DDD vs. DVYE

Last updated Jun 4, 2026

DDD (3D Systems Corporation) is a stock, while DVYE (iShares Emerging Markets Dividend ETF) is Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Select Dividend Index. Over the past 10 years, DDD returned -12.39%/yr vs 7.87%/yr for DVYE. At a 0.35 correlation, their price movements are largely independent.

Performance

DDD vs. DVYE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 3D Systems Corporation (DDD) and iShares Emerging Markets Dividend ETF (DVYE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDD achieves a 103.95% return, which is significantly higher than DVYE's 10.48% return. Over the past 10 years, DDD has underperformed DVYE with an annualized return of -12.39%, while DVYE has yielded a comparatively higher 7.87% annualized return.

DDD

• 1D: -6.96%
• 1M: 54.27%
• YTD: 103.95%
• 6M: 63.35%
• 1Y: 106.29%
• 3Y*: -27.00%
• 5Y*: -34.52%
• 10Y*: -12.39%

DVYE

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

*Multi-year figures are annualized to reflect compound growth (CAGR)

DDD vs. DVYE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DDD 3D Systems Corporation	103.95%	-46.04%	-48.35%	-14.19%	-65.65%	105.53%	19.77%	-13.96%	17.71%	-34.99%
DVYE iShares Emerging Markets Dividend ETF	10.48%	28.36%	8.89%	20.88%	-31.38%	11.02%	-2.51%	15.41%	-5.56%	27.04%

Correlation

The correlation between DDD and DVYE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Feb 27, 2012	0.35

Return for Risk

DDD vs. DVYE — Risk / Return Rank

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

DDD

DDD Risk / Return Rank: 73
DDD Sharpe Ratio Rank: 74
DDD Sortino Ratio Rank: 76
DDD Omega Ratio Rank: 73
DDD Calmar Ratio Rank: 74
DDD Martin Ratio Rank: 68

DVYE

DVYE Risk / Return Rank: 63
DVYE Sharpe Ratio Rank: 57
DVYE Sortino Ratio Rank: 55
DVYE Omega Ratio Rank: 55
DVYE Calmar Ratio Rank: 82
DVYE Martin Ratio Rank: 67

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.

DDD vs. DVYE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3D Systems Corporation (DDD) and iShares Emerging Markets Dividend ETF (DVYE). 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.

	DDD	DVYE	Difference
Sharpe ratio Return per unit of total volatility	1.10	1.98	-0.87
Sortino ratio Return per unit of downside risk	2.11	2.68	-0.57
Omega ratio Gain probability vs. loss probability	1.25	1.34	-0.10
Calmar ratio Return relative to maximum drawdown	2.01	4.36	-2.35
Martin ratio Return relative to average drawdown	3.28	12.49	-9.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DDD vs. DVYE - Sharpe Ratio Comparison

The current DDD Sharpe Ratio is 1.10, which is lower than the DVYE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of DDD and DVYE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DDD	DVYE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	1.98	-0.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.43	0.28	-0.72
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.15	0.43	-0.58
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.16	-0.17

Drawdowns

DDD vs. DVYE - Drawdown Comparison

The maximum DDD drawdown since its inception was -98.58%, which is greater than DVYE's maximum drawdown of -47.42%. Use the drawdown chart below to compare losses from any high point for DDD and DVYE.

Drawdown Indicators

	DDD	DVYE	Difference
Max Drawdown Largest peak-to-trough decline	-98.58%	-47.42%	-51.16%
Max Drawdown (1Y) Largest decline over 1 year	-53.17%	-6.49%	-46.68%
Max Drawdown (3Y) Largest decline over 3 years	-87.23%	-14.63%	-72.60%
Max Drawdown (5Y) Largest decline over 5 years	-96.58%	-40.89%	-55.69%
Max Drawdown (10Y) Largest decline over 10 years	-97.52%	-40.89%	-56.63%
Current Drawdown Current decline from peak	-96.26%	-4.05%	-92.21%
Average Drawdown Average peak-to-trough decline	-58.46%	-15.38%	-43.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	32.49%	2.26%	+30.23%

Volatility

DDD vs. DVYE - Volatility Comparison

3D Systems Corporation (DDD) has a higher volatility of 32.11% compared to iShares Emerging Markets Dividend ETF (DVYE) at 5.67%. This indicates that DDD's price experiences larger fluctuations and is considered to be riskier than DVYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DDD	DVYE	Difference
Volatility (1M) Calculated over the trailing 1-month period	32.11%	5.67%	+26.44%
Volatility (6M) Calculated over the trailing 6-month period	64.78%	11.62%	+53.16%
Volatility (1Y) Calculated over the trailing 1-year period	97.78%	14.32%	+83.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.06%	16.99%	+63.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	82.90%	18.40%	+64.50%

Dividends

DDD vs. DVYE - Dividend Comparison

DDD has not paid dividends to shareholders, while DVYE's dividend yield for the trailing twelve months is around 5.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DDD 3D Systems Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DVYE iShares Emerging Markets Dividend ETF	5.13%	5.88%	11.81%	9.05%	9.89%	7.31%	5.27%	5.97%	5.69%	4.81%	4.56%	6.53%

Frequently Asked Questions

Can I hold both DDD and DVYE in my portfolio?

DDD and DVYE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DDD or DVYE?

DDD has higher volatility (32.11%) compared to DVYE (5.67%). In terms of maximum drawdown, DDD dropped -98.58% vs DVYE's -47.42%.

Which has better risk-adjusted returns?

DVYE currently has the higher Sharpe Ratio (1.98 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.