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DIVB vs. VOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVB vs. VOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Dividend and Buyback ETF (DIVB) and Vanguard Mid-Cap Growth ETF (VOT). 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 16.10% return, which is significantly higher than VOT's 5.49% return.


DIVB

1D
0.09%
1M
5.36%
YTD
16.10%
6M
16.58%
1Y
27.52%
3Y*
21.21%
5Y*
11.98%
10Y*

VOT

1D
0.12%
1M
1.80%
YTD
5.49%
6M
3.73%
1Y
7.75%
3Y*
15.09%
5Y*
6.19%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVB vs. VOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIVB
iShares U.S. Dividend and Buyback ETF
16.10%15.09%18.59%13.27%-10.51%31.29%10.78%32.72%-8.16%5.95%
VOT
Vanguard Mid-Cap Growth ETF
5.49%10.72%16.38%23.10%-28.87%20.50%34.50%33.76%-5.56%2.92%

Correlation

The correlation between DIVB and VOT is 0.65, 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

0.65

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

0.73

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

0.78

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2017

0.75

The correlation between DIVB and VOT shifts across timeframes, from 0.65 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DIVB vs. VOT — Risk / Return Rank

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

DIVB
DIVB Risk / Return Rank: 8181
Overall Rank
DIVB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 8383
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7979
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8484
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7878
Martin Ratio Rank

VOT
VOT Risk / Return Rank: 1717
Overall Rank
VOT Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VOT Sortino Ratio Rank: 1717
Sortino Ratio Rank
VOT Omega Ratio Rank: 1616
Omega Ratio Rank
VOT Calmar Ratio Rank: 1515
Calmar Ratio Rank
VOT Martin Ratio Rank: 1616
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. VOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Dividend and Buyback ETF (DIVB) and Vanguard Mid-Cap Growth ETF (VOT). 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.


DIVBVOTDifference
Sharpe ratioReturn per unit of total volatility

+1.92

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.42

1.09

+0.33

Calmar ratioReturn relative to maximum drawdown

4.05

0.49

+3.56

Martin ratioReturn relative to average drawdown

13.75

1.46

+12.29

DIVB vs. VOT - Sharpe Ratio Comparison

The current DIVB Sharpe Ratio is 2.40, which is higher than the VOT Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of DIVB and VOT, 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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Sharpe Ratios by Period


DIVBVOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

0.48

+1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.29

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.44

+0.31

Drawdowns

DIVB vs. VOT - Drawdown Comparison

The maximum DIVB drawdown since its inception was -36.93%, smaller than the maximum VOT drawdown of -60.16%. Use the drawdown chart below to compare losses from any high point for DIVB and VOT.


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Drawdown Indicators


DIVBVOTDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-60.16%

+23.23%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-15.96%

+9.14%

Max Drawdown (3Y)

Largest decline over 3 years

-15.45%

-21.77%

+6.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-37.19%

+16.11%

Max Drawdown (10Y)

Largest decline over 10 years

-37.19%

Current Drawdown

Current decline from peak

-1.98%

-3.48%

+1.50%

Average Drawdown

Average peak-to-trough decline

-4.99%

-9.96%

+4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

5.33%

-3.32%

Volatility

DIVB vs. VOT - Volatility Comparison

The current volatility for iShares U.S. Dividend and Buyback ETF (DIVB) is 4.05%, while Vanguard Mid-Cap Growth ETF (VOT) has a volatility of 5.45%. This indicates that DIVB experiences smaller price fluctuations and is considered to be less risky than VOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIVBVOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

5.45%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

12.85%

-4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

11.53%

16.20%

-4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

21.41%

-6.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

21.02%

-2.64%

DIVB vs. VOT - Expense Ratio Comparison

DIVB has a 0.25% expense ratio, which is higher than VOT's 0.05% expense ratio. However, 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. VOT - Dividend Comparison

DIVB's dividend yield for the trailing twelve months is around 2.21%, more than VOT's 0.63% yield.


PositionTTM20252024202320222021202020192018201720162015
DIVB
iShares U.S. Dividend and Buyback ETF
2.21%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%0.00%0.00%
VOT
Vanguard Mid-Cap Growth ETF
0.63%0.64%0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%

Frequently Asked Questions


DIVB and VOT have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOT has higher volatility (5.45%) compared to DIVB (4.05%). In terms of maximum drawdown, DIVB dropped -36.93% vs VOT's -60.16%.

On 5-year performance, DIVB leads with 11.98% vs 6.19% for VOT. On fees, VOT is cheaper at 0.05% per year. On volatility, DIVB has been the lower-risk option at 4.05%. 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 11.98% return vs 6.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOT is cheaper with a 0.05% expense ratio, compared with 0.25% for DIVB.

DIVB has the higher dividend yield at 2.21%, compared with 0.63% for VOT.

DIVB is categorized as Large Cap Blend Equities, while VOT is Mid Cap Growth Equities. DIVB tracks Morningstar US Dividend and Buyback Index, while VOT tracks CRSP US Mid Cap Growth Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for DIVB and 0.05% for VOT.

DIVB currently has the higher Sharpe Ratio (2.40 vs 0.48), 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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