DIVB vs. KVUE
DIVB (iShares Core Dividend ETF) is Dividend fund tracking the Morningstar US Dividend and Buyback Index, while KVUE (Kenvue Inc.) is a stock. Over the past 3 years, DIVB returned 21.85%/yr vs -4.50%/yr for KVUE. At a 0.32 correlation, their price movements are largely independent.
Performance
DIVB vs. KVUE - Performance Comparison
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Returns By Period
In the year-to-date period, DIVB achieves a 22.13% return, which is significantly higher than KVUE's 14.11% return.
DIVB
- 1D
- 0.94%
- 1M
- 3.79%
- 6M
- 19.39%
- YTD
- 22.13%
- 1Y
- 29.18%
- 3Y*
- 21.85%
- 5Y*
- 12.91%
- 10Y*
- —
KVUE
- 1D
- -1.28%
- 1M
- 6.01%
- 6M
- 15.79%
- YTD
- 14.11%
- 1Y
- -5.71%
- 3Y*
- -4.50%
- 5Y*
- —
- 10Y*
- —
DIVB vs. KVUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DIVB iShares Core Dividend ETF | 22.13% | 15.09% | 18.59% | 15.36% |
KVUE Kenvue Inc. | 14.11% | -15.86% | 3.12% | -14.06% |
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 4, 2023 | 0.32 |
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Return for Risk
DIVB vs. KVUE — Risk / Return Rank
DIVB
KVUE
DIVB vs. KVUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend 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.
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.
| DIVB | KVUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.64 | ||
| Sortino ratioReturn per unit of downside risk | +3.50 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.00 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 4.30 | -0.15 | +4.45 |
| Martin ratioReturn relative to average drawdown | 14.43 | -0.28 | +14.71 |
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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.
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Drawdown Indicators
| DIVB | KVUE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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% | -41.21% | +25.76% |
Max Drawdown (5Y)Largest decline over 5 years | -21.08% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -21.00% | +21.00% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -21.05% | +16.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 20.74% | -18.71% |
Volatility
DIVB vs. KVUE - Volatility Comparison
The current volatility for iShares Core Dividend ETF (DIVB) is 3.92%, while Kenvue Inc. (KVUE) has a volatility of 6.82%. 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.
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Volatility by Period
| DIVB | KVUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 6.82% | -2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 15.24% | -6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 32.81% | -20.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 28.71% | -13.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 28.71% | -10.37% |
Dividends
DIVB vs. KVUE - Dividend Comparison
DIVB's dividend yield for the trailing twelve months is around 2.17%, less than KVUE's 4.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DIVB iShares Core Dividend ETF | 2.17% | 2.50% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.52% | 0.37% |
KVUE Kenvue Inc. | 4.32% | 4.78% | 3.79% | 1.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
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.
KVUE has higher volatility (6.82%) compared to DIVB (3.92%). In terms of maximum drawdown, DIVB dropped -36.93% vs KVUE's -44.08%.
DIVB currently has the higher Sharpe Ratio (2.47 vs -0.17), 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.
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