DVY vs. LLY
DVY (iShares Select Dividend ETF) is Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index, while LLY (Eli Lilly and Company) is a stock. Over the past 10 years, DVY returned 10.49%/yr vs 33.45%/yr for LLY. At a 0.41 correlation, their price movements are largely independent.
Performance
DVY vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, DVY achieves a 13.40% return, which is significantly higher than LLY's 5.78% return. Over the past 10 years, DVY has underperformed LLY with an annualized return of 10.49%, while LLY has yielded a comparatively higher 33.45% 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%
LLY
- 1D
- -2.41%
- 1M
- 12.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
DVY vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between DVY and LLY 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 | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2003 | 0.41 |
Over the past year, the correlation between DVY and LLY has dropped to 0.13 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
DVY vs. LLY — Risk / Return Rank
DVY
LLY
DVY vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) and Eli Lilly and Company (LLY). 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.
| DVY | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.22 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | 1.72 | +1.82 |
| Martin ratioReturn relative to average drawdown | 12.51 | 4.28 | +8.23 |
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Drawdowns
DVY vs. LLY - Drawdown Comparison
The maximum DVY drawdown since its inception was -62.59%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for DVY and LLY.
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Drawdown Indicators
| DVY | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.59% | -68.24% | +5.65% |
Max Drawdown (1Y)Largest decline over 1 year | -6.89% | -23.64% | +16.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.00% | -34.48% | +18.48% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | -34.48% | +16.94% |
Max Drawdown (10Y)Largest decline over 10 years | -41.59% | -34.48% | -7.11% |
Current DrawdownCurrent decline from peak | 0.00% | -2.41% | +2.41% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -19.21% | +10.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 9.49% | -7.54% |
Volatility
DVY vs. LLY - Volatility Comparison
The current volatility for iShares Select Dividend ETF (DVY) is 2.94%, while Eli Lilly and Company (LLY) has a volatility of 9.27%. This indicates that DVY experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVY | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 9.27% | -6.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 27.16% | -19.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 38.01% | -26.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 32.46% | -17.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 30.19% | -12.18% |
Dividends
DVY vs. LLY - Dividend Comparison
DVY's dividend yield for the trailing twelve months is around 3.30%, more than LLY's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Frequently Asked Questions
DVY and LLY 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.
LLY has higher volatility (9.27%) compared to DVY (2.94%). In terms of maximum drawdown, DVY dropped -62.59% vs LLY's -68.24%.
DVY currently has the higher Sharpe Ratio (2.19 vs 1.07), 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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