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

Correlation

The correlation between DVYE and DVYA is 0.63, 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

DVYE vs. DVYA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DVYE:

0.51

DVYA:

0.31

Sortino Ratio

DVYE:

0.86

DVYA:

0.50

Omega Ratio

DVYE:

1.11

DVYA:

1.07

Calmar Ratio

DVYE:

0.46

DVYA:

0.25

Martin Ratio

DVYE:

1.64

DVYA:

0.78

Ulcer Index

DVYE:

5.93%

DVYA:

6.08%

Daily Std Dev

DVYE:

18.87%

DVYA:

16.95%

Max Drawdown

DVYE:

-47.42%

DVYA:

-45.62%

Current Drawdown

DVYE:

-8.16%

DVYA:

-4.09%

Returns By Period

In the year-to-date period, DVYE achieves a 7.14% return, which is significantly higher than DVYA's 4.09% return. Over the past 10 years, DVYE has underperformed DVYA with an annualized return of 1.90%, while DVYA has yielded a comparatively higher 2.33% annualized return.


DVYE

YTD

7.14%

1M

9.39%

6M

4.11%

1Y

8.35%

5Y*

6.81%

10Y*

1.90%

DVYA

YTD

4.09%

1M

12.36%

6M

-0.20%

1Y

4.39%

5Y*

9.30%

10Y*

2.33%

*Annualized

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DVYE vs. DVYA - Expense Ratio Comparison

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


Risk-Adjusted Performance

DVYE vs. DVYA — Risk-Adjusted Performance Rank

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

DVYE
The Risk-Adjusted Performance Rank of DVYE is 5858
Overall Rank
The Sharpe Ratio Rank of DVYE is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of DVYE is 6060
Sortino Ratio Rank
The Omega Ratio Rank of DVYE is 5757
Omega Ratio Rank
The Calmar Ratio Rank of DVYE is 5959
Calmar Ratio Rank
The Martin Ratio Rank of DVYE is 5454
Martin Ratio Rank

DVYA
The Risk-Adjusted Performance Rank of DVYA is 3939
Overall Rank
The Sharpe Ratio Rank of DVYA is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of DVYA is 3838
Sortino Ratio Rank
The Omega Ratio Rank of DVYA is 3737
Omega Ratio Rank
The Calmar Ratio Rank of DVYA is 4040
Calmar Ratio Rank
The Martin Ratio Rank of DVYA is 3737
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.

DVYE vs. DVYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend ETF (DVYE) and iShares Asia/Pacific Dividend ETF (DVYA). 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 DVYE Sharpe Ratio is 0.51, which is higher than the DVYA Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of DVYE and DVYA, 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

DVYE vs. DVYA - Dividend Comparison

DVYE's dividend yield for the trailing twelve months is around 11.35%, more than DVYA's 5.76% yield.


TTM20242023202220212020201920182017201620152014
DVYE
iShares Emerging Markets Dividend ETF
11.35%11.81%9.05%9.90%7.31%5.27%5.97%5.69%4.81%4.56%6.52%4.51%
DVYA
iShares Asia/Pacific Dividend ETF
5.76%5.97%6.48%7.30%5.81%3.66%5.52%6.24%4.74%4.80%5.33%5.28%

Drawdowns

DVYE vs. DVYA - Drawdown Comparison

The maximum DVYE drawdown since its inception was -47.42%, roughly equal to the maximum DVYA drawdown of -45.62%. Use the drawdown chart below to compare losses from any high point for DVYE and DVYA. For additional features, visit the drawdowns tool.


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Volatility

DVYE vs. DVYA - Volatility Comparison

iShares Emerging Markets Dividend ETF (DVYE) has a higher volatility of 5.00% compared to iShares Asia/Pacific Dividend ETF (DVYA) at 3.35%. This indicates that DVYE's price experiences larger fluctuations and is considered to be riskier than DVYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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