PG vs. DVY
PG (The Procter & Gamble Company) is a stock, while DVY (iShares Select Dividend ETF) is Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index. Over the past 10 years, PG returned 8.96%/yr vs 10.49%/yr for DVY. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
PG vs. DVY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly lower than DVY's 13.40% return. Over the past 10 years, PG has underperformed DVY with an annualized return of 8.96%, while DVY has yielded a comparatively higher 10.49% annualized return.
PG
- 1D
- 0.86%
- 1M
- 4.83%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -3.97%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
DVY
- 1D
- 1.18%
- 1M
- 4.16%
- YTD
- 13.40%
- 6M
- 12.29%
- 1Y
- 25.66%
- 3Y*
- 15.86%
- 5Y*
- 9.31%
- 10Y*
- 10.49%
PG vs. DVY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
DVY iShares Select Dividend ETF | 13.40% | 11.60% | 16.24% | 1.12% | 1.80% | 31.70% | -4.91% | 22.62% | -6.36% | 14.82% |
Correlation
The correlation between PG and DVY is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2003 | 0.50 |
The correlation between PG and DVY shifts across timeframes, from 0.35 (1 year) to 0.50 (all time), 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
PG vs. DVY — Risk / Return Rank
PG
DVY
PG vs. DVY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and iShares Select Dividend ETF (DVY). 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.
| PG | DVY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -3.50 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.37 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 3.54 | -3.91 |
| Martin ratioReturn relative to average drawdown | -0.68 | 12.51 | -13.19 |
Loading charts...
Drawdowns
PG vs. DVY - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for PG and DVY.
Loading charts...
Drawdown Indicators
| PG | DVY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -62.59% | +8.34% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -6.89% | -8.63% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -16.00% | -5.15% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -17.54% | -6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -41.59% | +17.82% |
Current DrawdownCurrent decline from peak | -13.29% | 0.00% | -13.29% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -8.78% | -3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 1.95% | +6.85% |
Volatility
PG vs. DVY - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 6.99% compared to iShares Select Dividend ETF (DVY) at 2.94%. This indicates that PG's price experiences larger fluctuations and is considered to be riskier than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PG | DVY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 2.94% | +4.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 7.54% | +7.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 11.16% | +7.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 15.22% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 18.01% | +1.04% |
Dividends
PG vs. DVY - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, less than DVY's 3.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVY iShares Select Dividend ETF | 3.30% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
PG and DVY have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to DVY (2.94%). In terms of maximum drawdown, PG dropped -54.25% vs DVY's -62.59%.
DVY currently has the higher Sharpe Ratio (2.19 vs -0.30), 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.
Find the right allocation for PG and DVY
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