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DVY vs. IGIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVY vs. IGIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Select Dividend ETF (DVY) and iShares Intermediate-Term Corporate Bond ETF (IGIB). 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 10.24% return, which is significantly higher than IGIB's -0.24% return. Over the past 10 years, DVY has outperformed IGIB with an annualized return of 10.10%, while IGIB has yielded a comparatively lower 2.97% annualized return.


DVY

1D
-0.64%
1M
1.40%
YTD
10.24%
6M
11.57%
1Y
21.73%
3Y*
15.00%
5Y*
8.74%
10Y*
10.10%

IGIB

1D
-0.02%
1M
-0.78%
YTD
-0.24%
6M
0.09%
1Y
6.09%
3Y*
6.24%
5Y*
1.20%
10Y*
2.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVY vs. IGIB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DVY
iShares Select Dividend ETF
10.24%11.60%16.24%1.12%1.80%31.70%-4.91%22.62%-6.36%14.82%
IGIB
iShares Intermediate-Term Corporate Bond ETF
-0.24%9.58%3.49%9.22%-14.00%-1.66%9.64%14.60%-0.71%3.50%

Correlation

The correlation between DVY and IGIB is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.32

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

0.26

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2007

0.01

Over the past year, DVY and IGIB have become more correlated (0.33) than their long-term average of 0.01, meaning their price movements have been converging.

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Return for Risk

DVY vs. IGIB — Risk / Return Rank

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

DVY
DVY Risk / Return Rank: 6767
Overall Rank
DVY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DVY Sortino Ratio Rank: 7171
Sortino Ratio Rank
DVY Omega Ratio Rank: 6161
Omega Ratio Rank
DVY Calmar Ratio Rank: 7070
Calmar Ratio Rank
DVY Martin Ratio Rank: 6767
Martin Ratio Rank

IGIB
IGIB Risk / Return Rank: 4747
Overall Rank
IGIB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 4949
Sortino Ratio Rank
IGIB Omega Ratio Rank: 4646
Omega Ratio Rank
IGIB Calmar Ratio Rank: 4545
Calmar Ratio Rank
IGIB Martin Ratio Rank: 4545
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. IGIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) and iShares Intermediate-Term Corporate Bond ETF (IGIB). 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.


DVYIGIBDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

3.17

2.03

+1.14

Martin ratioReturn relative to average drawdown

11.16

6.77

+4.39

DVY vs. IGIB - Sharpe Ratio Comparison

The current DVY Sharpe Ratio is 1.97, which is higher than the IGIB Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of DVY and IGIB, 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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Sharpe Ratios by Period


DVYIGIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.49

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.18

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.49

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.69

-0.22

Drawdowns

DVY vs. IGIB - Drawdown Comparison

The maximum DVY drawdown since its inception was -62.59%, which is greater than IGIB's maximum drawdown of -20.62%. Use the drawdown chart below to compare losses from any high point for DVY and IGIB.


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Drawdown Indicators


DVYIGIBDifference

Max Drawdown

Largest peak-to-trough decline

-62.59%

-20.62%

-41.97%

Max Drawdown (1Y)

Largest decline over 1 year

-6.89%

-3.01%

-3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-16.00%

-6.05%

-9.95%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

-20.62%

+3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-41.59%

-20.62%

-20.97%

Current Drawdown

Current decline from peak

-1.48%

-1.78%

+0.30%

Average Drawdown

Average peak-to-trough decline

-8.79%

-2.58%

-6.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

0.90%

+1.05%

Volatility

DVY vs. IGIB - Volatility Comparison

iShares Select Dividend ETF (DVY) has a higher volatility of 2.70% compared to iShares Intermediate-Term Corporate Bond ETF (IGIB) at 1.33%. This indicates that DVY's price experiences larger fluctuations and is considered to be riskier than IGIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVYIGIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

1.33%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

3.12%

+4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.11%

4.11%

+7.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

6.56%

+8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

6.06%

+11.96%

DVY vs. IGIB - Expense Ratio Comparison

DVY has a 0.39% expense ratio, which is higher than IGIB's 0.06% expense ratio.


Dividends

DVY vs. IGIB - Dividend Comparison

DVY's dividend yield for the trailing twelve months is around 3.40%, less than IGIB's 4.84% yield.


PositionTTM20252024202320222021202020192018201720162015
DVY
iShares Select Dividend ETF
3.40%3.65%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.84%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%

Frequently Asked Questions


DVY and IGIB have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVY has higher volatility (2.70%) compared to IGIB (1.33%). In terms of maximum drawdown, DVY dropped -62.59% vs IGIB's -20.62%.

On 10-year performance, DVY leads with 10.10% vs 2.97% for IGIB. On fees, IGIB is cheaper at 0.06% per year. On volatility, IGIB has been the lower-risk option at 1.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DVY has performed better with a 10.10% return vs 2.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGIB is cheaper with a 0.06% expense ratio, compared with 0.39% for DVY.

IGIB has the higher dividend yield at 4.84%, compared with 3.40% for DVY.

DVY is categorized as Large Cap Value Equities, while IGIB is Corporate Bonds. DVY tracks Dow Jones U.S. Select Dividend Index, while IGIB tracks Bloomberg Barclays U.S. Intermediate Credit Index. Their fees differ too: 0.39% for DVY and 0.06% for IGIB.

DVY currently has the higher Sharpe Ratio (1.97 vs 1.49), 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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