DEZ.DE vs. DVY
DEZ.DE (DEUTZ Aktiengesellschaft) is a stock, while DVY (iShares Select Dividend ETF) is Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index. Over the past 10 years, DEZ.DE returned 11.10%/yr vs 9.90%/yr for DVY. At a 0.24 correlation, their price movements are largely independent.
Performance
DEZ.DE vs. DVY - Performance Comparison
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Different Trading Currencies
DEZ.DE is traded in EUR, while DVY is traded in USD. To make them comparable, the DVY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DEZ.DE achieves a 16.43% return, which is significantly higher than DVY's 11.86% return. Over the past 10 years, DEZ.DE has outperformed DVY with an annualized return of 11.10%, while DVY has yielded a comparatively lower 9.90% annualized return.
DEZ.DE
- 1D
- -1.42%
- 1M
- -0.18%
- YTD
- 16.43%
- 6M
- 24.80%
- 1Y
- 28.37%
- 3Y*
- 23.22%
- 5Y*
- 8.90%
- 10Y*
- 11.10%
DVY
- 1D
- 0.67%
- 1M
- 0.89%
- YTD
- 11.86%
- 6M
- 11.61%
- 1Y
- 21.06%
- 3Y*
- 12.88%
- 5Y*
- 9.69%
- 10Y*
- 9.90%
DEZ.DE vs. DVY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEZ.DE DEUTZ Aktiengesellschaft | 16.43% | 115.43% | -13.22% | 21.77% | -36.24% | 28.82% | -4.28% | 10.14% | -30.82% | 43.17% |
DVY iShares Select Dividend ETF | 11.86% | -1.65% | 23.91% | -1.91% | 8.10% | 41.55% | -12.75% | 25.39% | -1.96% | 0.71% |
Correlation
The correlation between DEZ.DE and DVY is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.24 |
The correlation between DEZ.DE and DVY shifts across timeframes, from 0.09 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DEZ.DE vs. DVY — Risk / Return Rank
DEZ.DE
DVY
DEZ.DE vs. DVY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DEUTZ Aktiengesellschaft (DEZ.DE) and iShares Select Dividend ETF (DVY). 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.
| DEZ.DE | DVY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.31 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 4.48 | -3.63 |
| Martin ratioReturn relative to average drawdown | 2.04 | 15.78 | -13.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEZ.DE | DVY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.82 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.64 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.53 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.46 | -0.39 |
Drawdowns
DEZ.DE vs. DVY - Drawdown Comparison
The maximum DEZ.DE drawdown since its inception was -90.22%, which is greater than DVY's maximum drawdown of -56.59%. Use the drawdown chart below to compare losses from any high point for DEZ.DE and DVY.
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Drawdown Indicators
| DEZ.DE | DVY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.22% | -56.59% | -33.63% |
Max Drawdown (1Y)Largest decline over 1 year | -33.20% | -4.72% | -28.48% |
Max Drawdown (3Y)Largest decline over 3 years | -36.67% | -20.03% | -16.64% |
Max Drawdown (5Y)Largest decline over 5 years | -62.28% | -20.03% | -42.25% |
Max Drawdown (10Y)Largest decline over 10 years | -69.00% | -40.69% | -28.31% |
Current DrawdownCurrent decline from peak | -20.82% | -0.66% | -20.16% |
Average DrawdownAverage peak-to-trough decline | -51.89% | -10.22% | -41.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.83% | 1.34% | +12.49% |
Volatility
DEZ.DE vs. DVY - Volatility Comparison
DEUTZ Aktiengesellschaft (DEZ.DE) has a higher volatility of 12.61% compared to iShares Select Dividend ETF (DVY) at 2.91%. This indicates that DEZ.DE's price experiences larger fluctuations and is considered to be riskier than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEZ.DE | DVY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.61% | 2.91% | +9.70% |
Volatility (6M)Calculated over the trailing 6-month period | 35.48% | 8.13% | +27.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.53% | 11.68% | +32.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.32% | 15.25% | +26.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.79% | 18.60% | +22.19% |
Dividends
DEZ.DE vs. DVY - Dividend Comparison
DEZ.DE's dividend yield for the trailing twelve months is around 1.85%, less than DVY's 3.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEZ.DE DEUTZ Aktiengesellschaft | 1.85% | 2.00% | 4.21% | 3.12% | 3.71% | 0.00% | 2.94% | 2.69% | 2.92% | 0.92% | 1.31% | 1.90% |
DVY iShares Select Dividend ETF | 3.39% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
Frequently Asked Questions
DEZ.DE and DVY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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