VLVLY vs. DVY
VLVLY (Volvo AB ADR) is a stock, while DVY (iShares Select Dividend ETF) is Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index. Over the past 10 years, VLVLY returned 19.31%/yr vs 10.15%/yr for DVY. At a 0.48 correlation, their price movements are largely independent.
Performance
VLVLY vs. DVY - Performance Comparison
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Returns By Period
In the year-to-date period, VLVLY achieves a 13.68% return, which is significantly higher than DVY's 10.60% return. Over the past 10 years, VLVLY has outperformed DVY with an annualized return of 19.31%, while DVY has yielded a comparatively lower 10.15% annualized return.
VLVLY
- 1D
- 0.49%
- 1M
- 1.47%
- YTD
- 13.68%
- 6M
- 18.85%
- 1Y
- 33.49%
- 3Y*
- 28.69%
- 5Y*
- 12.43%
- 10Y*
- 19.31%
DVY
- 1D
- 0.81%
- 1M
- 0.23%
- YTD
- 10.60%
- 6M
- 11.31%
- 1Y
- 23.13%
- 3Y*
- 15.97%
- 5Y*
- 8.68%
- 10Y*
- 10.15%
VLVLY vs. DVY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLVLY Volvo AB ADR | 13.68% | 40.70% | -1.07% | 53.43% | -15.39% | 11.22% | 56.05% | 36.41% | -27.35% | 63.49% |
DVY iShares Select Dividend ETF | 10.60% | 11.60% | 16.24% | 1.12% | 1.80% | 31.70% | -4.91% | 22.62% | -6.36% | 14.82% |
Correlation
The correlation between VLVLY and DVY is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2016 | 0.48 |
The correlation between VLVLY and DVY has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
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Return for Risk
VLVLY vs. DVY — Risk / Return Rank
VLVLY
DVY
VLVLY vs. DVY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Volvo AB ADR (VLVLY) and iShares Select Dividend ETF (DVY). 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.
| VLVLY | DVY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.36 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 3.37 | -2.03 |
| Martin ratioReturn relative to average drawdown | 4.18 | 11.90 | -7.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VLVLY | DVY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.09 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.57 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.57 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.48 | +0.21 |
Drawdowns
VLVLY vs. DVY - Drawdown Comparison
The maximum VLVLY drawdown since its inception was -50.35%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for VLVLY and DVY.
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Drawdown Indicators
| VLVLY | DVY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.35% | -62.59% | +12.24% |
Max Drawdown (1Y)Largest decline over 1 year | -24.99% | -6.89% | -18.10% |
Max Drawdown (3Y)Largest decline over 3 years | -26.55% | -16.00% | -10.55% |
Max Drawdown (5Y)Largest decline over 5 years | -43.38% | -17.54% | -25.84% |
Max Drawdown (10Y)Largest decline over 10 years | -50.35% | -41.59% | -8.76% |
Current DrawdownCurrent decline from peak | -7.52% | -1.16% | -6.36% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -8.79% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.03% | 1.95% | +6.08% |
Volatility
VLVLY vs. DVY - Volatility Comparison
Volvo AB ADR (VLVLY) has a higher volatility of 9.13% compared to iShares Select Dividend ETF (DVY) at 2.83%. This indicates that VLVLY's price experiences larger fluctuations and is considered to be riskier than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLVLY | DVY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 2.83% | +6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 23.75% | 7.53% | +16.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.36% | 11.15% | +20.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.35% | 15.21% | +15.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.24% | 18.01% | +14.23% |
Dividends
VLVLY vs. DVY - Dividend Comparison
VLVLY's dividend yield for the trailing twelve months is around 4.16%, more than DVY's 3.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVY iShares Select Dividend ETF | 3.39% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
VLVLY Volvo AB ADR | 4.16% | 5.27% | 7.14% | 5.04% | 7.66% | 12.75% | 5.59% | 6.50% | 4.10% | 1.94% | 3.17% | 0.00% |
Frequently Asked Questions
VLVLY and DVY have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLVLY has higher volatility (9.13%) compared to DVY (2.83%). In terms of maximum drawdown, VLVLY dropped -50.35% vs DVY's -62.59%.
DVY currently has the higher Sharpe Ratio (2.09 vs 1.07), 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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