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DVY vs. BBRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVY vs. BBRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Select Dividend ETF (DVY) and JPMorgan BetaBuilders MSCI US REIT ETF (BBRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DVY achieves a 17.29% return, which is significantly lower than BBRE's 23.40% return.


DVY

1D
1.31%
1M
3.82%
6M
11.93%
YTD
17.29%
1Y
22.32%
3Y*
15.86%
5Y*
11.17%
10Y*
10.35%
ALL TIME*
9.09%

BBRE

1D
2.14%
1M
4.84%
6M
20.78%
YTD
23.40%
1Y
24.14%
3Y*
12.24%
5Y*
5.60%
10Y*
ALL TIME*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.35M$4.29M$4.76M
$86.69M$71.80M$68.36M

DVY vs. BBRE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DVY
iShares Select Dividend ETF
17.29%11.60%16.24%1.12%1.80%31.70%-4.91%22.62%-7.09%
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
23.40%2.09%8.24%13.85%-24.68%42.99%-7.55%26.06%-2.41%

Correlation

The correlation between DVY and BBRE is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.73

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2018

0.67

The correlation between DVY and BBRE has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.

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Return for Risk

DVY vs. BBRE — Risk / Return Rank

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

DVY
DVY Risk / Return Rank: 8686
Overall Rank
DVY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DVY Sortino Ratio Rank: 8989
Sortino Ratio Rank
DVY Omega Ratio Rank: 8282
Omega Ratio Rank
DVY Calmar Ratio Rank: 8585
Calmar Ratio Rank
DVY Martin Ratio Rank: 8585
Martin Ratio Rank

BBRE
BBRE Risk / Return Rank: 7474
Overall Rank
BBRE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BBRE Sortino Ratio Rank: 7373
Sortino Ratio Rank
BBRE Omega Ratio Rank: 7070
Omega Ratio Rank
BBRE Calmar Ratio Rank: 8080
Calmar Ratio Rank
BBRE Martin Ratio Rank: 7575
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.

DVY vs. BBRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) and JPMorgan BetaBuilders MSCI US REIT ETF (BBRE). 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.


DVYBBREDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.35

1.29

+0.06

Calmar ratioReturn relative to maximum drawdown

3.35

2.99

+0.36

Martin ratioReturn relative to average drawdown

11.83

9.58

+2.25

DVY vs. BBRE - Sharpe Ratio Comparison

The current DVY Sharpe Ratio is 2.06, which is comparable to the BBRE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of DVY and BBRE, 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

DVY vs. BBRE - Drawdown Comparison

The maximum DVY drawdown since its inception was -62.59%, which is greater than BBRE's maximum drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for DVY and BBRE.


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Drawdown Indicators


DVYBBREDifference

Max Drawdown

Largest peak-to-trough decline

-62.59%

-43.61%

-18.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.89%

-8.07%

+1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-16.00%

-18.92%

+2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

-31.15%

+13.61%

Max Drawdown (10Y)

Largest decline over 10 years

-41.59%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.74%

-10.35%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.51%

-0.57%

Volatility

DVY vs. BBRE - Volatility Comparison

The current volatility for iShares Select Dividend ETF (DVY) is 3.69%, while JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) has a volatility of 4.86%. This indicates that DVY experiences smaller price fluctuations and is considered to be less risky than BBRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVYBBREDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

4.86%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

10.88%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

14.29%

-3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

18.81%

-3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

22.49%

-4.48%

DVY vs. BBRE - Expense Ratio Comparison

DVY has a 0.39% expense ratio, which is higher than BBRE's 0.11% expense ratio.


Dividends

DVY vs. BBRE - Dividend Comparison

DVY's dividend yield for the trailing twelve months is around 3.23%, more than BBRE's 2.51% yield.


PositionTTM20252024202320222021202020192018201720162015
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
2.51%3.24%3.19%3.68%2.62%1.70%3.17%2.19%1.96%0.00%0.00%0.00%
DVY
iShares Select Dividend ETF
3.23%3.65%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%

Frequently Asked Questions


DVY and BBRE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBRE has higher volatility (4.86%) compared to DVY (3.69%). In terms of maximum drawdown, DVY dropped -62.59% vs BBRE's -43.61%.

On 5-year performance, DVY leads with 11.17% vs 5.60% for BBRE. On fees, BBRE is cheaper at 0.11% per year. On volatility, DVY has been the lower-risk option at 3.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DVY has performed better with a 11.17% return vs 5.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBRE is cheaper with a 0.11% expense ratio, compared with 0.39% for DVY.

DVY has the higher dividend yield at 3.23%, compared with 2.51% for BBRE.

DVY is categorized as Large Cap Value Equities, while BBRE is REIT. DVY tracks Dow Jones U.S. Select Dividend Index, while BBRE tracks MSCI US REIT Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.39% for DVY and 0.11% for BBRE.

DVY currently has the higher Sharpe Ratio (2.06 vs 1.69), 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 DVY and BBRE

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