PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
DFVE vs. IOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DFVE vs. IOO

Last updated Jun 23, 2026

DFVE (Doubleline Fortune 500 Equal Weight ETF) and IOO (iShares Global 100 ETF) are both exchange-traded funds - DFVE is a Large Cap Blend Equities fund tracking the Barclays Fortune 500 Equal Weighted Index - Benchmark TR Gross, while IOO is a Global Equities fund tracking the S&P Global 100 Index (Net). Both are passively managed. Over the past year, DFVE returned 24.56% vs 34.19% for IOO. A 0.60 correlation means they provide meaningful diversification when combined. DFVE charges 0.20%/yr vs 0.40%/yr for IOO.

Performance

DFVE vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doubleline Fortune 500 Equal Weight ETF (DFVE) and iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DFVE achieves a 11.42% return, which is significantly higher than IOO's 8.90% return.

DFVE

1D
0.05%
1M
2.20%
YTD
11.42%
6M
10.24%
1Y
24.56%
3Y*
—
5Y*
—
10Y*
—

IOO

1D
-1.37%
1M
-2.56%
YTD
8.90%
6M
9.44%
1Y
34.19%
3Y*
23.69%
5Y*
15.86%
10Y*
16.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFVE vs. IOO - Yearly Performance Comparison

2026 (YTD)20252024
DFVE
Doubleline Fortune 500 Equal Weight ETF		11.42%14.51%14.66%
IOO
iShares Global 100 ETF		8.90%27.02%23.97%

Correlation

The correlation between DFVE and IOO is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

0.60

The correlation between DFVE and IOO has been stable across timeframes, ranging from 0.56 to 0.60 - a consistent structural relationship.

DFVE vs. IOO - Sectors Allocation Comparison

Sectors
DFVE
IOO

Industrials

17.7%
4.8%

Consumer Cyclical

16.6%
8.4%

Financial Services

15.3%
9.2%

Technology

11.8%
47.0%

Healthcare

9.9%
8.4%

Consumer Defensive

8.1%
5.6%

Energy

5.8%
3.6%

Utilities

5.3%
0.5%

Basic Materials

4.3%
1.7%

Communication Services

3.9%
10.8%

Real Estate

1.3%
0.2%

Industrials

DFVE
17.7%
IOO
4.8%

Consumer Cyclical

DFVE
16.6%
IOO
8.4%

Financial Services

DFVE
15.3%
IOO
9.2%

Technology

DFVE
11.8%
IOO
47.0%

Healthcare

DFVE
9.9%
IOO
8.4%

Consumer Defensive

DFVE
8.1%
IOO
5.6%

Energy

DFVE
5.8%
IOO
3.6%

Utilities

DFVE
5.3%
IOO
0.5%

Basic Materials

DFVE
4.3%
IOO
1.7%

Communication Services

DFVE
3.9%
IOO
10.8%

Real Estate

DFVE
1.3%
IOO
0.2%

Compare stocks, funds, or ETFs

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

Doubleline Fortune 500 Equal Weight ETF

iShares Global 100 ETF

Often compared with DFVE:
DFVE vs. SCHXDFVE vs. BDGSDFVE vs. DCMTDFVE vs. DMXDFVE vs. DBNDDFVE vs. DCREDFVE vs. DMBS
Often compared with IOO:
IOO vs. IVVIOO vs. SPYIOO vs. NDQ.AXIOO vs. OEFIOO vs. NDAQIOO vs. VGTIOO vs. MOAT

Return for Risk

DFVE vs. IOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFVE
DFVE Risk / Return Rank: 6161
Overall Rank
DFVE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DFVE Sortino Ratio Rank: 6262
Sortino Ratio Rank
DFVE Omega Ratio Rank: 5656
Omega Ratio Rank
DFVE Calmar Ratio Rank: 6666
Calmar Ratio Rank
DFVE Martin Ratio Rank: 6464
Martin Ratio Rank
IOO
IOO Risk / Return Rank: 7676
Overall Rank
IOO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 7676
Sortino Ratio Rank
IOO Omega Ratio Rank: 7676
Omega Ratio Rank
IOO Calmar Ratio Rank: 7171
Calmar Ratio Rank
IOO Martin Ratio Rank: 7979
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.

DFVE vs. IOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doubleline Fortune 500 Equal Weight ETF (DFVE) and iShares Global 100 ETF (IOO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

DFVEIOODifference
Sharpe ratioReturn per unit of total volatility
1.93
2.42

-0.49

Sortino ratioReturn per unit of downside risk
2.80
3.26

-0.46

Omega ratioGain probability vs. loss probability

1.34

1.43

-0.09

Calmar ratioReturn relative to maximum drawdown

3.17

3.46

-0.29

Martin ratioReturn relative to average drawdown

11.25

15.01

-3.76

DFVE vs. IOO - Sharpe Ratio Comparison

The current DFVE Sharpe Ratio is 1.93, which is comparable to the IOO Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of DFVE and IOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

DFVE vs. IOO - Drawdown Comparison

The maximum DFVE drawdown since its inception was -19.43%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for DFVE and IOO.

Loading charts...

Drawdown Indicators

DFVEIOODifference

Max Drawdown

Largest peak-to-trough decline

-19.43%

-55.85%

+36.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-9.94%

+2.15%

Max Drawdown (3Y)

Largest decline over 3 years

—

-19.19%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-23.52%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.43%

—

Current Drawdown

Current decline from peak

-1.35%

-4.28%

+2.93%

Average Drawdown

Average peak-to-trough decline

-2.73%

-11.25%

+8.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.28%

-0.09%

Volatility

DFVE vs. IOO - Volatility Comparison

The current volatility for Doubleline Fortune 500 Equal Weight ETF (DFVE) is 3.23%, while iShares Global 100 ETF (IOO) has a volatility of 5.15%. This indicates that DFVE experiences smaller price fluctuations and is considered to be less risky than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

DFVEIOODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

5.15%

-1.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

11.44%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.82%

14.21%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

17.15%

-1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

17.82%

-2.31%

DFVE vs. IOO - Expense Ratio Comparison

DFVE has a 0.20% expense ratio, which is lower than IOO's 0.40% expense ratio.

Dividends

DFVE vs. IOO - Dividend Comparison

DFVE's dividend yield for the trailing twelve months is around 1.36%, more than IOO's 0.85% yield.

PositionTTM20252024202320222021202020192018201720162015
DFVE
Doubleline Fortune 500 Equal Weight ETF		1.36%1.52%1.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IOO
iShares Global 100 ETF		0.85%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%

Frequently Asked Questions

DFVE and IOO have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IOO has higher volatility (5.15%) compared to DFVE (3.23%). In terms of maximum drawdown, DFVE dropped -19.43% vs IOO's -55.85%.

On 1-year performance, IOO leads with 34.19% vs 24.56% for DFVE. On fees, DFVE is cheaper at 0.20% per year. On volatility, DFVE has been the lower-risk option at 3.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IOO has performed better with a 34.19% return vs 24.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DFVE is cheaper with a 0.20% expense ratio, compared with 0.40% for IOO.

DFVE has the higher dividend yield at 1.36%, compared with 0.85% for IOO.

DFVE is categorized as Large Cap Blend Equities, while IOO is Global Equities. DFVE tracks Barclays Fortune 500 Equal Weighted Index - Benchmark TR Gross, while IOO tracks S&P Global 100 Index (Net). They also come from different issuers: DoubleLine and iShares. Their fees differ too: 0.20% for DFVE and 0.40% for IOO.

IOO currently has the higher Sharpe Ratio (2.42 vs 1.93), 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.

Portfolio Optimizer

Find the right allocation for DFVE and IOO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer