PortfoliosLab logoPortfoliosLab logo
DIVB vs. VBK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVB vs. VBK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Dividend ETF (DIVB) and Vanguard Small-Cap Growth ETF (VBK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DIVB achieves a 17.67% return, which is significantly higher than VBK's 16.25% return.


DIVB

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

VBK

1D
0.33%
1M
3.93%
YTD
16.25%
6M
14.67%
1Y
31.85%
3Y*
16.10%
5Y*
4.87%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVB vs. VBK - 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%
VBK
Vanguard Small-Cap Growth ETF
16.25%8.50%16.50%21.45%-28.44%5.66%35.44%32.75%-5.70%3.19%

Correlation

The correlation between DIVB and VBK is 0.67, 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

0.67

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

0.74

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

0.78

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

0.75

The correlation between DIVB and VBK shifts across timeframes, from 0.67 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DIVB vs. VBK — 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

VBK
VBK Risk / Return Rank: 5353
Overall Rank
VBK Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VBK Sortino Ratio Rank: 4747
Sortino Ratio Rank
VBK Omega Ratio Rank: 4545
Omega Ratio Rank
VBK Calmar Ratio Rank: 6161
Calmar Ratio Rank
VBK Martin Ratio Rank: 6262
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. VBK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend ETF (DIVB) and Vanguard Small-Cap Growth ETF (VBK). 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.


DIVBVBKDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.43

1.26

+0.17

Calmar ratioReturn relative to maximum drawdown

4.16

2.62

+1.54

Martin ratioReturn relative to average drawdown

14.00

9.82

+4.18

DIVB vs. VBK - Sharpe Ratio Comparison

The current DIVB Sharpe Ratio is 2.43, which is higher than the VBK Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of DIVB and VBK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DIVB vs. VBK - Drawdown Comparison

The maximum DIVB drawdown since its inception was -36.93%, smaller than the maximum VBK drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for DIVB and VBK.


Loading charts...

Drawdown Indicators


DIVBVBKDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-58.68%

+21.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-11.44%

+4.62%

Max Drawdown (3Y)

Largest decline over 3 years

-15.45%

-27.54%

+12.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-38.39%

+17.31%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

Current Drawdown

Current decline from peak

-0.66%

-2.04%

+1.38%

Average Drawdown

Average peak-to-trough decline

-4.98%

-10.14%

+5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

3.05%

-1.02%

Volatility

DIVB vs. VBK - Volatility Comparison

The current volatility for iShares Core Dividend ETF (DIVB) is 4.48%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 7.31%. This indicates that DIVB experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DIVBVBKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

7.31%

-2.83%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

15.61%

-6.80%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

19.96%

-8.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

23.59%

-8.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

22.92%

-4.54%

DIVB vs. VBK - Expense Ratio Comparison

Both DIVB and VBK 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. VBK - Dividend Comparison

DIVB's dividend yield for the trailing twelve months is around 2.18%, more than VBK's 0.45% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VBK
Vanguard Small-Cap Growth ETF
0.45%0.54%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%

Frequently Asked Questions


DIVB and VBK have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VBK has higher volatility (7.31%) compared to DIVB (4.48%). In terms of maximum drawdown, DIVB dropped -36.93% vs VBK's -58.68%.

On 5-year performance, DIVB leads with 12.24% vs 4.87% for VBK. 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 4.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

DIVB has the higher dividend yield at 2.18%, compared with 0.45% for VBK.

DIVB is categorized as Dividend, while VBK is Small Cap Growth Equities. DIVB tracks Morningstar US Dividend and Buyback Index, while VBK tracks CRSP US Small Cap Growth Index. They also come from different issuers: iShares and Vanguard.

DIVB currently has the higher Sharpe Ratio (2.43 vs 1.50), 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 VBK

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

Open Portfolio Optimizer