iShares Emerging Markets Dividend ETF (DVYE) Sharpe Ratio: 1.70

DVYE's Sharpe Ratio of 1.70 indicates that for each unit of volatility, it generates 1.70 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 6, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

DVYE Sharpe Ratio Rank

Average

DVYE ranks above 50.8% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

DVYE Sharpe Ratio Market Positioning

The chart shows DVYE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.86 or lower
Yellow zone (middle 50%): 0.86 to 2.36
Green zone (top 25%): 2.36 or higher
Top 1%: 7.65+
Median: 1.67 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Emerging Markets Dividend ETF's Sharpe Ratio with other ETFs in the Emerging Markets Equities, Dividend category across multiple time periods, showing how DVYE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 6, 2026.

Symbol	Name	1Y Sharpe Ratio
GEME	Pacific North of South Global Emerging Markets Equity Active ETF	3.69
AMDY	YieldMax AMD Option Income Strategy ETF	3.69
EVLU	iShares MSCI Emerging Markets Value Factor ETF	3.61
ROAM	Hartford Multifactor Emerging Markets ETF	3.33
DBEM	Xtrackers MSCI Emerging Markets Hedged Equity ETF	3.33
INCE	Franklin Income Equity Focus ETF	3.32
XCEM	Columbia EM Core ex-China ETF	3.27
PIE	Invesco DWA Emerging Markets Momentum ETF	3.16
LVHI	Franklin International Low Volatility High Dividend Index ETF	3.14
ECON	Columbia Emerging Markets Consumer ETF	3.02
DVYE	iShares Emerging Markets Dividend ETF	1.70

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

The chart shows DVYE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DVYE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does DVYE fit in your portfolio?

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