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DIVB vs. FLLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVB vs. FLLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Dividend and Buyback ETF (DIVB) and Franklin Liberty U.S. Low Volatility ETF (FLLV). 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 17.35% return, which is significantly higher than FLLV's 13.04% return.


DIVB

1D
-0.56%
1M
8.55%
YTD
17.35%
6M
17.71%
1Y
29.81%
3Y*
22.07%
5Y*
12.19%
10Y*

FLLV

1D
-0.76%
1M
2.34%
YTD
13.04%
6M
14.26%
1Y
26.92%
3Y*
17.11%
5Y*
11.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVB vs. FLLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIVB
iShares U.S. Dividend and Buyback ETF
17.35%15.09%18.59%13.27%-10.51%31.29%10.78%32.72%-8.16%5.95%
FLLV
Franklin Liberty U.S. Low Volatility ETF
13.04%15.92%10.70%13.87%-8.54%23.36%12.33%32.72%-2.14%3.29%

Correlation

The correlation between DIVB and FLLV is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

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

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2017

0.84

The correlation between DIVB and FLLV has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

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Return for Risk

DIVB vs. FLLV — Risk / Return Rank

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

DIVB
DIVB Risk / Return Rank: 7979
Overall Rank
DIVB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 8282
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7777
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8282
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7676
Martin Ratio Rank

FLLV
FLLV Risk / Return Rank: 9191
Overall Rank
FLLV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FLLV Sortino Ratio Rank: 9393
Sortino Ratio Rank
FLLV Omega Ratio Rank: 9191
Omega Ratio Rank
FLLV Calmar Ratio Rank: 9090
Calmar Ratio Rank
FLLV Martin Ratio Rank: 9090
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. FLLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Dividend and Buyback ETF (DIVB) and Franklin Liberty U.S. Low Volatility ETF (FLLV). 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.


DIVBFLLVDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.47

1.61

-0.14

Calmar ratioReturn relative to maximum drawdown

4.39

5.52

-1.13

Martin ratioReturn relative to average drawdown

14.95

20.83

-5.87

DIVB vs. FLLV - Sharpe Ratio Comparison

The current DIVB Sharpe Ratio is 2.65, which is comparable to the FLLV Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of DIVB and FLLV, 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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Sharpe Ratios by Period


DIVBFLLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

3.26

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.84

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.84

-0.08

Drawdowns

DIVB vs. FLLV - Drawdown Comparison

The maximum DIVB drawdown since its inception was -36.93%, which is greater than FLLV's maximum drawdown of -33.95%. Use the drawdown chart below to compare losses from any high point for DIVB and FLLV.


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Drawdown Indicators


DIVBFLLVDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-33.95%

-2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-4.90%

-1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-15.45%

-14.01%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-18.40%

-2.68%

Current Drawdown

Current decline from peak

-0.56%

-0.76%

+0.20%

Average Drawdown

Average peak-to-trough decline

-4.99%

-3.25%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.30%

+0.70%

Volatility

DIVB vs. FLLV - Volatility Comparison

iShares U.S. Dividend and Buyback ETF (DIVB) has a higher volatility of 3.34% compared to Franklin Liberty U.S. Low Volatility ETF (FLLV) at 2.02%. This indicates that DIVB's price experiences larger fluctuations and is considered to be riskier than FLLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIVBFLLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

2.02%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

5.96%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

8.32%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

13.27%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

15.69%

+2.69%

DIVB vs. FLLV - Expense Ratio Comparison

DIVB has a 0.25% expense ratio, which is lower than FLLV's 0.29% expense ratio.


Dividends

DIVB vs. FLLV - Dividend Comparison

DIVB's dividend yield for the trailing twelve months is around 2.19%, less than FLLV's 4.73% yield.


PositionTTM2025202420232022202120202019201820172016
DIVB
iShares U.S. Dividend and Buyback ETF
2.19%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%0.00%
FLLV
Franklin Liberty U.S. Low Volatility ETF
4.73%4.71%3.25%1.75%1.68%1.41%1.40%1.31%1.55%1.44%0.50%

Frequently Asked Questions


DIVB and FLLV have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIVB has higher volatility (3.34%) compared to FLLV (2.02%). In terms of maximum drawdown, DIVB dropped -36.93% vs FLLV's -33.95%.

On 5-year performance, DIVB leads with 12.19% vs 11.11% for FLLV. On fees, DIVB is cheaper at 0.25% per year. On volatility, FLLV has been the lower-risk option at 2.02%. 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 12.19% return vs 11.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIVB is cheaper with a 0.25% expense ratio, compared with 0.29% for FLLV.

FLLV has the higher dividend yield at 4.73%, compared with 2.19% for DIVB.

DIVB is categorized as Large Cap Blend Equities, while FLLV is Volatility Hedged Equity. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.25% for DIVB and 0.29% for FLLV.

FLLV currently has the higher Sharpe Ratio (3.26 vs 2.65), 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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