KNOW vs. DIVB

Last updated Jun 24, 2026

KNOW (Fundamentals First ETF) and DIVB (iShares Core Dividend ETF) are both exchange-traded funds - KNOW is a Diversified Portfolio fund actively managed by Mason Capital Partners, while DIVB is a Dividend fund tracking the Morningstar US Dividend and Buyback Index. KNOW is actively managed, while DIVB is passively managed. Over the past year, KNOW returned 19.43% vs 27.72% for DIVB. A 0.77 correlation means they provide meaningful diversification when combined. KNOW charges 1.10%/yr vs 0.05%/yr for DIVB.

Performance

KNOW vs. DIVB - Performance Comparison

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

Returns By Period

In the year-to-date period, KNOW achieves a 12.77% return, which is significantly lower than DIVB's 17.14% return.

KNOW

• 1D: -1.06%
• 1M: 0.88%
• YTD: 12.77%
• 6M: 12.59%
• 1Y: 19.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

KNOW vs. DIVB - Yearly Performance Comparison

	2026 (YTD)	2025	2024
KNOW Fundamentals First ETF	12.77%	8.19%	7.62%
DIVB iShares Core Dividend ETF	17.14%	15.09%	16.41%

Correlation

The correlation between KNOW and DIVB is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024	0.77

The correlation between KNOW and DIVB shifts across timeframes, from 0.66 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

Return for Risk

KNOW vs. DIVB — Risk / Return Rank

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

KNOW

KNOW Risk / Return Rank: 66
KNOW Sharpe Ratio Rank: 67
KNOW Sortino Ratio Rank: 68
KNOW Omega Ratio Rank: 64
KNOW Calmar Ratio Rank: 66
KNOW Martin Ratio Rank: 66

DIVB

DIVB Risk / Return Rank: 78
DIVB Sharpe Ratio Rank: 78
DIVB Sortino Ratio Rank: 79
DIVB Omega Ratio Rank: 76
DIVB Calmar Ratio Rank: 81
DIVB Martin Ratio Rank: 75

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.

KNOW vs. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundamentals First ETF (KNOW) 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.

	KNOW	DIVB	Difference
Sharpe ratio: Return per unit of total volatility	1.98	2.38	-0.41
Sortino ratio: Return per unit of downside risk	2.80	3.34	-0.54
Omega ratio: Gain probability vs. loss probability	1.35	1.42	-0.07
Calmar ratio: Return relative to maximum drawdown	2.97	4.08	-1.11
Martin ratio: Return relative to average drawdown	10.88	13.64	-2.76

KNOW vs. DIVB - Sharpe Ratio Comparison

The current KNOW Sharpe Ratio is 1.98, which is comparable to the DIVB Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of KNOW 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.

Drawdowns

KNOW vs. DIVB - Drawdown Comparison

The maximum KNOW drawdown since its inception was -15.99%, smaller than the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for KNOW and DIVB.

Drawdown Indicators

	KNOW	DIVB	Difference
Max Drawdown Largest peak-to-trough decline	-15.99%	-36.93%	+20.94%
Max Drawdown (1Y) Largest decline over 1 year	-6.57%	-6.82%	+0.25%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.45%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.08%	—
Current Drawdown Current decline from peak	-1.30%	-1.10%	-0.20%
Average Drawdown Average peak-to-trough decline	-2.10%	-4.97%	+2.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	2.04%	-0.25%

Volatility

KNOW vs. DIVB - Volatility Comparison

The current volatility for Fundamentals First ETF (KNOW) is 3.16%, while iShares Core Dividend ETF (DIVB) has a volatility of 4.61%. This indicates that KNOW 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.

Volatility by Period

	KNOW	DIVB	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.16%	4.61%	-1.45%
Volatility (6M) Calculated over the trailing 6-month period	7.46%	8.84%	-1.38%
Volatility (1Y) Calculated over the trailing 1-year period	9.87%	11.70%	-1.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.37%	15.26%	-2.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.37%	18.36%	-5.99%

KNOW vs. DIVB - Expense Ratio Comparison

KNOW has a 1.10% expense ratio, which is higher than DIVB's 0.05% expense ratio.

Dividends

KNOW vs. DIVB - Dividend Comparison

KNOW's dividend yield for the trailing twelve months is around 1.81%, less than DIVB's 2.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
KNOW Fundamentals First ETF	1.81%	1.53%	1.35%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KNOW and DIVB in my portfolio?

KNOW and DIVB have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KNOW or DIVB?

DIVB has higher volatility (4.61%) compared to KNOW (3.16%). In terms of maximum drawdown, KNOW dropped -15.99% vs DIVB's -36.93%.

Which ETF is better, KNOW or DIVB?

On 1-year performance, DIVB leads with 27.72% vs 19.43% for KNOW. On fees, DIVB is cheaper at 0.05% per year. On volatility, KNOW has been the lower-risk option at 3.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KNOW or DIVB?

Over the 1-year period, DIVB has performed better with a 27.72% return vs 19.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KNOW or DIVB?

DIVB is cheaper with a 0.05% expense ratio, compared with 1.10% for KNOW.

Which ETF pays a higher dividend yield, KNOW or DIVB?

DIVB has the higher dividend yield at 2.27%, compared with 1.81% for KNOW.

What is the main difference between KNOW and DIVB?

KNOW is categorized as Diversified Portfolio, while DIVB is Dividend. They also come from different issuers: Mason Capital Partners and iShares. Their fees differ too: 1.10% for KNOW and 0.05% for DIVB.

Which has better risk-adjusted returns?

DIVB currently has the higher Sharpe Ratio (2.38 vs 1.98), 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.