PortfoliosLab logo
^DVG vs. SPY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DVG and SPY is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

^DVG vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ US Dividend Achievers Select Index (^DVG) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%December2025FebruaryMarchAprilMay
323.33%
622.29%
^DVG
SPY

Key characteristics

Sharpe Ratio

^DVG:

0.49

SPY:

0.50

Sortino Ratio

^DVG:

0.66

SPY:

0.88

Omega Ratio

^DVG:

1.09

SPY:

1.13

Calmar Ratio

^DVG:

0.40

SPY:

0.56

Martin Ratio

^DVG:

1.62

SPY:

2.17

Ulcer Index

^DVG:

3.83%

SPY:

4.85%

Daily Std Dev

^DVG:

16.01%

SPY:

20.02%

Max Drawdown

^DVG:

-48.54%

SPY:

-55.19%

Current Drawdown

^DVG:

-5.86%

SPY:

-7.65%

Returns By Period

In the year-to-date period, ^DVG achieves a -1.47% return, which is significantly higher than SPY's -3.42% return. Over the past 10 years, ^DVG has underperformed SPY with an annualized return of 9.22%, while SPY has yielded a comparatively higher 12.35% annualized return.


^DVG

YTD

-1.47%

1M

3.44%

6M

-4.54%

1Y

8.08%

5Y*

11.44%

10Y*

9.22%

SPY

YTD

-3.42%

1M

2.87%

6M

-5.06%

1Y

9.87%

5Y*

15.76%

10Y*

12.35%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

^DVG vs. SPY — Risk-Adjusted Performance Rank

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

^DVG
The Risk-Adjusted Performance Rank of ^DVG is 5656
Overall Rank
The Sharpe Ratio Rank of ^DVG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DVG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ^DVG is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ^DVG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ^DVG is 6363
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6262
Overall Rank
The Sharpe Ratio Rank of SPY is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6464
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.

^DVG vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ US Dividend Achievers Select Index (^DVG) and SPDR S&P 500 ETF (SPY). 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.


The current ^DVG Sharpe Ratio is 0.49, which is comparable to the SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ^DVG and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.49
0.49
^DVG
SPY

Drawdowns

^DVG vs. SPY - Drawdown Comparison

The maximum ^DVG drawdown since its inception was -48.54%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^DVG and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.86%
-7.65%
^DVG
SPY

Volatility

^DVG vs. SPY - Volatility Comparison

The current volatility for NASDAQ US Dividend Achievers Select Index (^DVG) is 5.60%, while SPDR S&P 500 ETF (SPY) has a volatility of 7.48%. This indicates that ^DVG experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
5.60%
7.48%
^DVG
SPY