PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PICK vs. DIVS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PICK and DIVS is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

PICK vs. DIVS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Select Metals & Mining Producers ETF (PICK) and SmartETFs Dividend Builder ETF (DIVS). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-13.01%
2.24%
PICK
DIVS

Key characteristics

Sharpe Ratio

PICK:

-0.60

DIVS:

1.35

Sortino Ratio

PICK:

-0.71

DIVS:

1.90

Omega Ratio

PICK:

0.92

DIVS:

1.23

Calmar Ratio

PICK:

-0.57

DIVS:

2.25

Martin Ratio

PICK:

-1.30

DIVS:

7.28

Ulcer Index

PICK:

10.24%

DIVS:

1.79%

Daily Std Dev

PICK:

22.29%

DIVS:

9.71%

Max Drawdown

PICK:

-68.87%

DIVS:

-29.55%

Current Drawdown

PICK:

-23.50%

DIVS:

-5.80%

Returns By Period

In the year-to-date period, PICK achieves a -15.86% return, which is significantly lower than DIVS's 11.69% return.


PICK

YTD

-15.86%

1M

-8.57%

6M

-11.85%

1Y

-14.79%

5Y*

8.23%

10Y*

6.04%

DIVS

YTD

11.69%

1M

-1.73%

6M

1.92%

1Y

12.71%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


PICK vs. DIVS - Expense Ratio Comparison

PICK has a 0.39% expense ratio, which is lower than DIVS's 0.65% expense ratio.


DIVS
SmartETFs Dividend Builder ETF
Expense ratio chart for DIVS: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for PICK: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

PICK vs. DIVS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Select Metals & Mining Producers ETF (PICK) and SmartETFs Dividend Builder ETF (DIVS). 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.


Sharpe ratio
The chart of Sharpe ratio for PICK, currently valued at -0.60, compared to the broader market0.002.004.00-0.601.35
The chart of Sortino ratio for PICK, currently valued at -0.71, compared to the broader market-2.000.002.004.006.008.0010.00-0.711.90
The chart of Omega ratio for PICK, currently valued at 0.92, compared to the broader market0.501.001.502.002.503.000.921.23
The chart of Calmar ratio for PICK, currently valued at -0.57, compared to the broader market0.005.0010.0015.00-0.572.25
The chart of Martin ratio for PICK, currently valued at -1.30, compared to the broader market0.0020.0040.0060.0080.00100.00-1.307.28
PICK
DIVS

The current PICK Sharpe Ratio is -0.60, which is lower than the DIVS Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of PICK and DIVS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.60
1.35
PICK
DIVS

Dividends

PICK vs. DIVS - Dividend Comparison

PICK's dividend yield for the trailing twelve months is around 6.14%, more than DIVS's 1.12% yield.


TTM20232022202120202019201820172016201520142013
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
3.24%4.19%6.93%5.89%2.27%5.51%4.77%2.41%1.15%15.77%2.88%3.39%
DIVS
SmartETFs Dividend Builder ETF
1.12%3.14%5.93%3.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PICK vs. DIVS - Drawdown Comparison

The maximum PICK drawdown since its inception was -68.87%, which is greater than DIVS's maximum drawdown of -29.55%. Use the drawdown chart below to compare losses from any high point for PICK and DIVS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.50%
-5.80%
PICK
DIVS

Volatility

PICK vs. DIVS - Volatility Comparison

iShares MSCI Global Select Metals & Mining Producers ETF (PICK) has a higher volatility of 6.26% compared to SmartETFs Dividend Builder ETF (DIVS) at 3.17%. This indicates that PICK's price experiences larger fluctuations and is considered to be riskier than DIVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.26%
3.17%
PICK
DIVS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab