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DIVB vs. HLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVB vs. HLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Dividend ETF (DIVB) and Haleon plc (HLN). 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 17.14% return, which is significantly higher than HLN's -10.30% return.


DIVB

1D
1.02%
1M
1.64%
YTD
17.14%
6M
16.48%
1Y
27.72%
3Y*
21.75%
5Y*
12.39%
10Y*

HLN

1D
2.05%
1M
-3.66%
YTD
-10.30%
6M
-10.30%
1Y
-13.03%
3Y*
3.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVB vs. HLN - Yearly Performance Comparison


2026 (YTD)2025202420232022
DIVB
iShares Core Dividend ETF
17.14%15.09%18.59%13.27%0.09%
HLN
Haleon plc
-10.30%7.84%17.99%4.21%5.96%

Correlation

The correlation between DIVB and HLN is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 22, 2022

0.26

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Return for Risk

DIVB vs. HLN — Risk / Return Rank

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

DIVB
DIVB Risk / Return Rank: 7878
Overall Rank
DIVB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7676
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8181
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7575
Martin Ratio Rank

HLN
HLN Risk / Return Rank: 1717
Overall Rank
HLN Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
HLN Sortino Ratio Rank: 1616
Sortino Ratio Rank
HLN Omega Ratio Rank: 1818
Omega Ratio Rank
HLN Calmar Ratio Rank: 2121
Calmar Ratio Rank
HLN Martin Ratio Rank: 1515
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. HLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend ETF (DIVB) and Haleon plc (HLN). 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.


DIVBHLNDifference
Sharpe ratioReturn per unit of total volatility

+2.99

Sortino ratioReturn per unit of downside risk

+4.09

Omega ratioGain probability vs. loss probability

1.42

0.92

+0.50

Calmar ratioReturn relative to maximum drawdown

4.08

-0.60

+4.68

Martin ratioReturn relative to average drawdown

13.64

-1.21

+14.85

DIVB vs. HLN - Sharpe Ratio Comparison

The current DIVB Sharpe Ratio is 2.38, which is higher than the HLN Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of DIVB and HLN, 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. HLN - Drawdown Comparison

The maximum DIVB drawdown since its inception was -36.93%, which is greater than HLN's maximum drawdown of -25.43%. Use the drawdown chart below to compare losses from any high point for DIVB and HLN.


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Drawdown Indicators


DIVBHLNDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-25.43%

-11.50%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-21.78%

+14.96%

Max Drawdown (3Y)

Largest decline over 3 years

-15.45%

-23.11%

+7.66%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

Current Drawdown

Current decline from peak

-1.10%

-20.04%

+18.94%

Average Drawdown

Average peak-to-trough decline

-4.97%

-8.58%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

10.78%

-8.74%

Volatility

DIVB vs. HLN - Volatility Comparison

The current volatility for iShares Core Dividend ETF (DIVB) is 4.61%, while Haleon plc (HLN) has a volatility of 7.57%. This indicates that DIVB experiences smaller price fluctuations and is considered to be less risky than HLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIVBHLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

7.57%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

16.52%

-7.68%

Volatility (1Y)

Calculated over the trailing 1-year period

11.70%

21.63%

-9.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

23.90%

-8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

23.90%

-5.54%

Dividends

DIVB vs. HLN - Dividend Comparison

DIVB's dividend yield for the trailing twelve months is around 2.27%, more than HLN's 2.11% yield.


PositionTTM202520242023202220212020201920182017
DIVB
iShares Core Dividend ETF
2.27%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%
HLN
Haleon plc
2.11%1.73%1.65%1.26%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DIVB and HLN have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HLN has higher volatility (7.57%) compared to DIVB (4.61%). In terms of maximum drawdown, DIVB dropped -36.93% vs HLN's -25.43%.

DIVB currently has the higher Sharpe Ratio (2.38 vs -0.60), 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

Find the right allocation for DIVB and HLN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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