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DIVB vs. CALF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DIVB and CALF is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

DIVB vs. CALF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Dividend and Buyback ETF (DIVB) and Pacer US Small Cap Cash Cows 100 ETF (CALF). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
123.37%
101.45%
DIVB
CALF

Key characteristics

Sharpe Ratio

DIVB:

1.64

CALF:

-0.21

Sortino Ratio

DIVB:

2.34

CALF:

-0.17

Omega Ratio

DIVB:

1.29

CALF:

0.98

Calmar Ratio

DIVB:

2.50

CALF:

-0.32

Martin Ratio

DIVB:

10.01

CALF:

-0.72

Ulcer Index

DIVB:

1.83%

CALF:

6.21%

Daily Std Dev

DIVB:

11.17%

CALF:

20.93%

Max Drawdown

DIVB:

-36.93%

CALF:

-47.58%

Current Drawdown

DIVB:

-7.32%

CALF:

-9.12%

Returns By Period

In the year-to-date period, DIVB achieves a 17.32% return, which is significantly higher than CALF's -6.82% return.


DIVB

YTD

17.32%

1M

-4.89%

6M

7.37%

1Y

17.48%

5Y*

11.62%

10Y*

N/A

CALF

YTD

-6.82%

1M

-4.20%

6M

0.94%

1Y

-7.05%

5Y*

12.09%

10Y*

N/A

Compare stocks, funds, or ETFs

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


DIVB vs. CALF - Expense Ratio Comparison

DIVB has a 0.25% expense ratio, which is lower than CALF's 0.59% expense ratio.


CALF
Pacer US Small Cap Cash Cows 100 ETF
Expense ratio chart for CALF: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for DIVB: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

DIVB vs. CALF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Dividend and Buyback ETF (DIVB) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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.


Sharpe ratio
The chart of Sharpe ratio for DIVB, currently valued at 1.64, compared to the broader market0.002.004.001.64-0.21
The chart of Sortino ratio for DIVB, currently valued at 2.34, compared to the broader market-2.000.002.004.006.008.0010.002.34-0.17
The chart of Omega ratio for DIVB, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.290.98
The chart of Calmar ratio for DIVB, currently valued at 2.50, compared to the broader market0.005.0010.0015.002.50-0.32
The chart of Martin ratio for DIVB, currently valued at 10.01, compared to the broader market0.0020.0040.0060.0080.00100.0010.01-0.72
DIVB
CALF

The current DIVB Sharpe Ratio is 1.64, which is higher than the CALF Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of DIVB and CALF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.64
-0.21
DIVB
CALF

Dividends

DIVB vs. CALF - Dividend Comparison

DIVB's dividend yield for the trailing twelve months is around 3.38%, more than CALF's 1.11% yield.


TTM2023202220212020201920182017
DIVB
iShares U.S. Dividend and Buyback ETF
2.64%3.18%2.02%1.63%2.08%2.07%2.51%0.37%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.11%1.18%0.85%2.63%0.82%0.99%1.39%0.70%

Drawdowns

DIVB vs. CALF - Drawdown Comparison

The maximum DIVB drawdown since its inception was -36.93%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for DIVB and CALF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.32%
-9.12%
DIVB
CALF

Volatility

DIVB vs. CALF - Volatility Comparison

The current volatility for iShares U.S. Dividend and Buyback ETF (DIVB) is 3.55%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 5.44%. This indicates that DIVB experiences smaller price fluctuations and is considered to be less risky than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.55%
5.44%
DIVB
CALF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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