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DVYE vs. DFEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVYE vs. DFEV - Performance Comparison

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

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Returns By Period

In the year-to-date period, DVYE achieves a 12.05% return, which is significantly lower than DFEV's 23.34% return.


DVYE

1D
0.00%
1M
6.44%
6M
1.52%
YTD
12.05%
1Y
25.36%
3Y*
20.62%
5Y*
6.01%
10Y*
6.60%
ALL TIME*
2.99%

DFEV

1D
2.91%
1M
0.22%
6M
13.14%
YTD
23.34%
1Y
40.11%
3Y*
21.96%
5Y*
10Y*
ALL TIME*
16.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.07M$11.63M$9.99M
$3.47M$5.34M$6.64M

DVYE vs. DFEV - Yearly Performance Comparison


2026 (YTD)2025202420232022
DVYE
iShares Emerging Markets Dividend ETF
12.05%28.36%8.89%20.88%-12.28%
DFEV
Dimensional Emerging Markets Value ETF
23.34%32.54%7.26%15.52%-6.08%

Correlation

The correlation between DVYE and DFEV is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.79

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2022

0.81

The correlation between DVYE and DFEV shifts across timeframes, from 0.70 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

DVYE vs. DFEV - Sectors Allocation Comparison


Sectors
DVYE
DFEV

Financial Services

31.4%
27.8%

Energy

16.2%
7.6%

Industrials

14.6%
8.1%

Basic Materials

8.3%
11.0%

Technology

8.0%
23.8%

Utilities

6.4%
0.9%

Consumer Cyclical

4.0%
8.3%

Real Estate

3.4%
2.2%

Consumer Defensive

2.2%
3.0%

Communication Services

1.8%
2.3%

Healthcare

-

1.9%

Financial Services

DVYE
31.4%
DFEV
27.8%

Energy

DVYE
16.2%
DFEV
7.6%

Industrials

DVYE
14.6%
DFEV
8.1%

Basic Materials

DVYE
8.3%
DFEV
11.0%

Technology

DVYE
8.0%
DFEV
23.8%

Utilities

DVYE
6.4%
DFEV
0.9%

Consumer Cyclical

DVYE
4.0%
DFEV
8.3%

Real Estate

DVYE
3.4%
DFEV
2.2%

Consumer Defensive

DVYE
2.2%
DFEV
3.0%

Communication Services

DVYE
1.8%
DFEV
2.3%

Healthcare

DVYE

-

DFEV
1.9%

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Return for Risk

DVYE vs. DFEV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DVYE
DVYE Risk / Return Rank: 6464
Overall Rank
DVYE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DVYE Sortino Ratio Rank: 6262
Sortino Ratio Rank
DVYE Omega Ratio Rank: 6363
Omega Ratio Rank
DVYE Calmar Ratio Rank: 7070
Calmar Ratio Rank
DVYE Martin Ratio Rank: 5858
Martin Ratio Rank

DFEV
DFEV Risk / Return Rank: 7272
Overall Rank
DFEV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DFEV Sortino Ratio Rank: 6666
Sortino Ratio Rank
DFEV Omega Ratio Rank: 7575
Omega Ratio Rank
DFEV Calmar Ratio Rank: 7575
Calmar Ratio Rank
DFEV Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DVYE vs. DFEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend ETF (DVYE) and Dimensional Emerging Markets Value ETF (DFEV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DVYEDFEVDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

2.75

2.91

-0.16

Martin ratioReturn relative to average drawdown

7.80

9.56

-1.76

DVYE vs. DFEV - Sharpe Ratio Comparison

The current DVYE Sharpe Ratio is 1.71, which is comparable to the DFEV Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DVYE and DFEV, 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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Drawdowns

DVYE vs. DFEV - Drawdown Comparison

The maximum DVYE drawdown since its inception was -47.42%, which is greater than DFEV's maximum drawdown of -18.49%. Use the drawdown chart below to compare losses from any high point for DVYE and DFEV.


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Drawdown Indicators


DVYEDFEVDifference

Max Drawdown

Largest peak-to-trough decline

-47.42%

-18.49%

-28.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.26%

-13.86%

+4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-14.63%

-17.94%

+3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-40.89%

Max Drawdown (10Y)

Largest decline over 10 years

-40.89%

Current Drawdown

Current decline from peak

-2.69%

-6.93%

+4.24%

Average Drawdown

Average peak-to-trough decline

-15.26%

-4.72%

-10.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

4.21%

-0.95%

Volatility

DVYE vs. DFEV - Volatility Comparison

The current volatility for iShares Emerging Markets Dividend ETF (DVYE) is 3.49%, while Dimensional Emerging Markets Value ETF (DFEV) has a volatility of 8.35%. This indicates that DVYE experiences smaller price fluctuations and is considered to be less risky than DFEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVYEDFEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

8.35%

-4.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

19.84%

-7.65%

Volatility (1Y)

Calculated over the trailing 1-year period

14.87%

21.57%

-6.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.11%

17.41%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

17.41%

+0.87%

DVYE vs. DFEV - Expense Ratio Comparison

DVYE has a 0.50% expense ratio, which is higher than DFEV's 0.43% expense ratio.


Dividends

DVYE vs. DFEV - Dividend Comparison

DVYE's dividend yield for the trailing twelve months is around 4.81%, more than DFEV's 2.08% yield.


PositionTTM20252024202320222021202020192018201720162015
DFEV
Dimensional Emerging Markets Value ETF
2.08%2.69%3.17%3.47%3.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DVYE
iShares Emerging Markets Dividend ETF
4.81%5.88%11.81%9.05%9.89%7.31%5.27%5.97%5.69%4.81%4.56%6.53%

Frequently Asked Questions


DVYE and DFEV have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFEV has higher volatility (8.35%) compared to DVYE (3.49%). In terms of maximum drawdown, DVYE dropped -47.42% vs DFEV's -18.49%.

On 3-year performance, DFEV leads with 21.96% vs 20.62% for DVYE. On fees, DFEV is cheaper at 0.43% per year. On volatility, DVYE has been the lower-risk option at 3.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DFEV has performed better with a 21.96% return vs 20.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DFEV is cheaper with a 0.43% expense ratio, compared with 0.50% for DVYE.

DVYE has the higher dividend yield at 4.81%, compared with 2.08% for DFEV.

They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.50% for DVYE and 0.43% for DFEV.

DFEV currently has the higher Sharpe Ratio (1.87 vs 1.71), 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.

Portfolio Optimizer

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