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DIVB vs. FTAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIVB vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Dividend and Buyback ETF (DIVB) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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DIVB vs. FTAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIVB
iShares U.S. Dividend and Buyback ETF
2.14%15.09%18.59%13.27%-10.51%31.29%10.78%32.72%-8.16%5.95%
FTAG
First Trust Indxx Global Agriculture ETF
12.56%14.82%-6.72%-7.28%-4.52%17.31%13.88%9.05%-19.46%3.27%

Returns By Period

In the year-to-date period, DIVB achieves a 2.14% return, which is significantly lower than FTAG's 12.56% return.


DIVB

1D
1.47%
1M
-3.90%
YTD
2.14%
6M
4.65%
1Y
14.11%
3Y*
16.30%
5Y*
10.45%
10Y*

FTAG

1D
1.73%
1M
-2.03%
YTD
12.56%
6M
14.76%
1Y
24.13%
3Y*
3.13%
5Y*
1.67%
10Y*
5.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIVB vs. FTAG - Expense Ratio Comparison

DIVB has a 0.25% expense ratio, which is lower than FTAG's 0.70% expense ratio.


Return for Risk

DIVB vs. FTAG — Risk / Return Rank

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

DIVB
DIVB Risk / Return Rank: 5454
Overall Rank
DIVB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 5151
Sortino Ratio Rank
DIVB Omega Ratio Rank: 5454
Omega Ratio Rank
DIVB Calmar Ratio Rank: 5353
Calmar Ratio Rank
DIVB Martin Ratio Rank: 5858
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 7575
Overall Rank
FTAG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTAG Omega Ratio Rank: 7373
Omega Ratio Rank
FTAG Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTAG Martin Ratio Rank: 6666
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. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Dividend and Buyback ETF (DIVB) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


DIVBFTAGDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.39

-0.50

Sortino ratio

Return per unit of downside risk

1.28

2.02

-0.74

Omega ratio

Gain probability vs. loss probability

1.19

1.27

-0.08

Calmar ratio

Return relative to maximum drawdown

1.23

2.15

-0.92

Martin ratio

Return relative to average drawdown

5.30

6.59

-1.28

DIVB vs. FTAG - Sharpe Ratio Comparison

The current DIVB Sharpe Ratio is 0.89, which is lower than the FTAG Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DIVB and FTAG, 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


DIVBFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.39

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.10

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

-0.33

+1.00

Correlation

The correlation between DIVB and FTAG is 0.59, 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

DIVB vs. FTAG - Dividend Comparison

DIVB's dividend yield for the trailing twelve months is around 2.51%, more than FTAG's 1.35% yield.


TTM20252024202320222021202020192018201720162015
DIVB
iShares U.S. Dividend and Buyback ETF
2.51%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%0.00%0.00%
FTAG
First Trust Indxx Global Agriculture ETF
1.35%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%

Drawdowns

DIVB vs. FTAG - Drawdown Comparison

The maximum DIVB drawdown since its inception was -36.93%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for DIVB and FTAG.


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Drawdown Indicators


DIVBFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-90.89%

+53.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.59%

-11.26%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-32.77%

+11.69%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-4.96%

-78.23%

+73.27%

Average Drawdown

Average peak-to-trough decline

-5.07%

-71.17%

+66.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.67%

-0.76%

Volatility

DIVB vs. FTAG - Volatility Comparison

The current volatility for iShares U.S. Dividend and Buyback ETF (DIVB) is 3.67%, while First Trust Indxx Global Agriculture ETF (FTAG) has a volatility of 5.76%. This indicates that DIVB experiences smaller price fluctuations and is considered to be less risky than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIVBFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

5.76%

-2.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.49%

10.75%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.02%

17.49%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

17.38%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.49%

19.93%

-1.44%