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DFVE vs. IOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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DFVE vs. IOO - Yearly Performance Comparison


2026 (YTD)20252024
DFVE
Doubleline Fortune 500 Equal Weight ETF
1.77%14.51%13.70%
IOO
iShares Global 100 ETF
-4.50%27.02%22.39%

Returns By Period

In the year-to-date period, DFVE achieves a 1.77% return, which is significantly higher than IOO's -4.50% return.


DFVE

1D
1.90%
1M
-5.33%
YTD
1.77%
6M
3.98%
1Y
16.88%
3Y*
5Y*
10Y*

IOO

1D
3.46%
1M
-5.18%
YTD
-4.50%
6M
1.16%
1Y
26.95%
3Y*
21.47%
5Y*
14.29%
10Y*
15.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFVE vs. IOO - Expense Ratio Comparison

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


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: 5454
Overall Rank
DFVE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DFVE Sortino Ratio Rank: 5252
Sortino Ratio Rank
DFVE Omega Ratio Rank: 5252
Omega Ratio Rank
DFVE Calmar Ratio Rank: 5454
Calmar Ratio Rank
DFVE Martin Ratio Rank: 6262
Martin Ratio Rank

IOO
IOO Risk / Return Rank: 8383
Overall Rank
IOO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8383
Sortino Ratio Rank
IOO Omega Ratio Rank: 8282
Omega Ratio Rank
IOO Calmar Ratio Rank: 8282
Calmar Ratio Rank
IOO Martin Ratio Rank: 8888
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.


DFVEIOODifference

Sharpe ratio

Return per unit of total volatility

0.93

1.41

-0.48

Sortino ratio

Return per unit of downside risk

1.42

2.09

-0.67

Omega ratio

Gain probability vs. loss probability

1.20

1.31

-0.11

Calmar ratio

Return relative to maximum drawdown

1.41

2.18

-0.77

Martin ratio

Return relative to average drawdown

6.28

10.38

-4.10

DFVE vs. IOO - Sharpe Ratio Comparison

The current DFVE Sharpe Ratio is 0.93, which is lower than the IOO Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of DFVE and IOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFVEIOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.41

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.36

+0.53

Correlation

The correlation between DFVE and IOO is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DFVE vs. IOO - Dividend Comparison

DFVE's dividend yield for the trailing twelve months is around 1.49%, more than IOO's 0.96% yield.


TTM20252024202320222021202020192018201720162015
DFVE
Doubleline Fortune 500 Equal Weight ETF
1.49%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
0.96%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%

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.


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Drawdown Indicators


DFVEIOODifference

Max Drawdown

Largest peak-to-trough decline

-19.43%

-55.85%

+36.42%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-12.40%

-0.98%

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

-5.79%

-6.82%

+1.03%

Average Drawdown

Average peak-to-trough decline

-2.87%

-11.34%

+8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.61%

+0.39%

Volatility

DFVE vs. IOO - Volatility Comparison

The current volatility for Doubleline Fortune 500 Equal Weight ETF (DFVE) is 4.39%, while iShares Global 100 ETF (IOO) has a volatility of 6.26%. 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.


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Volatility by Period


DFVEIOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

6.26%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

10.69%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

19.22%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

16.97%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

17.74%

-1.92%