VYMI vs. DIVB
VYMI (Vanguard International High Dividend Yield ETF) and DIVB (iShares Core Dividend ETF) are both Dividend funds - VYMI tracks the FTSE All-World ex US High Dividend Yield Index while DIVB tracks the Morningstar US Dividend and Buyback Index. Both are passively managed. Over the past 5 years, VYMI returned 12.31%/yr vs 12.24%/yr for DIVB. A 0.74 correlation means they provide meaningful diversification when combined. VYMI charges 0.07%/yr vs 0.05%/yr for DIVB.
Performance
VYMI vs. DIVB - Performance Comparison
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Returns By Period
In the year-to-date period, VYMI achieves a 11.22% return, which is significantly lower than DIVB's 16.99% return.
VYMI
- 1D
- 0.46%
- 1M
- -1.32%
- YTD
- 11.22%
- 6M
- 10.95%
- 1Y
- 29.21%
- 3Y*
- 21.59%
- 5Y*
- 12.31%
- 10Y*
- 11.44%
DIVB
- 1D
- -0.11%
- 1M
- 1.40%
- YTD
- 16.99%
- 6M
- 15.80%
- 1Y
- 27.40%
- 3Y*
- 21.42%
- 5Y*
- 12.24%
- 10Y*
- —
VYMI vs. DIVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 11.22% | 38.05% | 7.06% | 17.07% | -7.02% | 15.39% | -1.11% | 18.43% | -12.65% | 2.30% |
DIVB iShares Core Dividend ETF | 16.99% | 15.09% | 18.59% | 13.27% | -10.51% | 31.29% | 10.78% | 32.72% | -8.16% | 5.95% |
Correlation
The correlation between VYMI and DIVB is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.74 |
The correlation between VYMI and DIVB shifts across timeframes, from 0.63 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VYMI vs. DIVB — Risk / Return Rank
VYMI
DIVB
VYMI vs. DIVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) 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.
| VYMI | DIVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.42 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 4.03 | -1.14 |
| Martin ratioReturn relative to average drawdown | 11.31 | 13.47 | -2.16 |
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Drawdowns
VYMI vs. DIVB - Drawdown Comparison
The maximum VYMI drawdown since its inception was -40.00%, which is greater than DIVB's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for VYMI and DIVB.
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Drawdown Indicators
| VYMI | DIVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.00% | -36.93% | -3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -6.82% | -3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -15.45% | +2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -21.08% | -2.97% |
Max Drawdown (10Y)Largest decline over 10 years | -40.00% | — | — |
Current DrawdownCurrent decline from peak | -2.11% | -1.23% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -4.97% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.04% | +0.55% |
Volatility
VYMI vs. DIVB - Volatility Comparison
Vanguard International High Dividend Yield ETF (VYMI) and iShares Core Dividend ETF (DIVB) have volatilities of 4.08% and 4.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYMI | DIVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 4.14% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.21% | 8.83% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.24% | 11.67% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 15.26% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 18.35% | -1.74% |
VYMI vs. DIVB - Expense Ratio Comparison
VYMI has a 0.07% 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
VYMI vs. DIVB - Dividend Comparison
VYMI's dividend yield for the trailing twelve months is around 3.67%, more than DIVB's 2.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.67% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
VYMI and DIVB have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIVB has higher volatility (4.14%) compared to VYMI (4.08%). In terms of maximum drawdown, VYMI dropped -40.00% vs DIVB's -36.93%.
On 5-year performance, VYMI leads with 12.31% vs 12.24% for DIVB. On fees, DIVB is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VYMI has performed better with a 12.31% return vs 12.24%. 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 0.07% for VYMI.
VYMI has the higher dividend yield at 3.67%, compared with 2.27% for DIVB.
VYMI tracks FTSE All-World ex US High Dividend Yield Index, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VYMI and 0.05% for DIVB.
DIVB currently has the higher Sharpe Ratio (2.36 vs 2.22), 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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