DVYA vs. DVYE

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Asia/Pacific Dividend ETF (DVYA) and iShares Emerging Markets Dividend ETF (DVYE).

DVYA and DVYE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVYA is a passively managed fund by iShares that tracks the performance of the Dow Jones Asia/Pacific Select Dividend 30 Index. It was launched on Feb 23, 2012. DVYE is a passively managed fund by iShares that tracks the performance of the Dow Jones Emerging Markets Select Dividend Index. It was launched on Feb 23, 2012. Both DVYA and DVYE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DVYA vs. DVYE - Performance Comparison

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

DVYA vs. DVYE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DVYA iShares Asia/Pacific Dividend ETF	9.80%	30.22%	6.05%	13.75%	-2.17%	3.41%	-9.61%	14.70%	-14.87%	16.99%
DVYE iShares Emerging Markets Dividend ETF	10.67%	28.36%	8.89%	20.88%	-31.38%	11.02%	-2.51%	15.41%	-5.56%	27.04%

Returns By Period

In the year-to-date period, DVYA achieves a 9.80% return, which is significantly lower than DVYE's 10.67% return. Both investments have delivered pretty close results over the past 10 years, with DVYA having a 7.47% annualized return and DVYE not far ahead at 7.76%.

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%

DVYE

• 1D: 2.20%
• 1M: -2.00%
• YTD: 10.67%
• 6M: 17.74%
• 1Y: 33.61%
• 3Y*: 22.34%
• 5Y*: 6.21%
• 10Y*: 7.76%

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

DVYA vs. DVYE - Expense Ratio Comparison

Both DVYA and DVYE have an expense ratio of 0.49%.

DVYA

iShares Asia/Pacific Dividend ETF

DVYE

iShares Emerging Markets Dividend ETF

Return for Risk

DVYA vs. DVYE — Risk / Return Rank

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

DVYA

DVYA Risk / Return Rank: 95
DVYA Sharpe Ratio Rank: 96
DVYA Sortino Ratio Rank: 96
DVYA Omega Ratio Rank: 96
DVYA Calmar Ratio Rank: 91
DVYA Martin Ratio Rank: 95

DVYE

DVYE Risk / Return Rank: 91
DVYE Sharpe Ratio Rank: 91
DVYE Sortino Ratio Rank: 91
DVYE Omega Ratio Rank: 91
DVYE Calmar Ratio Rank: 88
DVYE Martin Ratio Rank: 93

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. DVYE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia/Pacific Dividend ETF (DVYA) and iShares Emerging Markets Dividend ETF (DVYE). 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.

	DVYA	DVYE	Difference
Sharpe ratio Return per unit of total volatility	2.60	1.96	+0.63
Sortino ratio Return per unit of downside risk	3.22	2.60	+0.61
Omega ratio Gain probability vs. loss probability	1.51	1.39	+0.12
Calmar ratio Return relative to maximum drawdown	3.13	2.64	+0.49
Martin ratio Return relative to average drawdown	15.73	13.31	+2.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DVYA vs. DVYE - Sharpe Ratio Comparison

The current DVYA Sharpe Ratio is 2.60, which is higher than the DVYE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of DVYA and DVYE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DVYA	DVYE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	1.96	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.37	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.42	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.16	+0.13

Correlation

The correlation between DVYA and DVYE is 0.70, 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.

Dividends

DVYA vs. DVYE - Dividend Comparison

DVYA's dividend yield for the trailing twelve months is around 4.47%, less than DVYE's 5.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
DVYE iShares Emerging Markets Dividend ETF	5.12%	5.88%	11.81%	9.05%	9.89%	7.31%	5.27%	5.97%	5.69%	4.81%	4.56%	6.53%

Drawdowns

DVYA vs. DVYE - Drawdown Comparison

The maximum DVYA drawdown since its inception was -45.61%, roughly equal to the maximum DVYE drawdown of -47.42%. Use the drawdown chart below to compare losses from any high point for DVYA and DVYE.

Drawdown Indicators

	DVYA	DVYE	Difference
Max Drawdown Largest peak-to-trough decline	-45.61%	-47.42%	+1.81%
Max Drawdown (1Y) Largest decline over 1 year	-13.34%	-12.65%	-0.69%
Max Drawdown (5Y) Largest decline over 5 years	-25.59%	-40.89%	+15.30%
Max Drawdown (10Y) Largest decline over 10 years	-45.61%	-40.89%	-4.72%
Current Drawdown Current decline from peak	-6.15%	-2.99%	-3.16%
Average Drawdown Average peak-to-trough decline	-10.16%	-15.54%	+5.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	2.51%	+0.14%

Volatility

DVYA vs. DVYE - Volatility Comparison

The current volatility for iShares Asia/Pacific Dividend ETF (DVYA) is 6.20%, while iShares Emerging Markets Dividend ETF (DVYE) has a volatility of 6.84%. This indicates that DVYA experiences smaller price fluctuations and is considered to be less risky than DVYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DVYA	DVYE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.20%	6.84%	-0.64%
Volatility (6M) Calculated over the trailing 6-month period	10.04%	10.75%	-0.71%
Volatility (1Y) Calculated over the trailing 1-year period	16.38%	17.19%	-0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.02%	16.85%	-1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.58%	18.47%	-0.89%