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DVYE vs. ROAM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DVYE vs. ROAM

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Emerging Markets Dividend ETF (DVYE) and Hartford Multifactor Emerging Markets ETF (ROAM).

DVYE and ROAM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. ROAM is a passively managed fund by Hartford that tracks the performance of the Hartford Multifactor Emerging Markets Equity Index. It was launched on Feb 26, 2015. Both DVYE and ROAM 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

DVYE vs. ROAM - Performance Comparison

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

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DVYE vs. ROAM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DVYE
iShares Emerging Markets Dividend ETF		10.54%28.36%8.89%20.88%-31.38%11.02%-2.51%15.41%-5.56%27.04%
ROAM
Hartford Multifactor Emerging Markets ETF		6.58%32.08%6.21%21.28%-14.78%9.32%2.24%8.89%-12.24%27.69%

Returns By Period

In the year-to-date period, DVYE achieves a 10.54% return, which is significantly higher than ROAM's 6.58% return. Both investments have delivered pretty close results over the past 10 years, with DVYE having a 7.75% annualized return and ROAM not far behind at 7.64%.

DVYE

1D
-0.12%
1M
-1.30%
YTD
10.54%
6M
17.72%
1Y
32.92%
3Y*
22.29%
5Y*
6.19%
10Y*
7.75%

ROAM

1D
0.14%
1M
-5.86%
YTD
6.58%
6M
12.79%
1Y
36.13%
3Y*
20.00%
5Y*
9.70%
10Y*
7.64%
*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.

iShares Emerging Markets Dividend ETF

Hartford Multifactor Emerging Markets ETF

Often compared with DVYE:
DVYE vs. DEMDVYE vs. DVYDVYE vs. DVYADVYE vs. SCHDDVYE vs. SCHEDVYE vs. QQQDVYE vs. VT
Often compared with ROAM:
ROAM vs. VWOROAM vs. SVOAXROAM vs. EEMROAM vs. EEMVROAM vs. AVUVROAM vs. FXAIXROAM vs. FFRHX

DVYE vs. ROAM - Expense Ratio Comparison

DVYE has a 0.49% expense ratio, which is higher than ROAM's 0.44% expense ratio.

DVYE
iShares Emerging Markets Dividend ETF
ROAM
Hartford Multifactor Emerging Markets ETF

Return for Risk

DVYE vs. ROAM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DVYE
DVYE Risk / Return Rank: 8989
Overall Rank
DVYE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DVYE Sortino Ratio Rank: 8989
Sortino Ratio Rank
DVYE Omega Ratio Rank: 8989
Omega Ratio Rank
DVYE Calmar Ratio Rank: 8585
Calmar Ratio Rank
DVYE Martin Ratio Rank: 9292
Martin Ratio Rank
ROAM
ROAM Risk / Return Rank: 9292
Overall Rank
ROAM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ROAM Sortino Ratio Rank: 9393
Sortino Ratio Rank
ROAM Omega Ratio Rank: 9393
Omega Ratio Rank
ROAM Calmar Ratio Rank: 8989
Calmar Ratio Rank
ROAM Martin Ratio Rank: 9191
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.

DVYE vs. ROAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend ETF (DVYE) and Hartford Multifactor Emerging Markets ETF (ROAM). 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.

DVYEROAMDifference

Sharpe ratio

Return per unit of total volatility

1.92

2.24

-0.31

Sortino ratio

Return per unit of downside risk

2.56

2.92

-0.36

Omega ratio

Gain probability vs. loss probability

1.38

1.44

-0.06

Calmar ratio

Return relative to maximum drawdown

2.64

3.13

-0.48

Martin ratio

Return relative to average drawdown

13.28

13.16

+0.12

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DVYE vs. ROAM - Sharpe Ratio Comparison

The current DVYE Sharpe Ratio is 1.92, which is comparable to the ROAM Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of DVYE and ROAM, 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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Sharpe Ratios by Period

DVYEROAMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

2.24

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.65

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.43

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.30

-0.13

Correlation

The correlation between DVYE and ROAM is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DVYE vs. ROAM - Dividend Comparison

DVYE's dividend yield for the trailing twelve months is around 5.12%, more than ROAM's 2.98% yield.

TTM20252024202320222021202020192018201720162015
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%
ROAM
Hartford Multifactor Emerging Markets ETF		2.98%3.17%4.15%5.40%5.23%4.22%3.04%3.55%2.54%1.84%1.89%2.25%

Drawdowns

DVYE vs. ROAM - Drawdown Comparison

The maximum DVYE drawdown since its inception was -47.42%, roughly equal to the maximum ROAM drawdown of -45.47%. Use the drawdown chart below to compare losses from any high point for DVYE and ROAM.

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Drawdown Indicators

DVYEROAMDifference

Max Drawdown

Largest peak-to-trough decline

-47.42%

-45.47%

-1.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-11.63%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-40.89%

-27.07%

-13.82%

Max Drawdown (10Y)

Largest decline over 10 years

-40.89%

-45.47%

+4.58%

Current Drawdown

Current decline from peak

-3.11%

-7.56%

+4.45%

Average Drawdown

Average peak-to-trough decline

-15.54%

-11.28%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.76%

-0.24%

Volatility

DVYE vs. ROAM - Volatility Comparison

iShares Emerging Markets Dividend ETF (DVYE) and Hartford Multifactor Emerging Markets ETF (ROAM) have volatilities of 6.20% and 6.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DVYEROAMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

6.50%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

11.01%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

16.22%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

15.03%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.47%

17.83%

+0.64%