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DVYE vs. VEXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVYE vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Emerging Markets Dividend ETF (DVYE) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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 10.74% return, which is significantly lower than VEXC's 20.48% return.


DVYE

1D
0.23%
1M
-2.08%
YTD
10.74%
6M
11.14%
1Y
28.60%
3Y*
22.07%
5Y*
4.84%
10Y*
7.81%

VEXC

1D
0.23%
1M
3.69%
YTD
20.48%
6M
23.73%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVYE vs. VEXC - Yearly Performance Comparison


Correlation

The correlation between DVYE and VEXC is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 3, 2025

0.73

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Return for Risk

DVYE vs. VEXC — Risk / Return Rank

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

DVYE
DVYE Risk / Return Rank: 6666
Overall Rank
DVYE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DVYE Sortino Ratio Rank: 5858
Sortino Ratio Rank
DVYE Omega Ratio Rank: 5858
Omega Ratio Rank
DVYE Calmar Ratio Rank: 8383
Calmar Ratio Rank
DVYE Martin Ratio Rank: 6969
Martin Ratio Rank

VEXC
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. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend ETF (DVYE) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.


DVYEVEXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

4.42

Martin ratioReturn relative to average drawdown

12.61

DVYE vs. VEXC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DVYEVEXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

2.23

-2.07

Drawdowns

DVYE vs. VEXC - Drawdown Comparison

The maximum DVYE drawdown since its inception was -47.42%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for DVYE and VEXC.


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Drawdown Indicators


DVYEVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-47.42%

-12.42%

-35.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

Max Drawdown (3Y)

Largest decline over 3 years

-14.63%

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

-3.83%

-0.97%

-2.86%

Average Drawdown

Average peak-to-trough decline

-15.37%

-2.22%

-13.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

Volatility

DVYE vs. VEXC - Volatility Comparison


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Volatility by Period


DVYEVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

Volatility (1Y)

Calculated over the trailing 1-year period

14.32%

18.84%

-4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

18.84%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

18.84%

-0.45%

DVYE vs. VEXC - Expense Ratio Comparison

DVYE has a 0.49% expense ratio, which is higher than VEXC's 0.07% expense ratio.


Dividends

DVYE vs. VEXC - Dividend Comparison

DVYE's dividend yield for the trailing twelve months is around 5.11%, more than VEXC's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
DVYE
iShares Emerging Markets Dividend ETF
5.11%5.88%11.81%9.05%9.89%7.31%5.27%5.97%5.69%4.81%4.56%6.53%
VEXC
Vanguard Emerging Markets Ex-China ETF
0.74%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DVYE and VEXC have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEXC is cheaper with a 0.07% expense ratio, compared with 0.49% for DVYE.

DVYE has the higher dividend yield at 5.11%, compared with 0.74% for VEXC.

DVYE tracks Dow Jones Emerging Markets Select Dividend Index, while VEXC tracks FTSE Emerging ex China Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.49% for DVYE and 0.07% for VEXC.

Portfolio Optimizer

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