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DIVB vs. IDEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVB vs. IDEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Dividend ETF (DIVB) and iShares Core MSCI International Developed Markets ETF (IDEV). 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 17.67% return, which is significantly higher than IDEV's 9.59% return.


DIVB

1D
1.11%
1M
6.33%
YTD
17.67%
6M
16.46%
1Y
29.56%
3Y*
21.12%
5Y*
12.24%
10Y*

IDEV

1D
0.42%
1M
2.88%
YTD
9.59%
6M
11.02%
1Y
23.58%
3Y*
17.03%
5Y*
8.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVB vs. IDEV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIVB
iShares Core Dividend ETF
17.67%15.09%18.59%13.27%-10.51%31.29%10.78%32.72%-8.16%5.95%
IDEV
iShares Core MSCI International Developed Markets ETF
9.59%32.56%4.54%17.36%-14.99%13.00%8.32%23.12%-14.10%1.90%

Correlation

The correlation between DIVB and IDEV is 0.66, 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

0.66

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

0.67

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

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.75

The correlation between DIVB and IDEV has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.

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Return for Risk

DIVB vs. IDEV — Risk / Return Rank

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

DIVB
DIVB Risk / Return Rank: 8585
Overall Rank
DIVB Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 8686
Sortino Ratio Rank
DIVB Omega Ratio Rank: 8383
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8686
Calmar Ratio Rank
DIVB Martin Ratio Rank: 8282
Martin Ratio Rank

IDEV
IDEV Risk / Return Rank: 4848
Overall Rank
IDEV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 4848
Sortino Ratio Rank
IDEV Omega Ratio Rank: 4747
Omega Ratio Rank
IDEV Calmar Ratio Rank: 4545
Calmar Ratio Rank
IDEV Martin Ratio Rank: 5252
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. IDEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend ETF (DIVB) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.


DIVBIDEVDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.43

1.27

+0.16

Calmar ratioReturn relative to maximum drawdown

4.16

1.99

+2.17

Martin ratioReturn relative to average drawdown

14.00

7.76

+6.24

DIVB vs. IDEV - Sharpe Ratio Comparison

The current DIVB Sharpe Ratio is 2.43, which is higher than the IDEV Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of DIVB and IDEV, 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. IDEV - Drawdown Comparison

The maximum DIVB drawdown since its inception was -36.93%, which is greater than IDEV's maximum drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for DIVB and IDEV.


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Drawdown Indicators


DIVBIDEVDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-34.77%

-2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-11.20%

+4.38%

Max Drawdown (3Y)

Largest decline over 3 years

-15.45%

-13.41%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-29.15%

+8.07%

Current Drawdown

Current decline from peak

-0.66%

-0.37%

-0.29%

Average Drawdown

Average peak-to-trough decline

-4.98%

-6.55%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.87%

-0.84%

Volatility

DIVB vs. IDEV - Volatility Comparison

The current volatility for iShares Core Dividend ETF (DIVB) is 4.48%, while iShares Core MSCI International Developed Markets ETF (IDEV) has a volatility of 5.30%. This indicates that DIVB experiences smaller price fluctuations and is considered to be less risky than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIVBIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

5.30%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

12.73%

-3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

15.07%

-3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

16.35%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

17.29%

+1.09%

DIVB vs. IDEV - Expense Ratio Comparison

Both DIVB and IDEV have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

DIVB vs. IDEV - Dividend Comparison

DIVB's dividend yield for the trailing twelve months is around 2.18%, less than IDEV's 3.11% yield.


PositionTTM202520242023202220212020201920182017
DIVB
iShares Core Dividend ETF
2.18%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%
IDEV
iShares Core MSCI International Developed Markets ETF
3.11%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%

Frequently Asked Questions


DIVB and IDEV have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDEV has higher volatility (5.30%) compared to DIVB (4.48%). In terms of maximum drawdown, DIVB dropped -36.93% vs IDEV's -34.77%.

On 5-year performance, DIVB leads with 12.24% vs 8.52% for IDEV. Both ETFs have the same 0.05% expense ratio. On volatility, DIVB has been the lower-risk option at 4.48%. 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 12.24% return vs 8.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIVB and IDEV have the same expense ratio: 0.05% per year.

IDEV has the higher dividend yield at 3.11%, compared with 2.18% for DIVB.

DIVB is categorized as Dividend, while IDEV is Foreign Large Cap Equities. DIVB tracks Morningstar US Dividend and Buyback Index, while IDEV tracks MSCI World ex USA Investable Market Index.

DIVB currently has the higher Sharpe Ratio (2.43 vs 1.48), 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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