YLDE vs. DVYA
YLDE (ClearBridge Dividend Strategy ESG ETF) and DVYA (iShares Asia/Pacific Dividend ETF) are both exchange-traded funds - YLDE is a Dividend fund actively managed by Franklin Templeton, while DVYA is a Asia Pacific Equities fund tracking the Dow Jones Asia/Pacific Select Dividend 30 Index. YLDE is actively managed, while DVYA is passively managed. Over the past 5 years, YLDE returned 9.54%/yr vs 9.88%/yr for DVYA. A 0.51 correlation means they provide meaningful diversification when combined. YLDE charges 0.60%/yr vs 0.49%/yr for DVYA.
Performance
YLDE vs. DVYA - Performance Comparison
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Returns By Period
In the year-to-date period, YLDE achieves a 4.09% return, which is significantly lower than DVYA's 13.35% return.
YLDE
- 1D
- -0.32%
- 1M
- 0.13%
- YTD
- 4.09%
- 6M
- 5.06%
- 1Y
- 13.89%
- 3Y*
- 14.60%
- 5Y*
- 9.54%
- 10Y*
- —
DVYA
- 1D
- -0.86%
- 1M
- 0.51%
- YTD
- 13.35%
- 6M
- 13.63%
- 1Y
- 39.49%
- 3Y*
- 21.73%
- 5Y*
- 9.88%
- 10Y*
- 7.30%
YLDE vs. DVYA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YLDE ClearBridge Dividend Strategy ESG ETF | 4.09% | 13.09% | 16.44% | 15.69% | -8.56% | 22.12% | 10.35% | 32.46% | -5.74% | 11.35% |
DVYA iShares Asia/Pacific Dividend ETF | 13.35% | 30.22% | 6.05% | 13.75% | -2.17% | 3.41% | -9.61% | 14.70% | -14.87% | 9.05% |
Correlation
The correlation between YLDE and DVYA is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since May 24, 2017 | 0.51 |
The correlation between YLDE and DVYA has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.
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Return for Risk
YLDE vs. DVYA — Risk / Return Rank
YLDE
DVYA
YLDE vs. DVYA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy ESG ETF (YLDE) and iShares Asia/Pacific Dividend ETF (DVYA). 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.
| YLDE | DVYA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.53 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 4.59 | -2.75 |
| Martin ratioReturn relative to average drawdown | 6.84 | 16.66 | -9.82 |
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
| YLDE | DVYA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 3.05 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.66 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.30 | +0.44 |
Drawdowns
YLDE vs. DVYA - Drawdown Comparison
The maximum YLDE drawdown since its inception was -33.23%, smaller than the maximum DVYA drawdown of -45.61%. Use the drawdown chart below to compare losses from any high point for YLDE and DVYA.
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Drawdown Indicators
| YLDE | DVYA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.23% | -45.61% | +12.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -8.64% | +1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -11.42% | -19.15% | +7.73% |
Max Drawdown (5Y)Largest decline over 5 years | -20.22% | -25.37% | +5.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.61% | — |
Current DrawdownCurrent decline from peak | -2.54% | -3.11% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -10.06% | +6.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.38% | -0.35% |
Volatility
YLDE vs. DVYA - Volatility Comparison
The current volatility for ClearBridge Dividend Strategy ESG ETF (YLDE) is 1.81%, while iShares Asia/Pacific Dividend ETF (DVYA) has a volatility of 3.94%. This indicates that YLDE experiences smaller price fluctuations and is considered to be less risky than DVYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YLDE | DVYA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.81% | 3.94% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 6.74% | 10.44% | -3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.31% | 13.00% | -3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 15.08% | -1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 17.55% | -1.79% |
YLDE vs. DVYA - Expense Ratio Comparison
YLDE has a 0.60% expense ratio, which is higher than DVYA's 0.49% expense ratio.
Dividends
YLDE vs. DVYA - Dividend Comparison
YLDE's dividend yield for the trailing twelve months is around 7.04%, more than DVYA's 4.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVYA iShares Asia/Pacific Dividend ETF | 4.33% | 4.71% | 5.97% | 6.48% | 7.29% | 5.81% | 3.66% | 5.52% | 6.24% | 4.74% | 4.79% | 5.33% |
YLDE ClearBridge Dividend Strategy ESG ETF | 7.04% | 5.68% | 1.69% | 1.64% | 1.68% | 1.15% | 1.46% | 1.65% | 2.25% | 1.31% | 0.00% | 0.00% |
Frequently Asked Questions
YLDE and DVYA have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DVYA has higher volatility (3.94%) compared to YLDE (1.81%). In terms of maximum drawdown, YLDE dropped -33.23% vs DVYA's -45.61%.
On 5-year performance, DVYA leads with 9.88% vs 9.54% for YLDE. On fees, DVYA is cheaper at 0.49% per year. On volatility, YLDE has been the lower-risk option at 1.81%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DVYA has performed better with a 9.88% return vs 9.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DVYA is cheaper with a 0.49% expense ratio, compared with 0.60% for YLDE.
YLDE has the higher dividend yield at 7.04%, compared with 4.33% for DVYA.
YLDE is categorized as Dividend, while DVYA is Asia Pacific Equities. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.60% for YLDE and 0.49% for DVYA.
DVYA currently has the higher Sharpe Ratio (3.05 vs 1.50), 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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