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SPDG vs. DIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDG vs. DIVB - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with SPDG having a 16.69% return and DIVB slightly higher at 17.35%.


SPDG

1D
-0.67%
1M
7.25%
YTD
16.69%
6M
16.41%
1Y
28.62%
3Y*
5Y*
10Y*

DIVB

1D
-0.56%
1M
8.55%
YTD
17.35%
6M
17.71%
1Y
29.81%
3Y*
22.07%
5Y*
12.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPDG vs. DIVB - Yearly Performance Comparison


2026 (YTD)202520242023
SPDG
SPDR Portfolio S&P Sector Neutral Dividend ETF
16.69%11.66%20.22%8.14%
DIVB
iShares U.S. Dividend and Buyback ETF
17.35%15.09%18.59%7.80%

Correlation

The correlation between SPDG and DIVB is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.93

The correlation between SPDG and DIVB has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

SPDG vs. DIVB — Risk / Return Rank

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

SPDG
SPDG Risk / Return Rank: 6969
Overall Rank
SPDG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SPDG Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPDG Omega Ratio Rank: 6969
Omega Ratio Rank
SPDG Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPDG Martin Ratio Rank: 6363
Martin Ratio Rank

DIVB
DIVB Risk / Return Rank: 7979
Overall Rank
DIVB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 8282
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7777
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8282
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7676
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.

SPDG vs. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P Sector Neutral Dividend ETF (SPDG) and iShares U.S. Dividend and Buyback 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.


SPDGDIVBDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.42

1.47

-0.05

Calmar ratioReturn relative to maximum drawdown

3.45

4.39

-0.94

Martin ratioReturn relative to average drawdown

11.57

14.95

-3.39

SPDG vs. DIVB - Sharpe Ratio Comparison

The current SPDG Sharpe Ratio is 2.37, which is comparable to the DIVB Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of SPDG 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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Sharpe Ratios by Period


SPDGDIVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.65

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

0.76

+0.76

Drawdowns

SPDG vs. DIVB - Drawdown Comparison

The maximum SPDG drawdown since its inception was -15.67%, smaller than the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for SPDG and DIVB.


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Drawdown Indicators


SPDGDIVBDifference

Max Drawdown

Largest peak-to-trough decline

-15.67%

-36.93%

+21.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-6.82%

-1.52%

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

-0.67%

-0.56%

-0.11%

Average Drawdown

Average peak-to-trough decline

-2.19%

-4.99%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.00%

+0.48%

Volatility

SPDG vs. DIVB - Volatility Comparison

SPDR Portfolio S&P Sector Neutral Dividend ETF (SPDG) has a higher volatility of 3.54% compared to iShares U.S. Dividend and Buyback ETF (DIVB) at 3.34%. This indicates that SPDG's price experiences larger fluctuations and is considered to be riskier 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


SPDGDIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.34%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

8.44%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

12.14%

11.33%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

15.23%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.18%

18.38%

-4.20%

SPDG vs. DIVB - Expense Ratio Comparison

SPDG has a 0.05% expense ratio, which is lower than DIVB's 0.25% 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

SPDG vs. DIVB - Dividend Comparison

SPDG's dividend yield for the trailing twelve months is around 2.59%, more than DIVB's 2.19% yield.


PositionTTM202520242023202220212020201920182017
DIVB
iShares U.S. Dividend and Buyback ETF
2.19%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%
SPDG
SPDR Portfolio S&P Sector Neutral Dividend ETF
2.59%2.87%2.61%0.90%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, SPDG and DIVB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPDG has higher volatility (3.54%) compared to DIVB (3.34%). In terms of maximum drawdown, SPDG dropped -15.67% vs DIVB's -36.93%.

On 1-year performance, DIVB leads with 29.81% vs 28.62% for SPDG. On fees, SPDG is cheaper at 0.05% per year. On volatility, DIVB has been the lower-risk option at 3.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DIVB has performed better with a 29.81% return vs 28.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPDG is cheaper with a 0.05% expense ratio, compared with 0.25% for DIVB.

SPDG has the higher dividend yield at 2.59%, compared with 2.19% for DIVB.

SPDG is categorized as Dividend, while DIVB is Large Cap Blend Equities. SPDG tracks S&P Sector-Neutral High Yield Dividend Aristocrats Index, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.05% for SPDG and 0.25% for DIVB.

DIVB currently has the higher Sharpe Ratio (2.65 vs 2.37), 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.

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