PortfoliosLab logoPortfoliosLab logo
IWX vs. DIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWX vs. DIVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Top 200 Value ETF (IWX) and iShares Core Dividend ETF (DIVB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IWX achieves a 19.31% return, which is significantly lower than DIVB's 22.13% return.


IWX

1D
0.73%
1M
2.76%
6M
15.15%
YTD
19.31%
1Y
31.41%
3Y*
19.56%
5Y*
12.61%
10Y*
11.78%

DIVB

1D
2.12%
1M
3.84%
6M
18.62%
YTD
22.13%
1Y
30.52%
3Y*
21.77%
5Y*
13.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWX vs. DIVB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWX
iShares Russell Top 200 Value ETF
19.31%18.23%14.89%10.45%-5.33%23.33%1.46%25.82%-6.53%4.59%
DIVB
iShares Core Dividend ETF
22.13%15.09%18.59%13.27%-10.51%31.29%10.78%32.72%-8.16%5.95%

Correlation

The correlation between IWX and DIVB is 0.82, 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

0.82

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

0.91

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

0.92

The correlation between IWX and DIVB shifts across timeframes, from 0.82 (1 year) to 0.94 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IWX vs. DIVB — Risk / Return Rank

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

IWX
IWX Risk / Return Rank: 9494
Overall Rank
IWX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IWX Sortino Ratio Rank: 9595
Sortino Ratio Rank
IWX Omega Ratio Rank: 9494
Omega Ratio Rank
IWX Calmar Ratio Rank: 9292
Calmar Ratio Rank
IWX Martin Ratio Rank: 9494
Martin Ratio Rank

DIVB
DIVB Risk / Return Rank: 9090
Overall Rank
DIVB Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 9292
Sortino Ratio Rank
DIVB Omega Ratio Rank: 8989
Omega Ratio Rank
DIVB Calmar Ratio Rank: 9191
Calmar Ratio Rank
DIVB Martin Ratio Rank: 8888
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.

IWX vs. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Value ETF (IWX) 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.


IWXDIVBDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.53

1.45

+0.08

Calmar ratioReturn relative to maximum drawdown

4.79

4.49

+0.29

Martin ratioReturn relative to average drawdown

20.46

15.05

+5.41

IWX vs. DIVB - Sharpe Ratio Comparison

The current IWX Sharpe Ratio is 2.96, which is comparable to the DIVB Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IWX 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.


Loading charts...

Drawdowns

IWX vs. DIVB - Drawdown Comparison

The maximum IWX drawdown since its inception was -35.76%, roughly equal to the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for IWX and DIVB.


Loading charts...

Drawdown Indicators


IWXDIVBDifference

Max Drawdown

Largest peak-to-trough decline

-35.76%

-36.93%

+1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-6.82%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-13.37%

-15.45%

+2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-21.08%

+2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.76%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.80%

-4.94%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

2.03%

-0.49%

Volatility

IWX vs. DIVB - Volatility Comparison

The current volatility for iShares Russell Top 200 Value ETF (IWX) is 3.33%, while iShares Core Dividend ETF (DIVB) has a volatility of 4.76%. This indicates that IWX 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.


Loading charts...

Volatility by Period


IWXDIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

4.76%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.43%

9.50%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

10.66%

12.16%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

15.35%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.47%

18.35%

-1.88%

IWX vs. DIVB - Expense Ratio Comparison

IWX has a 0.20% 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

IWX vs. DIVB - Dividend Comparison

IWX's dividend yield for the trailing twelve months is around 1.41%, less than DIVB's 2.17% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
IWX
iShares Russell Top 200 Value ETF
1.41%1.59%1.97%2.13%2.07%1.79%2.12%2.60%2.66%2.12%2.22%2.77%

Frequently Asked Questions


IWX and DIVB have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIVB has higher volatility (4.76%) compared to IWX (3.33%). In terms of maximum drawdown, IWX dropped -35.76% vs DIVB's -36.93%.

On 5-year performance, DIVB leads with 13.09% vs 12.61% for IWX. On fees, DIVB is cheaper at 0.05% per year. On volatility, IWX has been the lower-risk option at 3.33%. 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 13.09% return vs 12.61%. 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 0.20% for IWX.

DIVB has the higher dividend yield at 2.17%, compared with 1.41% for IWX.

IWX is categorized as Large Cap Value Equities, while DIVB is Dividend. IWX tracks Russell Top 200 Value Index, while DIVB tracks Morningstar US Dividend and Buyback Index. Their fees differ too: 0.20% for IWX and 0.05% for DIVB.

IWX currently has the higher Sharpe Ratio (2.96 vs 2.52), 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 IWX and DIVB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer