DIVB vs. KVUE

Last updated Jun 4, 2026

DIVB (iShares U.S. Dividend and Buyback ETF) is Large Cap Blend Equities fund tracking the Morningstar US Dividend and Buyback Index, while KVUE (Kenvue Inc.) is a stock. Over the past 3 years, DIVB returned 22.07%/yr vs -9.38%/yr for KVUE. At a 0.33 correlation, their price movements are largely independent.

Performance

DIVB vs. KVUE - Performance Comparison

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

Returns By Period

In the year-to-date period, DIVB achieves a 17.35% return, which is significantly higher than KVUE's -0.13% return.

DIVB

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

KVUE

• 1D: -2.83%
• 1M: -0.69%
• YTD: -0.13%
• 6M: 1.52%
• 1Y: -20.71%
• 3Y*: -9.38%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVB vs. KVUE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DIVB iShares U.S. Dividend and Buyback ETF	17.35%	15.09%	18.59%	16.58%
KVUE Kenvue Inc.	-0.13%	-15.86%	3.12%	-18.44%

Correlation

The correlation between DIVB and KVUE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (All Time) Calculated using the full available price history since May 5, 2023	0.33

Return for Risk

DIVB vs. KVUE — Risk / Return Rank

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

DIVB

DIVB Risk / Return Rank: 79
DIVB Sharpe Ratio Rank: 80
DIVB Sortino Ratio Rank: 82
DIVB Omega Ratio Rank: 77
DIVB Calmar Ratio Rank: 82
DIVB Martin Ratio Rank: 76

KVUE

KVUE Risk / Return Rank: 16
KVUE Sharpe Ratio Rank: 13
KVUE Sortino Ratio Rank: 15
KVUE Omega Ratio Rank: 14
KVUE Calmar Ratio Rank: 21
KVUE Martin Ratio Rank: 19

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. KVUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Dividend and Buyback ETF (DIVB) and Kenvue Inc. (KVUE). 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.

	DIVB	KVUE	Difference
Sharpe ratio Return per unit of total volatility	2.65	-0.65	+3.29
Sortino ratio Return per unit of downside risk	3.73	-0.75	+4.48
Omega ratio Gain probability vs. loss probability	1.47	0.89	+0.58
Calmar ratio Return relative to maximum drawdown	4.39	-0.55	+4.94
Martin ratio Return relative to average drawdown	14.95	-1.03	+15.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIVB vs. KVUE - Sharpe Ratio Comparison

The current DIVB Sharpe Ratio is 2.65, which is higher than the KVUE Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of DIVB and KVUE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DIVB	KVUE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	-0.65	+3.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	-0.37	+1.13

Drawdowns

DIVB vs. KVUE - Drawdown Comparison

The maximum DIVB drawdown since its inception was -36.93%, smaller than the maximum KVUE drawdown of -44.08%. Use the drawdown chart below to compare losses from any high point for DIVB and KVUE.

Drawdown Indicators

	DIVB	KVUE	Difference
Max Drawdown Largest peak-to-trough decline	-36.93%	-44.08%	+7.15%
Max Drawdown (1Y) Largest decline over 1 year	-6.82%	-37.63%	+30.81%
Max Drawdown (3Y) Largest decline over 3 years	-15.45%	-42.08%	+26.63%
Max Drawdown (5Y) Largest decline over 5 years	-21.08%	—	—
Current Drawdown Current decline from peak	-0.56%	-30.86%	+30.30%
Average Drawdown Average peak-to-trough decline	-4.99%	-20.99%	+16.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	20.22%	-18.22%

Volatility

DIVB vs. KVUE - Volatility Comparison

The current volatility for iShares U.S. Dividend and Buyback ETF (DIVB) is 3.34%, while Kenvue Inc. (KVUE) has a volatility of 5.67%. This indicates that DIVB experiences smaller price fluctuations and is considered to be less risky than KVUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIVB	KVUE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.34%	5.67%	-2.33%
Volatility (6M) Calculated over the trailing 6-month period	8.44%	13.61%	-5.17%
Volatility (1Y) Calculated over the trailing 1-year period	11.33%	32.61%	-21.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.23%	28.61%	-13.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.38%	28.61%	-10.23%

Dividends

DIVB vs. KVUE - Dividend Comparison

DIVB's dividend yield for the trailing twelve months is around 2.19%, less than KVUE's 4.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
KVUE Kenvue Inc.	4.93%	4.78%	3.79%	1.86%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DIVB and KVUE in my portfolio?

DIVB and KVUE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIVB or KVUE?

KVUE has higher volatility (5.67%) compared to DIVB (3.34%). In terms of maximum drawdown, DIVB dropped -36.93% vs KVUE's -44.08%.

Which has better risk-adjusted returns?

DIVB currently has the higher Sharpe Ratio (2.65 vs -0.65), 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.