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DVY vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DVYDGRO
YTD Return16.94%18.17%
1Y Return33.15%33.75%
3Y Return (Ann)8.02%8.17%
5Y Return (Ann)9.52%12.10%
10Y Return (Ann)9.28%11.92%
Sharpe Ratio2.673.63
Sortino Ratio3.735.08
Omega Ratio1.471.68
Calmar Ratio2.063.24
Martin Ratio16.4125.37
Ulcer Index2.10%1.39%
Daily Std Dev12.90%9.71%
Max Drawdown-62.59%-35.10%
Current Drawdown-2.74%-2.13%

Correlation

-0.50.00.51.00.9

The correlation between DVY and DGRO is 0.88, 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.

Performance

DVY vs. DGRO - Performance Comparison

In the year-to-date period, DVY achieves a 16.94% return, which is significantly lower than DGRO's 18.17% return. Over the past 10 years, DVY has underperformed DGRO with an annualized return of 9.28%, while DGRO has yielded a comparatively higher 11.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
13.87%
13.06%
DVY
DGRO

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DVY vs. DGRO - Expense Ratio Comparison

DVY has a 0.39% expense ratio, which is higher than DGRO's 0.08% expense ratio.


DVY
iShares Select Dividend ETF
Expense ratio chart for DVY: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

DVY vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) and iShares Core Dividend Growth ETF (DGRO). 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
Sharpe ratio
The chart of Sharpe ratio for DVY, currently valued at 2.67, compared to the broader market-2.000.002.004.006.002.67
Sortino ratio
The chart of Sortino ratio for DVY, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for DVY, currently valued at 1.47, compared to the broader market1.001.502.002.503.001.47
Calmar ratio
The chart of Calmar ratio for DVY, currently valued at 2.06, compared to the broader market0.005.0010.0015.002.06
Martin ratio
The chart of Martin ratio for DVY, currently valued at 16.41, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.41
DGRO
Sharpe ratio
The chart of Sharpe ratio for DGRO, currently valued at 3.63, compared to the broader market-2.000.002.004.006.003.63
Sortino ratio
The chart of Sortino ratio for DGRO, currently valued at 5.08, compared to the broader market0.005.0010.005.08
Omega ratio
The chart of Omega ratio for DGRO, currently valued at 1.68, compared to the broader market1.001.502.002.503.001.68
Calmar ratio
The chart of Calmar ratio for DGRO, currently valued at 3.24, compared to the broader market0.005.0010.0015.003.24
Martin ratio
The chart of Martin ratio for DGRO, currently valued at 25.37, compared to the broader market0.0020.0040.0060.0080.00100.00120.0025.37

DVY vs. DGRO - Sharpe Ratio Comparison

The current DVY Sharpe Ratio is 2.67, which is comparable to the DGRO Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of DVY and DGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00MayJuneJulyAugustSeptemberOctober
2.67
3.63
DVY
DGRO

Dividends

DVY vs. DGRO - Dividend Comparison

DVY's dividend yield for the trailing twelve months is around 3.50%, more than DGRO's 2.20% yield.


TTM20232022202120202019201820172016201520142013
DVY
iShares Select Dividend ETF
3.50%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%3.06%
DGRO
iShares Core Dividend Growth ETF
2.20%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%

Drawdowns

DVY vs. DGRO - Drawdown Comparison

The maximum DVY drawdown since its inception was -62.59%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for DVY and DGRO. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.74%
-2.13%
DVY
DGRO

Volatility

DVY vs. DGRO - Volatility Comparison

iShares Select Dividend ETF (DVY) has a higher volatility of 3.30% compared to iShares Core Dividend Growth ETF (DGRO) at 2.54%. This indicates that DVY's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%MayJuneJulyAugustSeptemberOctober
3.30%
2.54%
DVY
DGRO