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DIVB vs. BKIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVB vs. BKIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Dividend ETF (DIVB) and BNY Mellon International Equity ETF (BKIE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIVB achieves a 21.10% return, which is significantly higher than BKIE's 8.78% return.


DIVB

1D
-0.39%
1M
4.50%
6M
17.92%
YTD
21.10%
1Y
28.75%
3Y*
20.41%
5Y*
12.76%
10Y*
ALL TIME*
14.10%

BKIE

1D
-0.68%
1M
-1.34%
6M
5.02%
YTD
8.78%
1Y
21.47%
3Y*
15.90%
5Y*
9.60%
10Y*
ALL TIME*
14.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVB vs. BKIE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DIVB
iShares Core Dividend ETF
21.10%15.09%18.59%13.27%-10.51%31.29%37.10%
BKIE
BNY Mellon International Equity ETF
8.78%32.08%4.63%18.25%-13.60%13.75%34.17%

Correlation

The correlation between DIVB and BKIE 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 (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2020

0.73

The correlation between DIVB and BKIE shifts across timeframes, from 0.56 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DIVB vs. BKIE — Risk / Return Rank

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

DIVB
DIVB Risk / Return Rank: 9090
Overall Rank
DIVB Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 9191
Sortino Ratio Rank
DIVB Omega Ratio Rank: 8989
Omega Ratio Rank
DIVB Calmar Ratio Rank: 9191
Calmar Ratio Rank
DIVB Martin Ratio Rank: 8888
Martin Ratio Rank

BKIE
BKIE Risk / Return Rank: 5454
Overall Rank
BKIE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BKIE Sortino Ratio Rank: 5656
Sortino Ratio Rank
BKIE Omega Ratio Rank: 5454
Omega Ratio Rank
BKIE Calmar Ratio Rank: 4949
Calmar Ratio Rank
BKIE Martin Ratio Rank: 5757
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.

DIVB vs. BKIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend ETF (DIVB) and BNY Mellon International Equity ETF (BKIE). 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.


DIVBBKIEDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.42

1.25

+0.17

Calmar ratioReturn relative to maximum drawdown

4.23

1.89

+2.34

Martin ratioReturn relative to average drawdown

14.18

7.24

+6.94

DIVB vs. BKIE - Sharpe Ratio Comparison

The current DIVB Sharpe Ratio is 2.37, which is higher than the BKIE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of DIVB and BKIE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DIVB vs. BKIE - Drawdown Comparison

The maximum DIVB drawdown since its inception was -36.93%, which is greater than BKIE's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for DIVB and BKIE.


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Drawdown Indicators


DIVBBKIEDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-28.19%

-8.74%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-11.41%

+4.59%

Max Drawdown (3Y)

Largest decline over 3 years

-15.45%

-13.19%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-28.19%

+7.11%

Current Drawdown

Current decline from peak

-0.84%

-2.34%

+1.50%

Average Drawdown

Average peak-to-trough decline

-4.93%

-4.90%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.97%

-0.94%

Volatility

DIVB vs. BKIE - Volatility Comparison

iShares Core Dividend ETF (DIVB) has a higher volatility of 4.60% compared to BNY Mellon International Equity ETF (BKIE) at 3.70%. This indicates that DIVB's price experiences larger fluctuations and is considered to be riskier than BKIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIVBBKIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

3.70%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

13.03%

-3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

15.22%

-3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

16.18%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

16.32%

+2.03%

DIVB vs. BKIE - Expense Ratio Comparison

DIVB has a 0.05% expense ratio, which is higher than BKIE's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DIVB vs. BKIE - Dividend Comparison

DIVB's dividend yield for the trailing twelve months is around 2.19%, less than BKIE's 3.23% yield.


PositionTTM202520242023202220212020201920182017
BKIE
BNY Mellon International Equity ETF
3.23%3.12%3.31%2.88%2.97%2.58%1.49%0.00%0.00%0.00%
DIVB
iShares Core Dividend ETF
2.19%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%

Frequently Asked Questions


DIVB and BKIE 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.

DIVB has higher volatility (4.60%) compared to BKIE (3.70%). In terms of maximum drawdown, DIVB dropped -36.93% vs BKIE's -28.19%.

On 5-year performance, DIVB leads with 12.76% vs 9.60% for BKIE. On fees, BKIE is cheaper at 0.04% per year. On volatility, BKIE has been the lower-risk option at 3.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DIVB has performed better with a 12.76% return vs 9.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BKIE is cheaper with a 0.04% expense ratio, compared with 0.05% for DIVB.

BKIE has the higher dividend yield at 3.23%, compared with 2.19% for DIVB.

DIVB is categorized as Dividend, while BKIE is Foreign Large Cap Equities. DIVB tracks Morningstar US Dividend and Buyback Index, while BKIE tracks Solactive GBS Developed Markets ex United States Large & Mid Cap USD Index NTR. They also come from different issuers: iShares and BNY Mellon. Their fees differ too: 0.05% for DIVB and 0.04% for BKIE.

DIVB currently has the higher Sharpe Ratio (2.37 vs 1.42), 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

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