GVUS vs. DIVB
GVUS (Goldman Sachs MarketBeta Russell 1000 Value Equity ETF) and DIVB (iShares Core Dividend ETF) are both exchange-traded funds - GVUS is a Large Cap Value Equities fund tracking the Russell 1000 Value 40 Act Daily Capped Index - Benchmark TR Gross, while DIVB is a Dividend fund tracking the Morningstar US Dividend and Buyback Index. Both are passively managed. Over the past year, GVUS returned 28.26% vs 29.18% for DIVB. Their correlation of 0.92 suggests significant overlap in exposure. GVUS charges 0.12%/yr vs 0.05%/yr for DIVB.
Performance
GVUS vs. DIVB - Performance Comparison
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Returns By Period
In the year-to-date period, GVUS achieves a 18.52% return, which is significantly lower than DIVB's 22.13% return.
GVUS
- 1D
- 0.28%
- 1M
- 2.58%
- 6M
- 14.63%
- YTD
- 18.52%
- 1Y
- 28.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DIVB
- 1D
- 0.94%
- 1M
- 3.79%
- 6M
- 19.39%
- YTD
- 22.13%
- 1Y
- 29.18%
- 3Y*
- 21.85%
- 5Y*
- 12.91%
- 10Y*
- —
GVUS vs. DIVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF | 18.52% | 15.90% | 14.08% | 5.51% |
DIVB iShares Core Dividend ETF | 22.13% | 15.09% | 18.59% | 7.81% |
Correlation
The correlation between GVUS and DIVB is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.92 |
The correlation between GVUS and DIVB has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
GVUS vs. DIVB — Risk / Return Rank
GVUS
DIVB
GVUS vs. DIVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and iShares Core Dividend ETF (DIVB). 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.
| GVUS | DIVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.44 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.25 | 4.30 | -0.05 |
| Martin ratioReturn relative to average drawdown | 17.60 | 14.43 | +3.17 |
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Drawdowns
GVUS vs. DIVB - Drawdown Comparison
The maximum GVUS drawdown since its inception was -15.82%, smaller than the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for GVUS and DIVB.
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Drawdown Indicators
| GVUS | DIVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.82% | -36.93% | +21.11% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -6.82% | +0.14% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.45% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.08% | — |
Current DrawdownCurrent decline from peak | -0.08% | 0.00% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -4.94% | +2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.03% | -0.42% |
Volatility
GVUS vs. DIVB - Volatility Comparison
The current volatility for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) is 3.55%, while iShares Core Dividend ETF (DIVB) has a volatility of 3.92%. This indicates that GVUS experiences smaller price fluctuations and is considered to be less risky than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GVUS | DIVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 3.92% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.62% | 9.02% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.28% | 11.90% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 15.30% | -2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.27% | 18.34% | -5.07% |
GVUS vs. DIVB - Expense Ratio Comparison
GVUS has a 0.12% expense ratio, which is higher than DIVB's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GVUS vs. DIVB - Dividend Comparison
GVUS's dividend yield for the trailing twelve months is around 1.51%, less than DIVB's 2.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DIVB iShares Core Dividend ETF | 2.17% | 2.50% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.52% | 0.37% |
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF | 1.51% | 1.77% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GVUS and DIVB have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIVB has higher volatility (3.92%) compared to GVUS (3.55%). In terms of maximum drawdown, GVUS dropped -15.82% vs DIVB's -36.93%.
On 1-year performance, DIVB leads with 29.18% vs 28.26% for GVUS. On fees, DIVB is cheaper at 0.05% per year. On volatility, GVUS has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DIVB has performed better with a 29.18% return vs 28.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DIVB is cheaper with a 0.05% expense ratio, compared with 0.12% for GVUS.
DIVB has the higher dividend yield at 2.17%, compared with 1.51% for GVUS.
GVUS is categorized as Large Cap Value Equities, while DIVB is Dividend. GVUS tracks Russell 1000 Value 40 Act Daily Capped Index - Benchmark TR Gross, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.12% for GVUS and 0.05% for DIVB.
GVUS currently has the higher Sharpe Ratio (2.52 vs 2.47), 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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