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DIVG vs. DIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVG vs. DIVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 High Dividend Growers ETF (DIVG) and iShares U.S. Dividend and Buyback ETF (DIVB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIVG achieves a 10.58% return, which is significantly lower than DIVB's 17.35% return.


DIVG

1D
-0.63%
1M
0.59%
YTD
10.58%
6M
10.78%
1Y
20.94%
3Y*
5Y*
10Y*

DIVB

1D
-0.56%
1M
8.55%
YTD
17.35%
6M
17.71%
1Y
29.81%
3Y*
22.07%
5Y*
12.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVG vs. DIVB - Yearly Performance Comparison


2026 (YTD)202520242023
DIVG
Invesco S&P 500 High Dividend Growers ETF
10.58%11.31%16.60%5.71%
DIVB
iShares U.S. Dividend and Buyback ETF
17.35%15.09%18.59%6.72%

Correlation

The correlation between DIVG and DIVB is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

0.89

The correlation between DIVG and DIVB has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

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Return for Risk

DIVG vs. DIVB — Risk / Return Rank

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

DIVG
DIVG Risk / Return Rank: 6565
Overall Rank
DIVG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DIVG Sortino Ratio Rank: 6161
Sortino Ratio Rank
DIVG Omega Ratio Rank: 5454
Omega Ratio Rank
DIVG Calmar Ratio Rank: 7979
Calmar Ratio Rank
DIVG Martin Ratio Rank: 7070
Martin Ratio Rank

DIVB
DIVB Risk / Return Rank: 7979
Overall Rank
DIVB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 8282
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7777
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8282
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7676
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.

DIVG vs. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 High Dividend Growers ETF (DIVG) and iShares U.S. Dividend and Buyback ETF (DIVB). 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.


DIVGDIVBDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.34

1.47

-0.13

Calmar ratioReturn relative to maximum drawdown

4.10

4.39

-0.29

Martin ratioReturn relative to average drawdown

13.12

14.95

-1.83

DIVG vs. DIVB - Sharpe Ratio Comparison

The current DIVG Sharpe Ratio is 1.97, which is comparable to the DIVB Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of DIVG and DIVB, 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


DIVGDIVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.65

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

0.76

+0.63

Drawdowns

DIVG vs. DIVB - Drawdown Comparison

The maximum DIVG drawdown since its inception was -14.95%, smaller than the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for DIVG and DIVB.


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Drawdown Indicators


DIVGDIVBDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-36.93%

+21.98%

Max Drawdown (1Y)

Largest decline over 1 year

-5.13%

-6.82%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-15.45%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

Current Drawdown

Current decline from peak

-1.20%

-0.56%

-0.64%

Average Drawdown

Average peak-to-trough decline

-2.29%

-4.99%

+2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

2.00%

-0.40%

Volatility

DIVG vs. DIVB - Volatility Comparison

The current volatility for Invesco S&P 500 High Dividend Growers ETF (DIVG) is 2.53%, while iShares U.S. Dividend and Buyback ETF (DIVB) has a volatility of 3.34%. This indicates that DIVG experiences smaller price fluctuations and is considered to be less risky than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIVGDIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

3.34%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

7.33%

8.44%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

10.66%

11.33%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.19%

15.23%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.19%

18.38%

-5.19%

DIVG vs. DIVB - Expense Ratio Comparison

DIVG has a 0.39% expense ratio, which is higher than DIVB's 0.25% expense ratio.


Dividends

DIVG vs. DIVB - Dividend Comparison

DIVG's dividend yield for the trailing twelve months is around 3.10%, more than DIVB's 2.19% yield.


PositionTTM202520242023202220212020201920182017
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%
DIVG
Invesco S&P 500 High Dividend Growers ETF
3.10%3.15%4.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DIVG and DIVB have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIVB has higher volatility (3.34%) compared to DIVG (2.53%). In terms of maximum drawdown, DIVG dropped -14.95% vs DIVB's -36.93%.

On 1-year performance, DIVB leads with 29.81% vs 20.94% for DIVG. On fees, DIVB is cheaper at 0.25% per year. On volatility, DIVG has been the lower-risk option at 2.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DIVB has performed better with a 29.81% return vs 20.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIVB is cheaper with a 0.25% expense ratio, compared with 0.39% for DIVG.

DIVG has the higher dividend yield at 3.10%, compared with 2.19% for DIVB.

DIVG is categorized as S&P 500, while DIVB is Large Cap Blend Equities. DIVG tracks S&P 500 High Dividend Growth Index - Benchmark TR Gross, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for DIVG and 0.25% for DIVB.

DIVB currently has the higher Sharpe Ratio (2.65 vs 1.97), 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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