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

Correlation

The correlation between DVY and PEY is 0.77, 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. PEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Select Dividend ETF (DVY) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DVY:

0.52

PEY:

0.16

Sortino Ratio

DVY:

0.93

PEY:

0.47

Omega Ratio

DVY:

1.13

PEY:

1.06

Calmar Ratio

DVY:

0.61

PEY:

0.24

Martin Ratio

DVY:

2.01

PEY:

0.76

Ulcer Index

DVY:

4.89%

PEY:

5.73%

Daily Std Dev

DVY:

16.26%

PEY:

17.40%

Max Drawdown

DVY:

-62.59%

PEY:

-72.82%

Current Drawdown

DVY:

-8.01%

PEY:

-11.23%

Returns By Period

In the year-to-date period, DVY achieves a -0.49% return, which is significantly higher than PEY's -4.00% return. Both investments have delivered pretty close results over the past 10 years, with DVY having a 9.05% annualized return and PEY not far behind at 8.66%.


DVY

YTD

-0.49%

1M

6.07%

6M

-4.51%

1Y

8.24%

5Y*

14.72%

10Y*

9.05%

PEY

YTD

-4.00%

1M

5.70%

6M

-6.71%

1Y

2.67%

5Y*

12.78%

10Y*

8.66%

*Annualized

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DVY vs. PEY - Expense Ratio Comparison

DVY has a 0.39% expense ratio, which is lower than PEY's 0.53% expense ratio.


Risk-Adjusted Performance

DVY vs. PEY — Risk-Adjusted Performance Rank

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

DVY
The Risk-Adjusted Performance Rank of DVY is 6464
Overall Rank
The Sharpe Ratio Rank of DVY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of DVY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of DVY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DVY is 7070
Calmar Ratio Rank
The Martin Ratio Rank of DVY is 6262
Martin Ratio Rank

PEY
The Risk-Adjusted Performance Rank of PEY is 3535
Overall Rank
The Sharpe Ratio Rank of PEY is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of PEY is 3636
Sortino Ratio Rank
The Omega Ratio Rank of PEY is 3434
Omega Ratio Rank
The Calmar Ratio Rank of PEY is 4040
Calmar Ratio Rank
The Martin Ratio Rank of PEY is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DVY vs. PEY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). 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.


The current DVY Sharpe Ratio is 0.52, which is higher than the PEY Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of DVY and PEY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DVY vs. PEY - Dividend Comparison

DVY's dividend yield for the trailing twelve months is around 3.74%, less than PEY's 4.63% yield.


TTM20242023202220212020201920182017201620152014
DVY
iShares Select Dividend ETF
3.74%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
4.63%4.44%4.58%4.22%3.83%4.30%3.78%4.33%3.21%3.12%3.44%3.24%

Drawdowns

DVY vs. PEY - Drawdown Comparison

The maximum DVY drawdown since its inception was -62.59%, smaller than the maximum PEY drawdown of -72.82%. Use the drawdown chart below to compare losses from any high point for DVY and PEY. For additional features, visit the drawdowns tool.


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Volatility

DVY vs. PEY - Volatility Comparison

iShares Select Dividend ETF (DVY) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY) have volatilities of 5.55% and 5.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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