DVY vs. CSTK

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Select Dividend ETF (DVY) and Invesco Comstock Contrarian Equity ETF (CSTK).

DVY and CSTK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVY is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Dividend Index. It was launched on Nov 3, 2003. CSTK is an actively managed fund by Invesco. It was launched on May 5, 2025.

Performance

DVY vs. CSTK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Select Dividend ETF (DVY) and Invesco Comstock Contrarian Equity ETF (CSTK). The values are adjusted to include any dividend payments, if applicable.

DVY vs. CSTK - Yearly Performance Comparison

	2026 (YTD)	2025
DVY iShares Select Dividend ETF	8.10%	12.59%
CSTK Invesco Comstock Contrarian Equity ETF	0.02%	18.33%

Returns By Period

In the year-to-date period, DVY achieves a 8.10% return, which is significantly higher than CSTK's 0.02% return.

DVY

• 1D: 0.92%
• 1M: -2.37%
• YTD: 8.10%
• 6M: 8.58%
• 1Y: 17.02%
• 3Y*: 13.09%
• 5Y*: 9.56%
• 10Y*: 10.19%

CSTK

• 1D: 2.30%
• 1M: -5.52%
• YTD: 0.02%
• 6M: 4.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DVY vs. CSTK - Expense Ratio Comparison

DVY has a 0.39% expense ratio, which is higher than CSTK's 0.35% expense ratio.

DVY

iShares Select Dividend ETF

CSTK

Invesco Comstock Contrarian Equity ETF

Return for Risk

DVY vs. CSTK — Risk / Return Rank

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

DVY

DVY Risk / Return Rank: 65
DVY Sharpe Ratio Rank: 65
DVY Sortino Ratio Rank: 65
DVY Omega Ratio Rank: 63
DVY Calmar Ratio Rank: 64
DVY Martin Ratio Rank: 68

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. CSTK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) and Invesco Comstock Contrarian Equity ETF (CSTK). 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.

	DVY	CSTK	Difference
Sharpe ratio Return per unit of total volatility	1.09	—	—
Sortino ratio Return per unit of downside risk	1.57	—	—
Omega ratio Gain probability vs. loss probability	1.22	—	—
Calmar ratio Return relative to maximum drawdown	1.50	—	—
Martin ratio Return relative to average drawdown	6.48	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DVY	CSTK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	1.78	-1.31

Correlation

The correlation between DVY and CSTK is 0.87, 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

DVY vs. CSTK - Dividend Comparison

DVY's dividend yield for the trailing twelve months is around 3.46%, more than CSTK's 1.97% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DVY iShares Select Dividend ETF	3.46%	3.65%	3.65%	3.82%	3.43%	3.12%	3.66%	3.41%	3.58%	3.00%	3.04%	3.45%
CSTK Invesco Comstock Contrarian Equity ETF	1.97%	1.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DVY vs. CSTK - Drawdown Comparison

The maximum DVY drawdown since its inception was -62.59%, which is greater than CSTK's maximum drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for DVY and CSTK.

Drawdown Indicators

	DVY	CSTK	Difference
Max Drawdown Largest peak-to-trough decline	-62.59%	-8.87%	-53.72%
Max Drawdown (1Y) Largest decline over 1 year	-12.23%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.54%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.59%	—	—
Current Drawdown Current decline from peak	-3.39%	-6.78%	+3.39%
Average Drawdown Average peak-to-trough decline	-8.84%	-1.26%	-7.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	—	—

Volatility

Volatility by Period

	DVY	CSTK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.50%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.21%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.75%	11.70%	+4.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.28%	11.70%	+3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.02%	11.70%	+6.32%