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DIVB vs. PULS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVB vs. PULS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Dividend ETF (DIVB) and PGIM Ultra Short Bond ETF (PULS). 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 PULS's 1.88% return.


DIVB

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

PULS

1D
0.04%
1M
0.38%
YTD
1.88%
6M
2.10%
1Y
4.67%
3Y*
5.59%
5Y*
4.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVB vs. PULS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DIVB
iShares Core Dividend ETF
17.67%15.09%18.59%13.27%-10.51%31.29%10.78%32.72%-4.44%
PULS
PGIM Ultra Short Bond ETF
1.88%4.97%6.12%6.26%1.52%0.48%1.47%2.97%1.71%

Correlation

The correlation between DIVB and PULS is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.12

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

0.11

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

0.08

The correlation between DIVB and PULS shifts across timeframes, from 0.08 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DIVB vs. PULS — 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

PULS
PULS Risk / Return Rank: 9999
Overall Rank
PULS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PULS Sortino Ratio Rank: 9999
Sortino Ratio Rank
PULS Omega Ratio Rank: 9999
Omega Ratio Rank
PULS Calmar Ratio Rank: 9999
Calmar Ratio Rank
PULS Martin Ratio Rank: 9999
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. PULS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend ETF (DIVB) and PGIM Ultra Short Bond ETF (PULS). 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.


DIVBPULSDifference
Sharpe ratioReturn per unit of total volatility

-8.98

Sortino ratioReturn per unit of downside risk

-29.52

Omega ratioGain probability vs. loss probability

1.43

7.59

-6.16

Calmar ratioReturn relative to maximum drawdown

4.16

52.47

-48.31

Martin ratioReturn relative to average drawdown

14.00

317.38

-303.38

DIVB vs. PULS - Sharpe Ratio Comparison

The current DIVB Sharpe Ratio is 2.43, which is lower than the PULS Sharpe Ratio of 11.41. The chart below compares the historical Sharpe Ratios of DIVB and PULS, 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. PULS - Drawdown Comparison

The maximum DIVB drawdown since its inception was -36.93%, which is greater than PULS's maximum drawdown of -5.85%. Use the drawdown chart below to compare losses from any high point for DIVB and PULS.


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Drawdown Indicators


DIVBPULSDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-5.85%

-31.08%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-0.09%

-6.73%

Max Drawdown (3Y)

Largest decline over 3 years

-15.45%

-0.34%

-15.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-0.79%

-20.29%

Current Drawdown

Current decline from peak

-0.66%

0.00%

-0.66%

Average Drawdown

Average peak-to-trough decline

-4.98%

-0.09%

-4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

0.01%

+2.02%

Volatility

DIVB vs. PULS - Volatility Comparison

iShares Core Dividend ETF (DIVB) has a higher volatility of 4.48% compared to PGIM Ultra Short Bond ETF (PULS) at 0.11%. This indicates that DIVB's price experiences larger fluctuations and is considered to be riskier than PULS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIVBPULSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

0.11%

+4.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

0.30%

+8.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

0.41%

+11.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

0.70%

+14.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

1.33%

+17.05%

DIVB vs. PULS - Expense Ratio Comparison

DIVB has a 0.05% expense ratio, which is lower than PULS's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DIVB vs. PULS - Dividend Comparison

DIVB's dividend yield for the trailing twelve months is around 2.18%, less than PULS's 4.57% 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%
PULS
PGIM Ultra Short Bond ETF
4.57%4.78%5.62%5.48%2.30%1.19%1.85%2.69%1.87%0.00%

Frequently Asked Questions


DIVB and PULS have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIVB has higher volatility (4.48%) compared to PULS (0.11%). In terms of maximum drawdown, DIVB dropped -36.93% vs PULS's -5.85%.

On 5-year performance, DIVB leads with 12.24% vs 4.14% for PULS. On fees, DIVB is cheaper at 0.05% per year. On volatility, PULS has been the lower-risk option at 0.11%. 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 4.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIVB is cheaper with a 0.05% expense ratio, compared with 0.15% for PULS.

PULS has the higher dividend yield at 4.57%, compared with 2.18% for DIVB.

DIVB is categorized as Dividend, while PULS is Ultrashort Bond. They also come from different issuers: iShares and PGIM. Their fees differ too: 0.05% for DIVB and 0.15% for PULS.

PULS currently has the higher Sharpe Ratio (11.41 vs 2.43), 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 PULS

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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