PortfoliosLab logoPortfoliosLab logo
DVYA vs. GMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DVYA vs. GMF - Performance Comparison

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

Loading graphics...

DVYA vs. GMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GMF
SPDR S&P Emerging Asia Pacific ETF
-1.90%21.99%16.55%8.20%-18.99%-1.93%24.96%19.92%-14.25%41.71%

Returns By Period

In the year-to-date period, DVYA achieves a 9.80% return, which is significantly higher than GMF's -1.90% return. Over the past 10 years, DVYA has underperformed GMF with an annualized return of 7.47%, while GMF has yielded a comparatively higher 8.54% annualized 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%

GMF

1D
2.82%
1M
-8.44%
YTD
-1.90%
6M
-1.22%
1Y
19.57%
3Y*
13.03%
5Y*
2.75%
10Y*
8.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DVYA vs. GMF - Expense Ratio Comparison

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


Return for Risk

DVYA vs. GMF — 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

GMF
GMF Risk / Return Rank: 6161
Overall Rank
GMF Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GMF Sortino Ratio Rank: 6262
Sortino Ratio Rank
GMF Omega Ratio Rank: 6060
Omega Ratio Rank
GMF Calmar Ratio Rank: 6060
Calmar Ratio Rank
GMF Martin Ratio Rank: 5959
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. GMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia/Pacific Dividend ETF (DVYA) and SPDR S&P Emerging Asia Pacific ETF (GMF). 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.


DVYAGMFDifference

Sharpe ratio

Return per unit of total volatility

2.60

1.06

+1.54

Sortino ratio

Return per unit of downside risk

3.22

1.56

+1.65

Omega ratio

Gain probability vs. loss probability

1.51

1.22

+0.30

Calmar ratio

Return relative to maximum drawdown

3.13

1.48

+1.65

Martin ratio

Return relative to average drawdown

15.73

5.64

+10.09

DVYA vs. GMF - Sharpe Ratio Comparison

The current DVYA Sharpe Ratio is 2.60, which is higher than the GMF Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of DVYA and GMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DVYAGMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

1.06

+1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.15

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.45

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.27

+0.03

Correlation

The correlation between DVYA and GMF is 0.68, 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. GMF - Dividend Comparison

DVYA's dividend yield for the trailing twelve months is around 4.47%, more than GMF's 1.52% 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%
GMF
SPDR S&P Emerging Asia Pacific ETF
1.52%1.49%1.92%2.75%2.54%2.71%1.32%1.75%2.26%1.70%2.49%3.76%

Drawdowns

DVYA vs. GMF - Drawdown Comparison

The maximum DVYA drawdown since its inception was -45.61%, smaller than the maximum GMF drawdown of -67.18%. Use the drawdown chart below to compare losses from any high point for DVYA and GMF.


Loading graphics...

Drawdown Indicators


DVYAGMFDifference

Max Drawdown

Largest peak-to-trough decline

-45.61%

-67.18%

+21.57%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-13.03%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-25.59%

-36.10%

+10.51%

Max Drawdown (10Y)

Largest decline over 10 years

-45.61%

-40.18%

-5.43%

Current Drawdown

Current decline from peak

-6.15%

-10.16%

+4.01%

Average Drawdown

Average peak-to-trough decline

-10.16%

-16.72%

+6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

3.43%

-0.78%

Volatility

DVYA vs. GMF - Volatility Comparison

The current volatility for iShares Asia/Pacific Dividend ETF (DVYA) is 6.20%, while SPDR S&P Emerging Asia Pacific ETF (GMF) has a volatility of 7.44%. This indicates that DVYA experiences smaller price fluctuations and is considered to be less risky than GMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DVYAGMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

7.44%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

12.56%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

18.54%

-2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

18.37%

-3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

19.12%

-1.54%