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DVYA vs. BBCA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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DVYA vs. BBCA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DVYA
iShares Asia/Pacific Dividend ETF
9.80%30.22%6.05%13.75%-2.17%3.41%-9.61%14.70%-8.59%
BBCA
JPMorgan BetaBuilders Canada ETF
1.43%34.40%12.79%14.92%-12.53%28.16%6.20%28.93%-15.39%

Returns By Period

In the year-to-date period, DVYA achieves a 9.80% return, which is significantly higher than BBCA's 1.43% return.


DVYA

1D
2.21%
1M
-6.15%
YTD
9.80%
6M
16.60%
1Y
42.30%
3Y*
19.30%
5Y*
9.83%
10Y*
7.47%

BBCA

1D
2.62%
1M
-5.31%
YTD
1.43%
6M
8.86%
1Y
34.08%
3Y*
19.20%
5Y*
12.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DVYA vs. BBCA - Expense Ratio Comparison

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


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: 9595
Overall Rank
DVYA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DVYA Sortino Ratio Rank: 9696
Sortino Ratio Rank
DVYA Omega Ratio Rank: 9696
Omega Ratio Rank
DVYA Calmar Ratio Rank: 9191
Calmar Ratio Rank
DVYA Martin Ratio Rank: 9595
Martin Ratio Rank

BBCA
BBCA Risk / Return Rank: 9393
Overall Rank
BBCA Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BBCA Sortino Ratio Rank: 9393
Sortino Ratio Rank
BBCA Omega Ratio Rank: 9393
Omega Ratio Rank
BBCA Calmar Ratio Rank: 9292
Calmar Ratio Rank
BBCA Martin Ratio Rank: 9595
Martin Ratio Rank
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.


DVYABBCADifference

Sharpe ratio

Return per unit of total volatility

2.60

2.13

+0.47

Sortino ratio

Return per unit of downside risk

3.22

2.81

+0.40

Omega ratio

Gain probability vs. loss probability

1.51

1.41

+0.10

Calmar ratio

Return relative to maximum drawdown

3.13

3.33

-0.20

Martin ratio

Return relative to average drawdown

15.73

15.60

+0.13

DVYA vs. BBCA - Sharpe Ratio Comparison

The current DVYA Sharpe Ratio is 2.60, which is comparable to the BBCA Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of DVYA and BBCA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DVYABBCADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

2.13

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.73

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.57

-0.28

Correlation

The correlation between DVYA and BBCA is 0.72, 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.


Dividends

DVYA vs. BBCA - Dividend Comparison

DVYA's dividend yield for the trailing twelve months is around 4.47%, more than BBCA's 1.86% yield.


TTM20252024202320222021202020192018201720162015
DVYA
iShares Asia/Pacific Dividend ETF
4.47%4.71%5.97%6.48%7.29%5.81%3.66%5.52%6.24%4.74%4.79%5.33%
BBCA
JPMorgan BetaBuilders Canada ETF
1.86%1.83%2.36%2.51%2.65%2.17%2.41%2.32%1.21%0.00%0.00%0.00%

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.


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Drawdown Indicators


DVYABBCADifference

Max Drawdown

Largest peak-to-trough decline

-45.61%

-42.81%

-2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-10.42%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-25.59%

-24.43%

-1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-45.61%

Current Drawdown

Current decline from peak

-6.15%

-5.68%

-0.47%

Average Drawdown

Average peak-to-trough decline

-10.16%

-5.97%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.23%

+0.42%

Volatility

DVYA vs. BBCA - Volatility Comparison

iShares Asia/Pacific Dividend ETF (DVYA) has a higher volatility of 6.20% compared to JPMorgan BetaBuilders Canada ETF (BBCA) at 5.79%. This indicates that DVYA's price experiences larger fluctuations and is considered to be riskier than BBCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVYABBCADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

5.79%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

11.06%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

16.08%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

16.67%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

20.27%

-2.69%