DVY vs. MCD
DVY (iShares Select Dividend ETF) is Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index, while MCD (McDonald's Corporation) is a stock. Over the past 10 years, DVY returned 10.49%/yr vs 11.46%/yr for MCD. At a 0.48 correlation, their price movements are largely independent.
Performance
DVY vs. MCD - 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 MCD's -5.66% return. Over the past 10 years, DVY has underperformed MCD with an annualized return of 10.49%, while MCD has yielded a comparatively higher 11.46% 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%
MCD
- 1D
- 0.01%
- 1M
- 4.28%
- YTD
- -5.66%
- 6M
- -8.96%
- 1Y
- -3.37%
- 3Y*
- 1.94%
- 5Y*
- 6.16%
- 10Y*
- 11.46%
DVY vs. MCD - 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% |
MCD McDonald's Corporation | -5.66% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
Correlation
The correlation between DVY and MCD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2003 | 0.48 |
The correlation between DVY and MCD shifts across timeframes, from 0.36 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DVY vs. MCD — Risk / Return Rank
DVY
MCD
DVY vs. MCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) and McDonald's Corporation (MCD). 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 | MCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.42 | ||
| Sortino ratioReturn per unit of downside risk | +3.40 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.98 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | -0.20 | +3.74 |
| Martin ratioReturn relative to average drawdown | 12.51 | -0.50 | +13.01 |
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Drawdowns
DVY vs. MCD - Drawdown Comparison
The maximum DVY drawdown since its inception was -62.59%, smaller than the maximum MCD drawdown of -73.20%. Use the drawdown chart below to compare losses from any high point for DVY and MCD.
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Drawdown Indicators
| DVY | MCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.59% | -73.20% | +10.61% |
Max Drawdown (1Y)Largest decline over 1 year | -6.89% | -19.05% | +12.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.00% | -19.05% | +3.05% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | -19.05% | +1.51% |
Max Drawdown (10Y)Largest decline over 10 years | -41.59% | -36.90% | -4.69% |
Current DrawdownCurrent decline from peak | 0.00% | -15.46% | +15.46% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -14.89% | +6.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 7.53% | -5.58% |
Volatility
DVY vs. MCD - Volatility Comparison
The current volatility for iShares Select Dividend ETF (DVY) is 2.94%, while McDonald's Corporation (MCD) has a volatility of 4.96%. This indicates that DVY experiences smaller price fluctuations and is considered to be less risky than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVY | MCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 4.96% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 12.20% | -4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 16.62% | -5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 17.27% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 20.40% | -2.39% |
Dividends
DVY vs. MCD - Dividend Comparison
DVY's dividend yield for the trailing twelve months is around 3.30%, more than MCD's 2.58% 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% |
MCD McDonald's Corporation | 2.58% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
Frequently Asked Questions
DVY and MCD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCD has higher volatility (4.96%) compared to DVY (2.94%). In terms of maximum drawdown, DVY dropped -62.59% vs MCD's -73.20%.
DVY currently has the higher Sharpe Ratio (2.19 vs -0.23), 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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