SPXD vs. DIVB
SPXD (Xtrackers S&P 500 Diversified Sector Weight ETF) and DIVB (iShares Core Dividend ETF) are both exchange-traded funds - SPXD is a Large Cap Value Equities fund tracking the S&P 500 Diversified Sector Weight Index, while DIVB is a Dividend fund tracking the Morningstar US Dividend and Buyback Index. Both are passively managed. Their correlation of 0.87 suggests significant overlap in exposure. SPXD charges 0.09%/yr vs 0.05%/yr for DIVB.
Performance
SPXD vs. DIVB - Performance Comparison
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Returns By Period
In the year-to-date period, SPXD achieves a 11.56% return, which is significantly lower than DIVB's 21.57% return.
SPXD
- 1D
- -0.55%
- 1M
- 1.74%
- 6M
- 7.60%
- YTD
- 11.56%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DIVB
- 1D
- -0.45%
- 1M
- 4.69%
- 6M
- 18.39%
- YTD
- 21.57%
- 1Y
- 29.11%
- 3Y*
- 21.24%
- 5Y*
- 12.99%
- 10Y*
- —
SPXD vs. DIVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF | 11.56% | 4.54% |
DIVB iShares Core Dividend ETF | 21.57% | 4.75% |
Correlation
The correlation between SPXD and DIVB is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.87 |
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Return for Risk
SPXD vs. DIVB — Risk / Return Rank
SPXD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DIVB
SPXD vs. DIVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) 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.
| SPXD | DIVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.43 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.28 | — |
| Martin ratioReturn relative to average drawdown | — | 14.36 | — |
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Drawdowns
SPXD vs. DIVB - Drawdown Comparison
The maximum SPXD drawdown since its inception was -7.53%, smaller than the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for SPXD and DIVB.
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Drawdown Indicators
| SPXD | DIVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.53% | -36.93% | +29.40% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.82% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.45% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.08% | — |
Current DrawdownCurrent decline from peak | -0.68% | -0.45% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -1.16% | -4.94% | +3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
SPXD vs. DIVB - Volatility Comparison
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Volatility by Period
| SPXD | DIVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.80% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.50% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.68% | 12.17% | -1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.68% | 15.35% | -4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.68% | 18.35% | -7.67% |
SPXD vs. DIVB - Expense Ratio Comparison
SPXD has a 0.09% expense ratio, which is higher than DIVB's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SPXD vs. DIVB - Dividend Comparison
SPXD's dividend yield for the trailing twelve months is around 1.39%, less than DIVB's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DIVB iShares Core Dividend ETF | 2.18% | 2.50% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.52% | 0.37% |
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF | 1.39% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPXD and DIVB have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DIVB is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DIVB is cheaper with a 0.05% expense ratio, compared with 0.09% for SPXD.
DIVB has the higher dividend yield at 2.18%, compared with 1.39% for SPXD.
SPXD is categorized as Large Cap Value Equities, while DIVB is Dividend. SPXD tracks S&P 500 Diversified Sector Weight Index, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for SPXD and 0.05% for DIVB.
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