DVYA vs. BBCA

Last updated Jun 25, 2026

DVYA (iShares Asia/Pacific Dividend ETF) and BBCA (JPMorgan BetaBuilders Canada ETF) are both exchange-traded funds - DVYA is a Asia Pacific Equities fund tracking the Dow Jones Asia/Pacific Select Dividend 30 Index, while BBCA is a Canada Equities fund tracking the Morningstar Canada Target Market Exposure Index. Both are passively managed. Over the past 5 years, DVYA returned 9.32%/yr vs 11.16%/yr for BBCA. A 0.72 correlation means they provide meaningful diversification when combined. DVYA charges 0.49%/yr vs 0.19%/yr for BBCA.

Performance

DVYA vs. BBCA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia/Pacific Dividend ETF (DVYA) and JPMorgan BetaBuilders Canada ETF (BBCA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DVYA achieves a 8.77% return, which is significantly higher than BBCA's 7.05% return.

DVYA

• 1D: -0.82%
• 1M: -4.85%
• YTD: 8.77%
• 6M: 7.20%
• 1Y: 30.32%
• 3Y*: 20.51%
• 5Y*: 9.32%
• 10Y*: 7.04%

BBCA

• 1D: -0.56%
• 1M: -1.26%
• YTD: 7.05%
• 6M: 5.79%
• 1Y: 26.38%
• 3Y*: 21.32%
• 5Y*: 11.16%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DVYA vs. BBCA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DVYA iShares Asia/Pacific Dividend ETF	8.77%	30.22%	6.05%	13.75%	-2.17%	3.41%	-9.61%	14.70%	-8.51%
BBCA JPMorgan BetaBuilders Canada ETF	7.05%	34.40%	12.79%	14.92%	-12.53%	28.16%	6.20%	28.93%	-15.39%

Correlation

The correlation between DVYA and BBCA is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (All Time) Calculated using the full available price history since Aug 8, 2018	0.72

The correlation between DVYA and BBCA has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.

DVYA vs. BBCA - Sectors Allocation Comparison

Sectors	DVYA	BBCA
Financial Services	30.8%	39.2%
Basic Materials	18.3%	14.9%
Consumer Cyclical	11.1%	3.6%
Real Estate	10.0%	0.2%
Industrials	6.7%	9.7%
Energy	4.8%	17.9%
Consumer Defensive	4.7%	3.1%
Communication Services	4.4%	1.2%
Utilities	4.1%	1.9%
Healthcare	3.4%	0.2%
Technology	1.8%	8.4%

Return for Risk

DVYA vs. BBCA — Risk / Return Rank

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

DVYA

DVYA Risk / Return Rank: 76
DVYA Sharpe Ratio Rank: 81
DVYA Sortino Ratio Rank: 78
DVYA Omega Ratio Rank: 76
DVYA Calmar Ratio Rank: 76
DVYA Martin Ratio Rank: 70

BBCA

BBCA Risk / Return Rank: 67
BBCA Sharpe Ratio Rank: 66
BBCA Sortino Ratio Rank: 61
BBCA Omega Ratio Rank: 62
BBCA Calmar Ratio Rank: 70
BBCA Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DVYA vs. BBCA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia/Pacific Dividend ETF (DVYA) and JPMorgan BetaBuilders Canada ETF (BBCA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DVYA	BBCA	Difference
Sharpe ratio: Return per unit of total volatility	2.29	1.91	+0.38
Sortino ratio: Return per unit of downside risk	3.10	2.56	+0.54
Omega ratio: Gain probability vs. loss probability	1.40	1.33	+0.06
Calmar ratio: Return relative to maximum drawdown	3.53	3.14	+0.38
Martin ratio: Return relative to average drawdown	11.48	12.68	-1.20

DVYA vs. BBCA - Sharpe Ratio Comparison

The current DVYA Sharpe Ratio is 2.29, which is comparable to the BBCA Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of DVYA and BBCA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DVYA vs. BBCA - Drawdown Comparison

The maximum DVYA drawdown since its inception was -45.61%, which is greater than BBCA's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for DVYA and BBCA.

Drawdown Indicators

	DVYA	BBCA	Difference
Max Drawdown Largest peak-to-trough decline	-45.61%	-42.81%	-2.80%
Max Drawdown (1Y) Largest decline over 1 year	-8.64%	-8.43%	-0.21%
Max Drawdown (3Y) Largest decline over 3 years	-19.15%	-12.77%	-6.38%
Max Drawdown (5Y) Largest decline over 5 years	-25.18%	-24.43%	-0.75%
Max Drawdown (10Y) Largest decline over 10 years	-45.61%	—	—
Current Drawdown Current decline from peak	-7.02%	-2.86%	-4.16%
Average Drawdown Average peak-to-trough decline	-10.04%	-5.84%	-4.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	2.09%	+0.56%

Volatility

DVYA vs. BBCA - Volatility Comparison

iShares Asia/Pacific Dividend ETF (DVYA) and JPMorgan BetaBuilders Canada ETF (BBCA) have volatilities of 4.21% and 4.12%, 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.

Volatility by Period

	DVYA	BBCA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	4.12%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	11.07%	11.19%	-0.12%
Volatility (1Y) Calculated over the trailing 1-year period	13.34%	13.86%	-0.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.16%	16.73%	-1.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.48%	20.10%	-2.62%

DVYA vs. BBCA - Expense Ratio Comparison

DVYA has a 0.49% expense ratio, which is higher than BBCA's 0.19% expense ratio.

Dividends

DVYA vs. BBCA - Dividend Comparison

DVYA's dividend yield for the trailing twelve months is around 4.76%, more than BBCA's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBCA JPMorgan BetaBuilders Canada ETF	1.79%	1.83%	2.36%	2.51%	2.65%	2.17%	2.41%	2.32%	1.21%	0.00%	0.00%	0.00%
DVYA iShares Asia/Pacific Dividend ETF	4.76%	4.71%	5.97%	6.48%	7.29%	5.81%	3.66%	5.52%	6.24%	4.74%	4.79%	5.33%

Frequently Asked Questions

Can I hold both DVYA and BBCA in my portfolio?

DVYA and BBCA have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DVYA or BBCA?

DVYA has higher volatility (4.21%) compared to BBCA (4.12%). In terms of maximum drawdown, DVYA dropped -45.61% vs BBCA's -42.81%.

Which ETF is better, DVYA or BBCA?

On 5-year performance, BBCA leads with 11.16% vs 9.32% for DVYA. On fees, BBCA is cheaper at 0.19% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DVYA or BBCA?

Over the 5-year period, BBCA has performed better with a 11.16% return vs 9.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DVYA or BBCA?

BBCA is cheaper with a 0.19% expense ratio, compared with 0.49% for DVYA.

Which ETF pays a higher dividend yield, DVYA or BBCA?

DVYA has the higher dividend yield at 4.76%, compared with 1.79% for BBCA.

What is the main difference between DVYA and BBCA?

DVYA is categorized as Asia Pacific Equities, while BBCA is Canada Equities. DVYA tracks Dow Jones Asia/Pacific Select Dividend 30 Index, while BBCA tracks Morningstar Canada Target Market Exposure Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.49% for DVYA and 0.19% for BBCA.

Which has better risk-adjusted returns?

DVYA currently has the higher Sharpe Ratio (2.29 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.