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DVYA vs. USOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVYA vs. USOY - Performance Comparison

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

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Returns By Period

In the year-to-date period, DVYA achieves a 13.35% return, which is significantly lower than USOY's 62.18% return.


DVYA

1D
-0.86%
1M
0.51%
YTD
13.35%
6M
13.63%
1Y
39.49%
3Y*
21.73%
5Y*
9.88%
10Y*
7.30%

USOY

1D
1.45%
1M
-3.43%
YTD
62.18%
6M
59.35%
1Y
57.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVYA vs. USOY - Yearly Performance Comparison


2026 (YTD)20252024
DVYA
iShares Asia/Pacific Dividend ETF
13.35%30.22%0.29%
USOY
Defiance Oil Enhanced Options Income ETF
62.18%-7.93%7.27%

Correlation

The correlation between DVYA and USOY is -0.26, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.26

Correlation (All Time)
Calculated using the full available price history since May 13, 2024

-0.01

Over the past year, the inverse relationship between DVYA and USOY has strengthened: their correlation has moved from -0.01 to -0.26, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

DVYA vs. USOY — Risk / Return Rank

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

DVYA
DVYA Risk / Return Rank: 8585
Overall Rank
DVYA Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DVYA Sortino Ratio Rank: 8888
Sortino Ratio Rank
DVYA Omega Ratio Rank: 8585
Omega Ratio Rank
DVYA Calmar Ratio Rank: 8484
Calmar Ratio Rank
DVYA Martin Ratio Rank: 8282
Martin Ratio Rank

USOY
USOY Risk / Return Rank: 5656
Overall Rank
USOY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 4646
Sortino Ratio Rank
USOY Omega Ratio Rank: 5555
Omega Ratio Rank
USOY Calmar Ratio Rank: 7878
Calmar Ratio Rank
USOY Martin Ratio Rank: 4646
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. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia/Pacific Dividend ETF (DVYA) and Defiance Oil Enhanced Options Income ETF (USOY). 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.


DVYAUSOYDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.53

1.35

+0.18

Calmar ratioReturn relative to maximum drawdown

4.59

4.03

+0.56

Martin ratioReturn relative to average drawdown

16.66

7.74

+8.92

DVYA vs. USOY - Sharpe Ratio Comparison

The current DVYA Sharpe Ratio is 3.05, which is higher than the USOY Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of DVYA and USOY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DVYAUSOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

1.89

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.99

-0.69

Drawdowns

DVYA vs. USOY - Drawdown Comparison

The maximum DVYA drawdown since its inception was -45.61%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for DVYA and USOY.


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Drawdown Indicators


DVYAUSOYDifference

Max Drawdown

Largest peak-to-trough decline

-45.61%

-17.46%

-28.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-14.29%

+5.65%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

Max Drawdown (10Y)

Largest decline over 10 years

-45.61%

Current Drawdown

Current decline from peak

-3.11%

-5.11%

+2.00%

Average Drawdown

Average peak-to-trough decline

-10.06%

-6.47%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

7.42%

-5.04%

Volatility

DVYA vs. USOY - Volatility Comparison

The current volatility for iShares Asia/Pacific Dividend ETF (DVYA) is 3.94%, while Defiance Oil Enhanced Options Income ETF (USOY) has a volatility of 11.62%. This indicates that DVYA experiences smaller price fluctuations and is considered to be less risky than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVYAUSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

11.62%

-7.68%

Volatility (6M)

Calculated over the trailing 6-month period

10.44%

27.18%

-16.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.00%

30.44%

-17.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.08%

26.13%

-11.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.55%

26.13%

-8.58%

DVYA vs. USOY - Expense Ratio Comparison

DVYA has a 0.49% expense ratio, which is lower than USOY's 1.22% expense ratio.


Dividends

DVYA vs. USOY - Dividend Comparison

DVYA's dividend yield for the trailing twelve months is around 4.33%, less than USOY's 54.16% yield.


PositionTTM20252024202320222021202020192018201720162015
DVYA
iShares Asia/Pacific Dividend ETF
4.33%4.71%5.97%6.48%7.29%5.81%3.66%5.52%6.24%4.74%4.79%5.33%
USOY
Defiance Oil Enhanced Options Income ETF
54.16%104.32%48.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DVYA and USOY have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USOY has higher volatility (11.62%) compared to DVYA (3.94%). In terms of maximum drawdown, DVYA dropped -45.61% vs USOY's -17.46%.

On 1-year performance, USOY leads with 57.29% vs 39.49% for DVYA. On fees, DVYA is cheaper at 0.49% per year. On volatility, DVYA has been the lower-risk option at 3.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USOY has performed better with a 57.29% return vs 39.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DVYA is cheaper with a 0.49% expense ratio, compared with 1.22% for USOY.

USOY has the higher dividend yield at 54.16%, compared with 4.33% for DVYA.

DVYA is categorized as Asia Pacific Equities, while USOY is Derivative Income. They also come from different issuers: iShares and Defiance. Their fees differ too: 0.49% for DVYA and 1.22% for USOY.

DVYA currently has the higher Sharpe Ratio (3.05 vs 1.89), 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.

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