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

Correlation

The correlation between DVY and SPYD is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DVY vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Select Dividend ETF (DVY) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%140.00%150.00%December2025FebruaryMarchAprilMay
134.17%
115.43%
DVY
SPYD

Key characteristics

Sharpe Ratio

DVY:

0.59

SPYD:

0.58

Sortino Ratio

DVY:

0.98

SPYD:

0.93

Omega Ratio

DVY:

1.14

SPYD:

1.13

Calmar Ratio

DVY:

0.65

SPYD:

0.59

Martin Ratio

DVY:

2.14

SPYD:

1.93

Ulcer Index

DVY:

4.86%

SPYD:

4.96%

Daily Std Dev

DVY:

16.26%

SPYD:

15.48%

Max Drawdown

DVY:

-62.59%

SPYD:

-46.42%

Current Drawdown

DVY:

-7.91%

SPYD:

-8.93%

Returns By Period

In the year-to-date period, DVY achieves a -0.38% return, which is significantly higher than SPYD's -1.61% return.


DVY

YTD

-0.38%

1M

9.63%

6M

-3.96%

1Y

9.54%

5Y*

14.46%

10Y*

9.02%

SPYD

YTD

-1.61%

1M

8.58%

6M

-5.85%

1Y

8.97%

5Y*

14.38%

10Y*

N/A

*Annualized

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DVY vs. SPYD - Expense Ratio Comparison

DVY has a 0.39% expense ratio, which is higher than SPYD's 0.07% expense ratio.


Risk-Adjusted Performance

DVY vs. SPYD — 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 6565
Overall Rank
The Sharpe Ratio Rank of DVY is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of DVY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of DVY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DVY is 7171
Calmar Ratio Rank
The Martin Ratio Rank of DVY is 6262
Martin Ratio Rank

SPYD
The Risk-Adjusted Performance Rank of SPYD is 6363
Overall Rank
The Sharpe Ratio Rank of SPYD is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 5959
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. SPYD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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 0.59, which is comparable to the SPYD Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DVY and SPYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2025FebruaryMarchAprilMay
0.59
0.58
DVY
SPYD

Dividends

DVY vs. SPYD - Dividend Comparison

DVY's dividend yield for the trailing twelve months is around 3.73%, less than SPYD's 4.53% yield.


TTM20242023202220212020201920182017201620152014
DVY
iShares Select Dividend ETF
3.73%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.53%4.31%4.66%5.01%3.68%4.95%4.43%4.75%4.63%4.34%1.13%0.00%

Drawdowns

DVY vs. SPYD - Drawdown Comparison

The maximum DVY drawdown since its inception was -62.59%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for DVY and SPYD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.91%
-8.93%
DVY
SPYD

Volatility

DVY vs. SPYD - Volatility Comparison

iShares Select Dividend ETF (DVY) has a higher volatility of 8.09% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 7.47%. This indicates that DVY's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.09%
7.47%
DVY
SPYD