PortfoliosLab logo
DVY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DVY and VOO is 0.79, 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. VOO - Performance Comparison

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

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%December2025FebruaryMarchAprilMay
373.43%
573.36%
DVY
VOO

Key characteristics

Sharpe Ratio

DVY:

0.52

VOO:

0.52

Sortino Ratio

DVY:

0.93

VOO:

0.89

Omega Ratio

DVY:

1.13

VOO:

1.13

Calmar Ratio

DVY:

0.61

VOO:

0.57

Martin Ratio

DVY:

2.01

VOO:

2.18

Ulcer Index

DVY:

4.89%

VOO:

4.85%

Daily Std Dev

DVY:

16.26%

VOO:

19.11%

Max Drawdown

DVY:

-62.59%

VOO:

-33.99%

Current Drawdown

DVY:

-8.01%

VOO:

-7.67%

Returns By Period

In the year-to-date period, DVY achieves a -0.49% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, DVY has underperformed VOO with an annualized return of 9.03%, while VOO has yielded a comparatively higher 12.42% annualized return.


DVY

YTD

-0.49%

1M

3.08%

6M

-4.51%

1Y

8.41%

5Y*

14.42%

10Y*

9.03%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

Compare stocks, funds, or ETFs

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


DVY vs. VOO - Expense Ratio Comparison

DVY has a 0.39% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

DVY vs. VOO — 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 6363
Overall Rank
The Sharpe Ratio Rank of DVY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of DVY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of DVY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of DVY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of DVY is 6161
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) and Vanguard S&P 500 ETF (VOO). 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 comparable to the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of DVY and VOO, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.52
0.52
DVY
VOO

Dividends

DVY vs. VOO - Dividend Comparison

DVY's dividend yield for the trailing twelve months is around 3.74%, more than VOO's 1.34% 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%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DVY vs. VOO - Drawdown Comparison

The maximum DVY drawdown since its inception was -62.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DVY and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.01%
-7.67%
DVY
VOO

Volatility

DVY vs. VOO - Volatility Comparison

The current volatility for iShares Select Dividend ETF (DVY) is 5.55%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.83%. This indicates that DVY experiences smaller price fluctuations and is considered to be less risky than VOO 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%14.00%December2025FebruaryMarchAprilMay
5.55%
6.83%
DVY
VOO