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DVYA vs. BBCA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DVYA and BBCA is 0.65, 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

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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Key characteristics

Sharpe Ratio

DVYA:

0.26

BBCA:

1.08

Sortino Ratio

DVYA:

0.56

BBCA:

1.61

Omega Ratio

DVYA:

1.08

BBCA:

1.22

Calmar Ratio

DVYA:

0.29

BBCA:

1.48

Martin Ratio

DVYA:

0.90

BBCA:

5.75

Ulcer Index

DVYA:

6.09%

BBCA:

3.19%

Daily Std Dev

DVYA:

17.05%

BBCA:

16.57%

Max Drawdown

DVYA:

-45.62%

BBCA:

-42.81%

Current Drawdown

DVYA:

-2.45%

BBCA:

0.00%

Returns By Period

In the year-to-date period, DVYA achieves a 5.87% return, which is significantly lower than BBCA's 9.18% return.


DVYA

YTD

5.87%

1M

9.58%

6M

3.26%

1Y

3.10%

5Y*

9.85%

10Y*

2.78%

BBCA

YTD

9.18%

1M

6.65%

6M

6.72%

1Y

16.95%

5Y*

15.32%

10Y*

N/A

*Annualized

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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.


Risk-Adjusted Performance

DVYA vs. BBCA — Risk-Adjusted Performance Rank

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

DVYA
The Risk-Adjusted Performance Rank of DVYA is 3131
Overall Rank
The Sharpe Ratio Rank of DVYA is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of DVYA is 3131
Sortino Ratio Rank
The Omega Ratio Rank of DVYA is 3131
Omega Ratio Rank
The Calmar Ratio Rank of DVYA is 3434
Calmar Ratio Rank
The Martin Ratio Rank of DVYA is 3030
Martin Ratio Rank

BBCA
The Risk-Adjusted Performance Rank of BBCA is 8585
Overall Rank
The Sharpe Ratio Rank of BBCA is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BBCA is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BBCA is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BBCA is 8989
Calmar Ratio Rank
The Martin Ratio Rank of BBCA is 8686
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.

DVYA vs. BBCA - Risk-Adjusted Performance 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.


The current DVYA Sharpe Ratio is 0.26, which is lower than the BBCA Sharpe Ratio of 1.08. 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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Dividends

DVYA vs. BBCA - Dividend Comparison

DVYA's dividend yield for the trailing twelve months is around 5.66%, more than BBCA's 2.14% yield.


TTM20242023202220212020201920182017201620152014
DVYA
iShares Asia/Pacific Dividend ETF
5.66%5.97%6.48%7.30%5.81%3.66%5.52%6.24%4.74%4.80%5.33%5.28%
BBCA
JPMorgan BetaBuilders Canada ETF
2.14%2.36%2.51%2.65%2.17%2.41%2.32%1.21%0.00%0.00%0.00%0.00%

Drawdowns

DVYA vs. BBCA - Drawdown Comparison

The maximum DVYA drawdown since its inception was -45.62%, 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. For additional features, visit the drawdowns tool.


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Volatility

DVYA vs. BBCA - Volatility Comparison

iShares Asia/Pacific Dividend ETF (DVYA) has a higher volatility of 3.18% compared to JPMorgan BetaBuilders Canada ETF (BBCA) at 2.53%. 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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