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DJD vs. DIVZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DJD vs. DIVZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dow Jones Industrial Average Dividend ETF (DJD) and Opal Dividend Income ETF (DIVZ). The values are adjusted to include any dividend payments, if applicable.

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DJD vs. DIVZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DJD
Invesco Dow Jones Industrial Average Dividend ETF
5.24%15.83%13.66%9.41%-0.73%19.59%
DIVZ
Opal Dividend Income ETF
3.04%16.72%18.44%-0.51%3.51%19.74%

Returns By Period

In the year-to-date period, DJD achieves a 5.24% return, which is significantly higher than DIVZ's 3.04% return.


DJD

1D
1.27%
1M
-4.22%
YTD
5.24%
6M
9.64%
1Y
16.22%
3Y*
15.30%
5Y*
10.09%
10Y*
12.05%

DIVZ

1D
0.18%
1M
-4.56%
YTD
3.04%
6M
3.75%
1Y
12.65%
3Y*
13.65%
5Y*
9.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DJD vs. DIVZ - Expense Ratio Comparison

DJD has a 0.07% expense ratio, which is lower than DIVZ's 0.65% expense ratio.


Return for Risk

DJD vs. DIVZ — Risk / Return Rank

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

DJD
DJD Risk / Return Rank: 7070
Overall Rank
DJD Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DJD Sortino Ratio Rank: 7171
Sortino Ratio Rank
DJD Omega Ratio Rank: 6666
Omega Ratio Rank
DJD Calmar Ratio Rank: 7070
Calmar Ratio Rank
DJD Martin Ratio Rank: 7373
Martin Ratio Rank

DIVZ
DIVZ Risk / Return Rank: 6262
Overall Rank
DIVZ Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DIVZ Sortino Ratio Rank: 5858
Sortino Ratio Rank
DIVZ Omega Ratio Rank: 5959
Omega Ratio Rank
DIVZ Calmar Ratio Rank: 6464
Calmar Ratio Rank
DIVZ Martin Ratio Rank: 6868
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.

DJD vs. DIVZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dow Jones Industrial Average Dividend ETF (DJD) and Opal Dividend Income ETF (DIVZ). 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.


DJDDIVZDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.06

+0.11

Sortino ratio

Return per unit of downside risk

1.72

1.47

+0.25

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.71

1.58

+0.13

Martin ratio

Return relative to average drawdown

7.07

6.66

+0.41

DJD vs. DIVZ - Sharpe Ratio Comparison

The current DJD Sharpe Ratio is 1.17, which is comparable to the DIVZ Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of DJD and DIVZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DJDDIVZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.06

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.79

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.92

-0.20

Correlation

The correlation between DJD and DIVZ is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DJD vs. DIVZ - Dividend Comparison

DJD's dividend yield for the trailing twelve months is around 2.55%, less than DIVZ's 2.68% yield.


TTM20252024202320222021202020192018201720162015
DJD
Invesco Dow Jones Industrial Average Dividend ETF
2.55%2.62%3.00%3.49%3.16%2.82%3.47%2.80%2.66%2.75%2.46%0.08%
DIVZ
Opal Dividend Income ETF
2.68%2.60%2.63%3.66%3.23%3.83%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DJD vs. DIVZ - Drawdown Comparison

The maximum DJD drawdown since its inception was -34.66%, which is greater than DIVZ's maximum drawdown of -15.42%. Use the drawdown chart below to compare losses from any high point for DJD and DIVZ.


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Drawdown Indicators


DJDDIVZDifference

Max Drawdown

Largest peak-to-trough decline

-34.66%

-15.42%

-19.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-8.47%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-19.94%

-15.42%

-4.52%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

Current Drawdown

Current decline from peak

-4.23%

-4.56%

+0.33%

Average Drawdown

Average peak-to-trough decline

-3.77%

-3.47%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.06%

+0.40%

Volatility

DJD vs. DIVZ - Volatility Comparison

Invesco Dow Jones Industrial Average Dividend ETF (DJD) has a higher volatility of 3.41% compared to Opal Dividend Income ETF (DIVZ) at 2.80%. This indicates that DJD's price experiences larger fluctuations and is considered to be riskier than DIVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DJDDIVZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

2.80%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

6.57%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.92%

12.04%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

12.58%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

12.61%

+4.03%