URTH vs. DIVD

Last updated Jul 17, 2026

URTH (iShares MSCI World ETF) and DIVD (Altrius Global Dividend ETF) are both Global Equities funds. URTH is passively managed, while DIVD is actively managed. Over the past 3 years, URTH returned 18.85%/yr vs 17.29%/yr for DIVD. A 0.73 correlation means they provide meaningful diversification when combined. URTH charges 0.24%/yr vs 0.49%/yr for DIVD.

Performance

URTH vs. DIVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ETF (URTH) and Altrius Global Dividend ETF (DIVD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, URTH achieves a 10.32% return, which is significantly lower than DIVD's 15.56% return.

URTH

• 1D: -0.57%
• 1M: 0.24%
• 6M: 8.29%
• YTD: 10.32%
• 1Y: 21.53%
• 3Y*: 18.85%
• 5Y*: 11.68%
• 10Y*: 13.04%

DIVD

• 1D: 1.13%
• 1M: 2.02%
• 6M: 11.24%
• YTD: 15.56%
• 1Y: 26.02%
• 3Y*: 17.29%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

URTH vs. DIVD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
URTH iShares MSCI World ETF	10.32%	21.36%	18.66%	23.95%	8.78%
DIVD Altrius Global Dividend ETF	15.56%	26.18%	2.52%	14.27%	17.01%

Correlation

The correlation between URTH and DIVD is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (All Time) Calculated using the full available price history since Sep 30, 2022	0.73

The correlation between URTH and DIVD shifts across timeframes, from 0.55 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

URTH vs. DIVD - Sectors Allocation Comparison

Sectors	URTH	DIVD
Technology	30.7%	4.4%
Financial Services	15.9%	20.4%
Industrials	11.0%	13.4%
Healthcare	9.1%	20.8%
Consumer Cyclical	8.8%	4.4%
Communication Services	8.0%	3.3%
Consumer Defensive	4.9%	18.3%
Energy	3.6%	7.8%
Basic Materials	3.2%	4.6%
Utilities	2.8%	-
Real Estate	1.7%	1.4%

Return for Risk

URTH vs. DIVD — Risk / Return Rank

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

URTH

URTH Risk / Return Rank: 64
URTH Sharpe Ratio Rank: 64
URTH Sortino Ratio Rank: 63
URTH Omega Ratio Rank: 62
URTH Calmar Ratio Rank: 59
URTH Martin Ratio Rank: 71

DIVD

DIVD Risk / Return Rank: 87
DIVD Sharpe Ratio Rank: 88
DIVD Sortino Ratio Rank: 89
DIVD Omega Ratio Rank: 86
DIVD Calmar Ratio Rank: 87
DIVD Martin Ratio Rank: 87

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.

URTH vs. DIVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) and Altrius Global Dividend ETF (DIVD). 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.

	URTH	DIVD	Difference
Sharpe ratio: Return per unit of total volatility	1.69	2.31	-0.61
Sortino ratio: Return per unit of downside risk	2.37	3.35	-0.98
Omega ratio: Gain probability vs. loss probability	1.30	1.41	-0.11
Calmar ratio: Return relative to maximum drawdown	2.39	3.90	-1.51
Martin ratio: Return relative to average drawdown	10.37	14.32	-3.95

URTH vs. DIVD - Sharpe Ratio Comparison

The current URTH Sharpe Ratio is 1.69, which is comparable to the DIVD Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of URTH and DIVD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

URTH vs. DIVD - Drawdown Comparison

The maximum URTH drawdown since its inception was -34.01%, which is greater than DIVD's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for URTH and DIVD.

Drawdown Indicators

	URTH	DIVD	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-13.88%	-20.13%
Max Drawdown (1Y) Largest decline over 1 year	-9.06%	-6.70%	-2.36%
Max Drawdown (3Y) Largest decline over 3 years	-16.94%	-13.88%	-3.06%
Max Drawdown (5Y) Largest decline over 5 years	-26.05%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.01%	—	—
Current Drawdown Current decline from peak	-0.60%	0.00%	-0.60%
Average Drawdown Average peak-to-trough decline	-4.35%	-2.18%	-2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	1.82%	+0.26%

Volatility

URTH vs. DIVD - Volatility Comparison

iShares MSCI World ETF (URTH) has a higher volatility of 3.68% compared to Altrius Global Dividend ETF (DIVD) at 3.28%. This indicates that URTH's price experiences larger fluctuations and is considered to be riskier than DIVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	URTH	DIVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.68%	3.28%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	10.51%	8.46%	+2.05%
Volatility (1Y) Calculated over the trailing 1-year period	12.79%	11.35%	+1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.30%	13.21%	+3.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.16%	13.21%	+3.95%

URTH vs. DIVD - Expense Ratio Comparison

URTH has a 0.24% expense ratio, which is lower than DIVD's 0.49% expense ratio.

Dividends

URTH vs. DIVD - Dividend Comparison

URTH's dividend yield for the trailing twelve months is around 1.39%, less than DIVD's 2.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIVD Altrius Global Dividend ETF	2.68%	2.86%	3.39%	2.96%	0.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
URTH iShares MSCI World ETF	1.39%	1.48%	1.47%	1.70%	1.68%	1.50%	1.52%	2.16%	2.30%	1.88%	2.15%	2.35%

Frequently Asked Questions

Can I hold both URTH and DIVD in my portfolio?

URTH and DIVD have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, URTH or DIVD?

URTH has higher volatility (3.68%) compared to DIVD (3.28%). In terms of maximum drawdown, URTH dropped -34.01% vs DIVD's -13.88%.

Which ETF is better, URTH or DIVD?

On 3-year performance, URTH leads with 18.85% vs 17.29% for DIVD. On fees, URTH is cheaper at 0.24% per year. On volatility, DIVD has been the lower-risk option at 3.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, URTH or DIVD?

Over the 3-year period, URTH has performed better with a 18.85% return vs 17.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, URTH or DIVD?

URTH is cheaper with a 0.24% expense ratio, compared with 0.49% for DIVD.

Which ETF pays a higher dividend yield, URTH or DIVD?

DIVD has the higher dividend yield at 2.68%, compared with 1.39% for URTH.

What is the main difference between URTH and DIVD?

They also come from different issuers: iShares and Altrius. Their fees differ too: 0.24% for URTH and 0.49% for DIVD.

Which has better risk-adjusted returns?

DIVD currently has the higher Sharpe Ratio (2.31 vs 1.69), 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.