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

Key characteristics


DVYQUAL
YTD Return4.21%15.53%
1Y Return11.03%30.93%
3Y Return (Ann)3.41%10.51%
5Y Return (Ann)8.17%15.09%
10Y Return (Ann)8.56%13.20%
Sharpe Ratio0.812.70
Daily Std Dev13.33%12.01%
Max Drawdown-62.59%-34.06%
Current Drawdown-3.66%0.00%

Correlation

-0.50.00.51.00.7

The correlation between DVY and QUAL is 0.74, 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. QUAL - Performance Comparison

In the year-to-date period, DVY achieves a 4.21% return, which is significantly lower than QUAL's 15.53% return. Over the past 10 years, DVY has underperformed QUAL with an annualized return of 8.56%, while QUAL has yielded a comparatively higher 13.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
7.95%
17.78%
DVY
QUAL

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Select Dividend ETF

iShares Edge MSCI USA Quality Factor ETF

DVY vs. QUAL - Expense Ratio Comparison

DVY has a 0.39% expense ratio, which is higher than QUAL's 0.15% expense ratio.


DVY
iShares Select Dividend ETF
Expense ratio chart for DVY: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for QUAL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

DVY vs. QUAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) and iShares Edge MSCI USA Quality Factor ETF (QUAL). 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.


DVY
Sharpe ratio
The chart of Sharpe ratio for DVY, currently valued at 0.81, compared to the broader market0.002.004.006.000.81
Sortino ratio
The chart of Sortino ratio for DVY, currently valued at 1.22, compared to the broader market0.005.0010.001.22
Omega ratio
The chart of Omega ratio for DVY, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.15
Calmar ratio
The chart of Calmar ratio for DVY, currently valued at 0.62, compared to the broader market0.005.0010.0015.000.62
Martin ratio
The chart of Martin ratio for DVY, currently valued at 2.51, compared to the broader market0.0020.0040.0060.0080.00100.002.51
QUAL
Sharpe ratio
The chart of Sharpe ratio for QUAL, currently valued at 2.70, compared to the broader market0.002.004.006.002.70
Sortino ratio
The chart of Sortino ratio for QUAL, currently valued at 3.83, compared to the broader market0.005.0010.003.83
Omega ratio
The chart of Omega ratio for QUAL, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for QUAL, currently valued at 3.09, compared to the broader market0.005.0010.0015.003.09
Martin ratio
The chart of Martin ratio for QUAL, currently valued at 12.90, compared to the broader market0.0020.0040.0060.0080.00100.0012.90

DVY vs. QUAL - Sharpe Ratio Comparison

The current DVY Sharpe Ratio is 0.81, which is lower than the QUAL Sharpe Ratio of 2.70. The chart below compares the 12-month rolling Sharpe Ratio of DVY and QUAL.


Rolling 12-month Sharpe Ratio0.001.002.003.002024FebruaryMarchAprilMayJune
0.81
2.70
DVY
QUAL

Dividends

DVY vs. QUAL - Dividend Comparison

DVY's dividend yield for the trailing twelve months is around 3.81%, more than QUAL's 1.05% yield.


TTM20232022202120202019201820172016201520142013
DVY
iShares Select Dividend ETF
3.81%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%3.06%
QUAL
iShares Edge MSCI USA Quality Factor ETF
1.05%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%0.63%

Drawdowns

DVY vs. QUAL - Drawdown Comparison

The maximum DVY drawdown since its inception was -62.59%, which is greater than QUAL's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for DVY and QUAL. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-3.66%
0
DVY
QUAL

Volatility

DVY vs. QUAL - Volatility Comparison

iShares Select Dividend ETF (DVY) has a higher volatility of 3.91% compared to iShares Edge MSCI USA Quality Factor ETF (QUAL) at 2.59%. This indicates that DVY's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
3.91%
2.59%
DVY
QUAL