iShares Core Dividend Growth ETF

10-Year Study

DGRO.US · · US · ETF

Executive Summary: iShares Core Dividend Growth ETF has compounded at 13.0% annually over the last 10 years, with a maximum drawdown of 21.9% and an annualized volatility of 11.3%.

1Y CAGR
+20.6%
3Y CAGR
+16.9%
5Y CAGR
+9.9%
10Y CAGR
+13.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
21.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +29.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.52.9-5.03.3————————4.4%
20253.51.0-3.2-2.73.33.51.13.52.30.02.7-0.115.7%
20241.33.13.9-3.62.90.54.73.11.5-1.24.8-5.016.6%
20232.6-2.70.81.8-3.55.53.4-2.4-4.0-2.67.14.910.5%
2022-3.2-2.52.4-5.31.6-6.86.2-3.5-8.310.26.8-3.8-7.9%
2021-1.62.77.13.41.8-0.42.62.2-4.55.8-1.46.726.6%
2020-1.5-9.1-12.811.63.70.44.34.8-2.6-2.112.13.29.5%
20196.23.81.13.8-5.87.01.4-1.43.12.03.42.529.9%
20184.8-3.9-2.7-0.11.60.15.12.80.6-5.43.7-8.3-2.4%
20171.14.8-0.01.01.11.31.10.42.62.24.21.223.0%
2016———1.21.61.13.0-0.1-0.9-1.44.81.811.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 11.3%. The dominant macroeconomic risk driver is VTV.US, accounting for 76.1% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110121.216741632994
2016-05-0110284.077914157202
2016-06-0110394.907372112526
2016-07-0110703.666997026758
2016-08-0110688.419608142103
2016-09-0110595.12464740413
2016-10-0110441.697796752305
2016-11-0110944.194556682167
2016-12-0111143.697110619805
2017-01-0111270.965159716397
2017-02-0111806.910879011966
2017-03-0111803.67080887398
2017-04-0111916.120301898298
2017-05-0112051.77441488145
2017-06-0112212.872608065867
2017-07-0112353.243881985207
2017-08-0112400.03430662499
2017-09-0112725.94724403446
2017-10-0113000.304947777693
2017-11-0113545.113211862466
2017-12-0113707.116718761912
2018-01-0114365.279789586035
2018-02-0113809.560112830677
2018-03-0113434.283753907144
2018-04-0113426.374170923227
2018-05-0113640.361744301288
2018-06-0113660.230997941602
2018-07-0114361.610886635663
2018-08-0114764.09430510025
2018-09-0114858.532820004573
2018-10-0114060.665548524814
2018-11-0114585.890447510863
2018-12-0113381.060837081648
2019-01-0114215.85537851643
2019-02-0114752.229930624379
2019-03-0114908.610962872608
2019-04-0115468.428375390715
2019-05-0114575.931996645575
2019-06-0115590.550430738735
2019-07-0115810.922848212242
2019-08-0115594.600518411224
2019-09-0116076.227414805213
2019-10-0116392.515437981245
2019-11-0116946.996264389723
2019-12-0117377.544408020123
2020-01-0117117.290538995196
2020-02-0115564.201036822446
2020-03-0113570.080811161088
2020-04-0115148.23320881299
2020-05-0115701.999313867498
2020-06-0115760.463520622092
2020-07-0116439.496454982083
2020-08-0117235.88663566364
2020-09-0116789.09049325303
2020-10-0116438.877029808642
2020-11-0118434.66493862926
2020-12-0119028.503087596247
2021-01-0118727.081268582755
2021-02-0119232.293969657694
2021-03-0120607.036669970268
2021-04-0121307.17770831745
2021-05-0121695.700236334527
2021-06-0121610.55309903179
2021-07-0122176.993596096665
2021-08-0122674.77319509034
2021-09-0121664.01425630861
2021-10-0122910.20240908744
2021-11-0122578.190516124112
2021-12-0124098.736372646184
2022-01-0123318.308302203244
2022-02-0122732.951513303346
2022-03-0123272.852024090877
2022-04-0122044.055424258593
2022-05-0122388.312876419914
2022-06-0120855.140275977737
2022-07-0122155.3137150263
2022-08-0121376.07684683998
2022-09-0119612.478081878475
2022-10-0121614.746130975072
2022-11-0123078.971944804453
2022-12-0122193.003354425557
2023-01-0122778.884272318366
2023-02-0122153.074254783864
2023-03-0122326.32271098574
2023-04-0122728.282000457417
2023-05-0121924.363421514066
2023-06-0123133.95784096973
2023-07-0123910.62171228177
2023-08-0123335.98574369139
2023-09-0122407.610352977048
2023-10-0121819.489974841807
2023-11-0123371.245330487152
2023-12-0124516.085995273308
2024-01-0124825.846230083094
2024-02-0125591.122207821907
2024-03-0126591.16032629412
2024-04-0125624.761759548677
2024-05-0126375.886254478923
2024-06-0126520.11702370969
2024-07-0127758.39559350461
2024-08-0128605.435694137377
2024-09-0129045.132271098573
2024-10-0128702.30426164519
2024-11-0130087.624837996493
2024-12-0128590.617138065103
2025-01-0129583.412746817106
2025-02-0129886.359304719066
2025-03-0128940.449416787375
2025-04-0128172.171609361896
2025-05-0129095.019821605547
2025-06-0130107.54173972707
2025-07-0130437.171228177172
2025-08-0131515.44751086376
2025-09-0132232.884805976977
2025-10-0132237.601966913164
2025-11-0133108.75200121979
2025-12-0133077.30426164519
2026-01-0134225.623237020656
2026-02-0135202.40908744377
2026-03-0133439.42974765572
2026-04-0134544.86544179309
Annual Return Matrix
YearAnnual Return
20170.23003313735970066
2018-0.023787342616990004
20190.2986671699349428
20200.09500529193377671
20210.2664546581362448
2022-0.079080205233656
20230.10467635244080209
20240.1661982725781499
20250.15692865606620932
20260.04436761740132522
Total Factor Risk
0.11257224116211732
VTI.US Exposure
-0.02906669297835873
VEA.US Exposure
-0.026514354919432735
VWO.US Exposure
0.025755090206973887
QQQ.US Exposure
0.05299278195534681
VTV.US Exposure
0.7614206746562395
IJR.US Exposure
-0.020049976980174848
QUAL.US Exposure
0.09269945441705767
SHV.US Exposure
0.09058299408956133
TLT.US Exposure
-0.01637691565536259
LQD.US Exposure
0.024175880054670213
HYG.US Exposure
0.03589884898004106
GLD.US Exposure
-0.004512878193388139
USO.US Exposure
0.010127430923978912
VNQ.US Exposure
0.004606330343350243
BTC-USD.CC Exposure
-0.008046085662744588
CPER.US Exposure
-0.011113547891725953
VIX.INDX Exposure
-0.015992471091445387
UUP.US Exposure
0.01331815806379577
TIP.US Exposure
0.006958080777651644
Idiosyncratic Exposure
0.013137198903965872
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$158
Avg Yield on Cost
1.58%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$157.721.58%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Core Dividend Growth ETF a high-risk investment?

iShares Core Dividend Growth ETF (DGRO.US) has an annualized volatility of 11.3% and experienced a maximum drawdown of 21.9% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of DGRO.US?

Over the past 10 years, DGRO.US has generated a Compound Annual Growth Rate (CAGR) of 13.0%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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