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

Key characteristics


DVYSPYD
YTD Return5.96%4.87%
1Y Return10.72%14.80%
3Y Return (Ann)6.22%6.35%
5Y Return (Ann)8.61%6.45%
Sharpe Ratio0.891.06
Daily Std Dev13.79%15.85%
Max Drawdown-62.59%-46.42%
Current Drawdown0.00%-1.85%

Correlation

0.95
-1.001.00

The correlation between DVY and SPYD is 0.95, 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. SPYD - Performance Comparison

In the year-to-date period, DVY achieves a 5.96% return, which is significantly higher than SPYD's 4.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%70.00%80.00%90.00%100.00%110.00%OctoberNovemberDecember2024FebruaryMarch
114.27%
99.06%
DVY
SPYD

Compare stocks, funds, or ETFs


iShares Select Dividend ETF

SPDR Portfolio S&P 500 High Dividend ETF

DVY vs. SPYD - Expense Ratio Comparison

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

DVY
iShares Select Dividend ETF
0.50%1.00%1.50%2.00%0.39%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DVY
iShares Select Dividend ETF
0.89
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
1.06

DVY vs. SPYD - Sharpe Ratio Comparison

The current DVY Sharpe Ratio is 0.89, which roughly equals the SPYD Sharpe Ratio of 1.06. The chart below compares the 12-month rolling Sharpe Ratio of DVY and SPYD.


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
0.89
1.06
DVY
SPYD

Dividends

DVY vs. SPYD - Dividend Comparison

DVY's dividend yield for the trailing twelve months is around 3.63%, less than SPYD's 4.45% yield.


TTM20232022202120202019201820172016201520142013
DVY
iShares Select Dividend ETF
3.63%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%3.06%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.45%4.66%5.01%3.68%4.95%4.43%4.75%4.63%4.34%1.13%0.00%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%. The drawdown chart below compares losses from any high point along the way for DVY and SPYD


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-1.85%
DVY
SPYD

Volatility

DVY vs. SPYD - Volatility Comparison

The current volatility for iShares Select Dividend ETF (DVY) is 3.24%, while SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a volatility of 3.68%. This indicates that DVY experiences smaller price fluctuations and is considered to be less risky than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
3.24%
3.68%
DVY
SPYD