y*
4.79%
10Y*
7.87%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVYE Monthly Returns History

Based on dividend-adjusted daily data since Feb 24, 2012, DVYE's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, an investment would double in approximately 16.1 years.

Historically, 52% of months were positive and 48% were negative. The best month was Nov 2020 with a return of +16.5%, while the worst month was Mar 2020 at -19.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, DVYE closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +7.3%, while the worst single day was Mar 12, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.89%3.71%-2.00%1.83%-2.71%0.76%10.48%
20252.40%-0.38%4.23%-1.10%4.78%3.77%-0.45%4.31%1.63%2.32%2.50%1.43%28.36%
2024-2.38%1.16%0.40%3.44%5.28%-2.13%-0.70%1.82%7.44%-2.82%-2.87%0.50%8.89%
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%-7.34%-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%

Benchmark Metrics

iShares Emerging Markets Dividend ETF has an annualized alpha of -5.33%, beta of 0.75, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since February 27, 2012.

  • This ETF participated in 91.69% of S&P 500 Index downside but only 54.55% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.47 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-5.33%
Beta
0.75
0.47
Upside Capture
54.55%
Downside Capture
91.69%

Expense Ratio

DVYE has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DVYE ranks 65 for risk / return — better than 65% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DVYE Risk / Return Rank: 6565
Overall Rank
DVYE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DVYE Sortino Ratio Rank: 5757
Sortino Ratio Rank
DVYE Omega Ratio Rank: 5757
Omega Ratio Rank
DVYE Calmar Ratio Rank: 8383
Calmar Ratio Rank
DVYE Martin Ratio Rank: 6969
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Emerging Markets Dividend ETF (DVYE) and compare them to S&P 500 Index.


DVYEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.34

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

4.36

2.93

+1.43

Martin ratioReturn relative to average drawdown

12.49

13.52

-1.04

Dividends

Dividend History

iShares Emerging Markets Dividend ETF provided a 5.13% dividend yield over the last twelve months, with an annual payout of $1.76 per share.


4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.76$1.83$3.05$2.40$2.39$2.81$1.96$2.42$2.13$2.01$1.58$1.97

Dividend yield

5.13%5.88%11.81%9.05%9.89%7.31%5.27%5.97%5.69%4.81%4.56%6.53%

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
2026$0.00$0.00$0.10$0.00$0.00$0.00$0.10
2025$0.00$0.00$0.18$0.00$0.00$0.68$0.00$0.00$0.55$0.00$0.00$0.42$1.83
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$0.53$2.81

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.


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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 4.05%.


Related event

Drawdown

Fall

Recovery

Underwater

2016 bear market2016
-47.42%Jan 2016
3y 18d2y 6d
5y 24dJan 2013 - Jan 2018
Bear market2022
-40.89%Sep 2022
7mo 14d2y 9mo
3y 5moFeb 2022 - Jul 2025
COVID crash2020
-38.22%Mar 2020
2mo 2d11mo 23d
1y 1moJan 2020 - Mar 2021
Rate-hike selloffLate 2018
-17.14%Oct 2018
9mo 3d1y 2mo
1y 11moJan 2018 - Jan 2020
2012 correction2012
-14.68%Jun 2012
3mo 4d6mo 5d
9mo 9dMar 2012 - Dec 2012

Drawdown Indicators


DVYEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-47.42%

-56.78%

+9.36%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-9.10%

+2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-14.63%

-18.90%

+4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-40.89%

-25.43%

-15.46%

Max Drawdown (10Y)

Largest decline over 10 years

-40.89%

-33.92%

-6.97%

Current Drawdown

Current decline from peak

-4.05%

-0.74%

-3.31%

Average Drawdown

Average peak-to-trough decline

-15.38%

-10.72%

-4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.97%

+0.29%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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