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DVY vs. GOOGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DVY vs. GOOGL

Last updated Jun 14, 2026

DVY (iShares Select Dividend ETF) is Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index, while GOOGL (Alphabet Inc. Class A) is a stock. Over the past 10 years, DVY returned 10.49%/yr vs 25.76%/yr for GOOGL. At a 0.42 correlation, their price movements are largely independent.

Performance

DVY vs. GOOGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Select Dividend ETF (DVY) and Alphabet Inc. Class A (GOOGL). 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 13.40% return, which is significantly lower than GOOGL's 15.06% return. Over the past 10 years, DVY has underperformed GOOGL with an annualized return of 10.49%, while GOOGL has yielded a comparatively higher 25.76% annualized return.

DVY

1D
1.18%
1M
4.16%
YTD
13.40%
6M
12.29%
1Y
25.66%
3Y*
15.86%
5Y*
9.31%
10Y*
10.49%

GOOGL

1D
0.53%
1M
-10.27%
YTD
15.06%
6M
16.44%
1Y
106.51%
3Y*
43.10%
5Y*
24.46%
10Y*
25.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVY vs. GOOGL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DVY
iShares Select Dividend ETF		13.40%11.60%16.24%1.12%1.80%31.70%-4.91%22.62%-6.36%14.82%
GOOGL
Alphabet Inc. Class A		15.06%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%

Correlation

The correlation between DVY and GOOGL is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2004

0.42

Over the past year, the correlation between DVY and GOOGL has dropped to 0.13 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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iShares Select Dividend ETF

Alphabet Inc. Class A

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Return for Risk

DVY vs. GOOGL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DVY
DVY Risk / Return Rank: 7878
Overall Rank
DVY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DVY Sortino Ratio Rank: 8282
Sortino Ratio Rank
DVY Omega Ratio Rank: 7474
Omega Ratio Rank
DVY Calmar Ratio Rank: 7878
Calmar Ratio Rank
DVY Martin Ratio Rank: 7676
Martin Ratio Rank
GOOGL
GOOGL Risk / Return Rank: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9696
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9595
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. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) and Alphabet Inc. Class A (GOOGL). 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.

DVYGOOGLDifference
Sharpe ratioReturn per unit of total volatility
2.19
3.62

-1.43

Sortino ratioReturn per unit of downside risk
3.19
4.92

-1.73

Omega ratioGain probability vs. loss probability

1.37

1.59

-0.22

Calmar ratioReturn relative to maximum drawdown

3.54

5.20

-1.66

Martin ratioReturn relative to average drawdown

12.51

18.48

-5.97

DVY vs. GOOGL - Sharpe Ratio Comparison

The current DVY Sharpe Ratio is 2.19, which is lower than the GOOGL Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of DVY and GOOGL, 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. GOOGL - Drawdown Comparison

The maximum DVY drawdown since its inception was -62.59%, roughly equal to the maximum GOOGL drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for DVY and GOOGL.

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Drawdown Indicators

DVYGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-62.59%

-65.29%

+2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-6.89%

-20.37%

+13.48%

Max Drawdown (3Y)

Largest decline over 3 years

-16.00%

-29.81%

+13.81%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

-44.32%

+26.78%

Max Drawdown (10Y)

Largest decline over 10 years

-41.59%

-44.32%

+2.73%

Current Drawdown

Current decline from peak

0.00%

-10.61%

+10.61%

Average Drawdown

Average peak-to-trough decline

-8.78%

-13.01%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

5.72%

-3.77%

Volatility

DVY vs. GOOGL - Volatility Comparison

The current volatility for iShares Select Dividend ETF (DVY) is 2.94%, while Alphabet Inc. Class A (GOOGL) has a volatility of 7.24%. This indicates that DVY experiences smaller price fluctuations and is considered to be less risky than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DVYGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

7.24%

-4.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

20.82%

-13.28%

Volatility (1Y)

Calculated over the trailing 1-year period

11.16%

29.31%

-18.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

31.33%

-16.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

29.13%

-11.12%

Dividends

DVY vs. GOOGL - Dividend Comparison

DVY's dividend yield for the trailing twelve months is around 3.30%, more than GOOGL's 0.24% yield.

PositionTTM20252024202320222021202020192018201720162015
DVY
iShares Select Dividend ETF		3.30%3.65%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%
GOOGL
Alphabet Inc. Class A		0.24%0.27%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DVY and GOOGL have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOGL has higher volatility (7.24%) compared to DVY (2.94%). In terms of maximum drawdown, DVY dropped -62.59% vs GOOGL's -65.29%.

GOOGL currently has the higher Sharpe Ratio (3.62 vs 2.19), 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.

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