XVV vs. DIVB
XVV (iShares ESG Screened S&P 500 ETF) and DIVB (iShares Core Dividend ETF) are both exchange-traded funds - XVV is a S&P 500 fund tracking the S&P 500 Sustainablility Screened Index, while DIVB is a Dividend fund tracking the Morningstar US Dividend and Buyback Index. Both are passively managed. Over the past 5 years, XVV returned 12.69%/yr vs 12.39%/yr for DIVB. A 0.80 correlation means they provide meaningful diversification when combined. XVV charges 0.08%/yr vs 0.05%/yr for DIVB.
Performance
XVV vs. DIVB - Performance Comparison
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Returns By Period
In the year-to-date period, XVV achieves a 6.55% return, which is significantly lower than DIVB's 17.14% return.
XVV
- 1D
- -1.36%
- 1M
- -1.49%
- YTD
- 6.55%
- 6M
- 5.50%
- 1Y
- 22.18%
- 3Y*
- 20.50%
- 5Y*
- 12.69%
- 10Y*
- —
DIVB
- 1D
- 1.02%
- 1M
- 1.64%
- YTD
- 17.14%
- 6M
- 16.48%
- 1Y
- 27.72%
- 3Y*
- 21.75%
- 5Y*
- 12.39%
- 10Y*
- —
XVV vs. DIVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XVV iShares ESG Screened S&P 500 ETF | 6.55% | 17.53% | 25.87% | 29.78% | -21.46% | 29.19% | 16.13% |
DIVB iShares Core Dividend ETF | 17.14% | 15.09% | 18.59% | 13.27% | -10.51% | 31.29% | 20.50% |
Correlation
The correlation between XVV and DIVB is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.80 |
Over the past year, the correlation between XVV and DIVB has dropped to 0.57 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
XVV vs. DIVB — Risk / Return Rank
XVV
DIVB
XVV vs. DIVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P 500 ETF (XVV) 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.
| XVV | DIVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 4.08 | -1.98 |
| Martin ratioReturn relative to average drawdown | 9.02 | 13.64 | -4.62 |
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Drawdowns
XVV vs. DIVB - Drawdown Comparison
The maximum XVV drawdown since its inception was -27.20%, smaller than the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for XVV and DIVB.
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Drawdown Indicators
| XVV | DIVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.20% | -36.93% | +9.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -6.82% | -3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -15.45% | -4.14% |
Max Drawdown (5Y)Largest decline over 5 years | -27.20% | -21.08% | -6.12% |
Current DrawdownCurrent decline from peak | -3.41% | -1.10% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -4.97% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.04% | +0.42% |
Volatility
XVV vs. DIVB - Volatility Comparison
iShares ESG Screened S&P 500 ETF (XVV) has a higher volatility of 5.00% compared to iShares Core Dividend ETF (DIVB) at 4.61%. This indicates that XVV's price experiences larger fluctuations and is considered to be riskier 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
| XVV | DIVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 4.61% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 8.84% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.29% | 11.70% | +1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 15.26% | +2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 18.36% | -0.98% |
XVV vs. DIVB - Expense Ratio Comparison
XVV has a 0.08% 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
XVV vs. DIVB - Dividend Comparison
XVV's dividend yield for the trailing twelve months is around 0.95%, less than DIVB's 2.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XVV iShares ESG Screened S&P 500 ETF | 0.95% | 0.94% | 1.05% | 1.25% | 1.57% | 0.81% | 0.31% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XVV and DIVB have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XVV has higher volatility (5.00%) compared to DIVB (4.61%). In terms of maximum drawdown, XVV dropped -27.20% vs DIVB's -36.93%.
On 5-year performance, XVV leads with 12.69% vs 12.39% for DIVB. On fees, DIVB is cheaper at 0.05% per year. On volatility, DIVB has been the lower-risk option at 4.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, XVV has performed better with a 12.69% return vs 12.39%. 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 0.08% for XVV.
DIVB has the higher dividend yield at 2.27%, compared with 0.95% for XVV.
XVV is categorized as S&P 500, while DIVB is Dividend. XVV tracks S&P 500 Sustainablility Screened Index, while DIVB tracks Morningstar US Dividend and Buyback Index. Their fees differ too: 0.08% for XVV and 0.05% for DIVB.
DIVB currently has the higher Sharpe Ratio (2.38 vs 1.68), 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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