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SPDV vs. DIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDV vs. DIVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM S&P 500 High Dividend Value ETF (SPDV) and iShares Core Dividend ETF (DIVB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPDV achieves a 13.31% return, which is significantly lower than DIVB's 17.14% return.


SPDV

1D
0.10%
1M
-0.63%
YTD
13.31%
6M
13.16%
1Y
24.69%
3Y*
16.36%
5Y*
9.01%
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)

SPDV vs. DIVB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPDV
AAM S&P 500 High Dividend Value ETF
13.31%10.90%14.40%5.45%-2.27%29.54%-6.09%20.46%-6.59%4.64%
DIVB
iShares Core Dividend ETF
17.14%15.09%18.59%13.27%-10.51%31.29%10.78%32.72%-8.16%4.86%

Correlation

The correlation between SPDV and DIVB is 0.85, 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

0.85

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

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2017

0.87

The correlation between SPDV and DIVB has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

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Return for Risk

SPDV vs. DIVB — Risk / Return Rank

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

SPDV
SPDV Risk / Return Rank: 7070
Overall Rank
SPDV Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPDV Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPDV Omega Ratio Rank: 6262
Omega Ratio Rank
SPDV Calmar Ratio Rank: 8383
Calmar Ratio Rank
SPDV Martin Ratio Rank: 6969
Martin Ratio Rank

DIVB
DIVB Risk / Return Rank: 7878
Overall Rank
DIVB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7676
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8181
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7575
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.

SPDV vs. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM S&P 500 High Dividend Value ETF (SPDV) 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.


SPDVDIVBDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.36

1.42

-0.07

Calmar ratioReturn relative to maximum drawdown

4.28

4.08

+0.20

Martin ratioReturn relative to average drawdown

12.11

13.64

-1.53

SPDV vs. DIVB - Sharpe Ratio Comparison

The current SPDV Sharpe Ratio is 2.02, which is comparable to the DIVB Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of SPDV 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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Drawdowns

SPDV vs. DIVB - Drawdown Comparison

The maximum SPDV drawdown since its inception was -43.81%, which is greater than DIVB's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for SPDV and DIVB.


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Drawdown Indicators


SPDVDIVBDifference

Max Drawdown

Largest peak-to-trough decline

-43.81%

-36.93%

-6.88%

Max Drawdown (1Y)

Largest decline over 1 year

-5.80%

-6.82%

+1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-18.62%

-15.45%

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.31%

-21.08%

-0.23%

Current Drawdown

Current decline from peak

-2.37%

-1.10%

-1.27%

Average Drawdown

Average peak-to-trough decline

-6.53%

-4.97%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.04%

0.00%

Volatility

SPDV vs. DIVB - Volatility Comparison

The current volatility for AAM S&P 500 High Dividend Value ETF (SPDV) is 3.66%, while iShares Core Dividend ETF (DIVB) has a volatility of 4.61%. This indicates that SPDV 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.


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Volatility by Period


SPDVDIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

4.61%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

8.33%

8.84%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

11.70%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

15.26%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.28%

18.36%

+1.92%

SPDV vs. DIVB - Expense Ratio Comparison

SPDV has a 0.29% expense ratio, which is higher than DIVB's 0.05% expense ratio.


Dividends

SPDV vs. DIVB - Dividend Comparison

SPDV's dividend yield for the trailing twelve months is around 3.34%, more than DIVB's 2.27% yield.


PositionTTM202520242023202220212020201920182017
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%
SPDV
AAM S&P 500 High Dividend Value ETF
3.34%3.85%3.54%3.95%3.73%3.08%3.90%3.54%3.63%0.28%

Frequently Asked Questions


SPDV and DIVB have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIVB has higher volatility (4.61%) compared to SPDV (3.66%). In terms of maximum drawdown, SPDV dropped -43.81% vs DIVB's -36.93%.

On 5-year performance, DIVB leads with 12.39% vs 9.01% for SPDV. On fees, DIVB is cheaper at 0.05% per year. On volatility, SPDV has been the lower-risk option at 3.66%. 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 12.39% return vs 9.01%. 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 0.29% for SPDV.

SPDV has the higher dividend yield at 3.34%, compared with 2.27% for DIVB.

SPDV tracks S&P 500 Dividend and Free Cash Flow Yield Index, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: Advisors Asset Management and iShares. Their fees differ too: 0.29% for SPDV and 0.05% for DIVB.

DIVB currently has the higher Sharpe Ratio (2.38 vs 2.02), 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 SPDV and DIVB

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