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IMVP vs. DVYE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMVP vs. DVYE - Performance Comparison

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

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Returns By Period

In the year-to-date period, IMVP achieves a -16.08% return, which is significantly lower than DVYE's 10.48% return. Both investments have delivered pretty close results over the past 10 years, with IMVP having a 8.19% annualized return and DVYE not far behind at 7.87%.


IMVP

1D
-2.11%
1M
-2.53%
YTD
-16.08%
6M
-14.80%
1Y
-16.87%
3Y*
2.95%
5Y*
2.42%
10Y*
8.19%

DVYE

1D
-1.77%
1M
-0.95%
YTD
10.48%
6M
10.81%
1Y
28.16%
3Y*
21.97%
5Y*
4.79%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMVP vs. DVYE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMVP
Invesco India ETF
-16.08%1.30%9.07%22.82%-9.35%23.68%18.41%14.26%-7.55%38.51%
DVYE
iShares Emerging Markets Dividend ETF
10.48%28.36%8.89%20.88%-31.38%11.02%-2.51%15.41%-5.56%27.04%

Correlation

The correlation between IMVP and DVYE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2012

0.58

The correlation between IMVP and DVYE shifts across timeframes, from 0.39 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IMVP vs. DVYE — Risk / Return Rank

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

IMVP
IMVP Risk / Return Rank: 11
Overall Rank
IMVP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IMVP Sortino Ratio Rank: 22
Sortino Ratio Rank
IMVP Omega Ratio Rank: 22
Omega Ratio Rank
IMVP Calmar Ratio Rank: 22
Calmar Ratio Rank
IMVP Martin Ratio Rank: 00
Martin Ratio Rank

DVYE
DVYE Risk / Return Rank: 6363
Overall Rank
DVYE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DVYE Sortino Ratio Rank: 5555
Sortino Ratio Rank
DVYE Omega Ratio Rank: 5555
Omega Ratio Rank
DVYE Calmar Ratio Rank: 8282
Calmar Ratio Rank
DVYE Martin Ratio Rank: 6767
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.

IMVP vs. DVYE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco India ETF (IMVP) and iShares Emerging Markets Dividend ETF (DVYE). 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.


IMVPDVYEDifference
Sharpe ratioReturn per unit of total volatility

-3.02

Sortino ratioReturn per unit of downside risk

-4.14

Omega ratioGain probability vs. loss probability

0.83

1.34

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.79

4.36

-5.15

Martin ratioReturn relative to average drawdown

-1.84

12.49

-14.33

IMVP vs. DVYE - Sharpe Ratio Comparison

The current IMVP Sharpe Ratio is -1.05, which is lower than the DVYE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of IMVP and DVYE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IMVPDVYEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.05

1.98

-3.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.28

-0.13

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

0.12

0.16

-0.05

Drawdowns

IMVP vs. DVYE - Drawdown Comparison

The maximum IMVP drawdown since its inception was -64.54%, which is greater than DVYE's maximum drawdown of -47.42%. Use the drawdown chart below to compare losses from any high point for IMVP and DVYE.


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Drawdown Indicators


IMVPDVYEDifference

Max Drawdown

Largest peak-to-trough decline

-64.54%

-47.42%

-17.12%

Max Drawdown (1Y)

Largest decline over 1 year

-21.44%

-6.49%

-14.95%

Max Drawdown (3Y)

Largest decline over 3 years

-25.80%

-14.63%

-11.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.80%

-40.89%

+15.09%

Max Drawdown (10Y)

Largest decline over 10 years

-39.69%

-40.89%

+1.20%

Current Drawdown

Current decline from peak

-23.71%

-4.05%

-19.66%

Average Drawdown

Average peak-to-trough decline

-16.70%

-15.38%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.16%

2.26%

+6.90%

Volatility

IMVP vs. DVYE - Volatility Comparison

Invesco India ETF (IMVP) has a higher volatility of 6.00% compared to iShares Emerging Markets Dividend ETF (DVYE) at 5.67%. This indicates that IMVP's price experiences larger fluctuations and is considered to be riskier than DVYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMVPDVYEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

5.67%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.16%

11.62%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

14.32%

+1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

16.99%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.59%

18.40%

+1.19%

IMVP vs. DVYE - Expense Ratio Comparison

IMVP has a 0.78% expense ratio, which is higher than DVYE's 0.49% expense ratio.


Dividends

IMVP vs. DVYE - Dividend Comparison

IMVP's dividend yield for the trailing twelve months is around 8.81%, more than DVYE's 5.13% yield.


PositionTTM20252024202320222021202020192018201720162015
DVYE
iShares Emerging Markets Dividend ETF
5.13%5.88%11.81%9.05%9.89%7.31%5.27%5.97%5.69%4.81%4.56%6.53%
IMVP
Invesco India ETF
8.81%7.39%8.48%2.08%14.07%6.95%0.72%36.35%0.96%1.01%1.18%0.61%

Frequently Asked Questions


IMVP and DVYE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMVP has higher volatility (6.00%) compared to DVYE (5.67%). In terms of maximum drawdown, IMVP dropped -64.54% vs DVYE's -47.42%.

On 10-year performance, IMVP leads with 8.19% vs 7.87% for DVYE. On fees, DVYE is cheaper at 0.49% per year. On volatility, DVYE has been the lower-risk option at 5.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IMVP has performed better with a 8.19% return vs 7.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DVYE is cheaper with a 0.49% expense ratio, compared with 0.78% for IMVP.

IMVP has the higher dividend yield at 8.81%, compared with 5.13% for DVYE.

IMVP tracks FTSE India Quality and Yield Select Index, while DVYE tracks Dow Jones Emerging Markets Select Dividend Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.78% for IMVP and 0.49% for DVYE.

DVYE currently has the higher Sharpe Ratio (1.98 vs -1.05), 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.

Portfolio Optimizer

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