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IUSV vs. DIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSV vs. DIVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Value ETF (IUSV) and iShares Core Dividend ETF (DIVB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSV achieves a 7.71% return, which is significantly lower than DIVB's 17.14% return.


IUSV

1D
-0.36%
1M
-0.29%
YTD
7.71%
6M
7.04%
1Y
20.11%
3Y*
15.13%
5Y*
11.05%
10Y*
12.30%

DIVB

1D
1.02%
1M
1.64%
YTD
17.14%
6M
16.48%
1Y
27.72%
3Y*
21.75%
5Y*
12.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSV vs. DIVB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSV
iShares Core S&P U.S. Value ETF
7.71%12.85%12.18%21.73%-5.40%25.22%1.56%31.47%-9.21%5.11%
DIVB
iShares Core Dividend ETF
17.14%15.09%18.59%13.27%-10.51%31.29%10.78%32.72%-8.16%5.95%

Correlation

The correlation between IUSV and DIVB is 0.89, 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

0.89

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

0.93

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

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.93

The correlation between IUSV and DIVB has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

IUSV vs. DIVB — Risk / Return Rank

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

IUSV
IUSV Risk / Return Rank: 6565
Overall Rank
IUSV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IUSV Sortino Ratio Rank: 6363
Sortino Ratio Rank
IUSV Omega Ratio Rank: 6161
Omega Ratio Rank
IUSV Calmar Ratio Rank: 6767
Calmar Ratio Rank
IUSV Martin Ratio Rank: 6868
Martin Ratio Rank

DIVB
DIVB Risk / Return Rank: 7878
Overall Rank
DIVB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7676
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8181
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7575
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.

IUSV vs. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Value ETF (IUSV) 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.


IUSVDIVBDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.36

1.42

-0.06

Calmar ratioReturn relative to maximum drawdown

3.18

4.08

-0.90

Martin ratioReturn relative to average drawdown

12.08

13.64

-1.57

IUSV vs. DIVB - Sharpe Ratio Comparison

The current IUSV Sharpe Ratio is 2.00, which is comparable to the DIVB Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of IUSV and DIVB, 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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Drawdowns

IUSV vs. DIVB - Drawdown Comparison

The maximum IUSV drawdown since its inception was -56.88%, which is greater than DIVB's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for IUSV and DIVB.


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Drawdown Indicators


IUSVDIVBDifference

Max Drawdown

Largest peak-to-trough decline

-56.88%

-36.93%

-19.95%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-6.82%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

-15.45%

-2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.95%

-21.08%

+3.13%

Max Drawdown (10Y)

Largest decline over 10 years

-37.54%

Current Drawdown

Current decline from peak

-1.31%

-1.10%

-0.21%

Average Drawdown

Average peak-to-trough decline

-6.28%

-4.97%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.04%

-0.37%

Volatility

IUSV vs. DIVB - Volatility Comparison

The current volatility for iShares Core S&P U.S. Value ETF (IUSV) is 3.03%, while iShares Core Dividend ETF (DIVB) has a volatility of 4.61%. This indicates that IUSV 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


IUSVDIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

4.61%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

8.84%

-1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

11.70%

-1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

15.26%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

18.36%

-1.32%

IUSV vs. DIVB - Expense Ratio Comparison

IUSV has a 0.04% expense ratio, which is lower than DIVB's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUSV vs. DIVB - Dividend Comparison

IUSV's dividend yield for the trailing twelve months is around 1.70%, less than DIVB's 2.27% yield.


PositionTTM20252024202320222021202020192018201720162015
DIVB
iShares Core Dividend ETF
2.27%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%0.00%0.00%
IUSV
iShares Core S&P U.S. Value ETF
1.70%1.78%2.15%1.75%2.22%1.87%2.40%2.19%2.67%1.93%4.44%7.63%

Frequently Asked Questions


IUSV and DIVB have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIVB has higher volatility (4.61%) compared to IUSV (3.03%). In terms of maximum drawdown, IUSV dropped -56.88% vs DIVB's -36.93%.

On 5-year performance, DIVB leads with 12.39% vs 11.05% for IUSV. On fees, IUSV is cheaper at 0.04% per year. On volatility, IUSV has been the lower-risk option at 3.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DIVB has performed better with a 12.39% return vs 11.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSV is cheaper with a 0.04% expense ratio, compared with 0.05% for DIVB.

DIVB has the higher dividend yield at 2.27%, compared with 1.70% for IUSV.

IUSV is categorized as Large Cap Value Equities, while DIVB is Dividend. IUSV tracks S&P 900 Value Index, while DIVB tracks Morningstar US Dividend and Buyback Index. Their fees differ too: 0.04% for IUSV and 0.05% for DIVB.

DIVB currently has the higher Sharpe Ratio (2.38 vs 2.00), 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

Find the right allocation for IUSV and DIVB

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