HLN vs. DIVB

Last updated Apr 2, 2026

Compare and contrast key facts about Haleon plc (HLN) and iShares U.S. Dividend and Buyback ETF (DIVB).

DIVB is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend and Buyback Index. It was launched on Nov 7, 2017.

Performance

HLN vs. DIVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Haleon plc (HLN) and iShares U.S. Dividend and Buyback ETF (DIVB). The values are adjusted to include any dividend payments, if applicable.

HLN vs. DIVB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HLN Haleon plc	-1.38%	7.84%	17.99%	4.21%	7.96%
DIVB iShares U.S. Dividend and Buyback ETF	1.93%	15.09%	18.59%	13.27%	0.94%

Returns By Period

In the year-to-date period, HLN achieves a -1.38% return, which is significantly lower than DIVB's 1.93% return.

HLN

• 1D: -0.40%
• 1M: -8.28%
• YTD: -1.38%
• 6M: 10.65%
• 1Y: -0.34%
• 3Y*: 8.45%
• 5Y*: —
• 10Y*: —

DIVB

• 1D: -0.20%
• 1M: -3.96%
• YTD: 1.93%
• 6M: 4.38%
• 1Y: 14.04%
• 3Y*: 16.22%
• 5Y*: 10.40%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HLN vs. DIVB — Risk / Return Rank

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

HLN

HLN Risk / Return Rank: 36
HLN Sharpe Ratio Rank: 39
HLN Sortino Ratio Rank: 32
HLN Omega Ratio Rank: 32
HLN Calmar Ratio Rank: 39
HLN Martin Ratio Rank: 39

DIVB

DIVB Risk / Return Rank: 45
DIVB Sharpe Ratio Rank: 46
DIVB Sortino Ratio Rank: 44
DIVB Omega Ratio Rank: 47
DIVB Calmar Ratio Rank: 41
DIVB Martin Ratio Rank: 48

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.

HLN vs. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Haleon plc (HLN) and iShares U.S. Dividend and Buyback 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.

	HLN	DIVB	Difference
Sharpe ratio Return per unit of total volatility	-0.01	0.88	-0.90
Sortino ratio Return per unit of downside risk	0.14	1.28	-1.14
Omega ratio Gain probability vs. loss probability	1.02	1.19	-0.17
Calmar ratio Return relative to maximum drawdown	-0.06	1.10	-1.16
Martin ratio Return relative to average drawdown	-0.11	4.74	-4.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HLN vs. DIVB - Sharpe Ratio Comparison

The current HLN Sharpe Ratio is -0.01, which is lower than the DIVB Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of HLN and DIVB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HLN	DIVB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	0.88	-0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.67	-0.26

Correlation

The correlation between HLN and DIVB is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HLN vs. DIVB - Dividend Comparison

HLN's dividend yield for the trailing twelve months is around 1.76%, less than DIVB's 2.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
HLN Haleon plc	1.76%	1.73%	1.65%	1.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DIVB iShares U.S. Dividend and Buyback ETF	2.52%	2.50%	2.61%	3.18%	2.02%	1.63%	2.08%	2.07%	2.52%	0.37%

Drawdowns

HLN vs. DIVB - Drawdown Comparison

The maximum HLN drawdown since its inception was -24.83%, smaller than the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for HLN and DIVB.

Drawdown Indicators

	HLN	DIVB	Difference
Max Drawdown Largest peak-to-trough decline	-24.83%	-36.93%	+12.10%
Max Drawdown (1Y) Largest decline over 1 year	-23.11%	-12.59%	-10.52%
Max Drawdown (5Y) Largest decline over 5 years	—	-21.08%	—
Current Drawdown Current decline from peak	-12.09%	-5.15%	-6.94%
Average Drawdown Average peak-to-trough decline	-7.99%	-5.07%	-2.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.54%	2.93%	+9.61%

Volatility

HLN vs. DIVB - Volatility Comparison

Haleon plc (HLN) has a higher volatility of 7.14% compared to iShares U.S. Dividend and Buyback ETF (DIVB) at 3.57%. This indicates that HLN's price experiences larger fluctuations and is considered to be riskier than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HLN	DIVB	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.14%	3.57%	+3.57%
Volatility (6M) Calculated over the trailing 6-month period	16.43%	8.48%	+7.95%
Volatility (1Y) Calculated over the trailing 1-year period	23.67%	15.98%	+7.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.04%	15.21%	+8.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.04%	18.48%	+5.56%