iShares U.S. Dividend and Buyback

10-Year Study

DIVB.US · · US · ETF

Executive Summary: iShares U.S. Dividend and Buyback has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 24.5% and an annualized volatility of 11.8%.

1Y CAGR
+18.5%
3Y CAGR
+19.0%
5Y CAGR
+10.1%
10Y CAGR
+12.2%

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 →
24.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +32.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.72.4-4.53.0————————4.6%
20254.51.8-3.2-4.24.44.4-0.44.00.9-0.51.61.415.1%
20240.33.15.4-4.33.70.85.62.81.7-0.55.7-6.318.6%
20234.6-3.3-0.70.5-3.76.64.5-2.1-3.8-3.07.27.013.3%
2022-1.8-2.82.6-6.21.8-8.66.7-3.3-9.29.96.7-4.8-10.5%
2021-0.45.66.44.01.90.81.72.6-4.05.5-2.16.131.3%
2020-2.3-9.5-14.513.04.01.43.46.2-3.7-3.214.64.810.8%
20198.43.61.04.9-7.37.71.9-2.93.42.24.02.932.7%
20183.6-3.9-3.40.72.0-0.24.02.90.8-5.41.4-9.9-8.2%
2017———————————2.42.4%

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 11.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 78.4% of variance. Idiosyncratic stock-specific factors contribute 2.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0110242.048693334089
2018-01-0110612.471581375343
2018-02-0110200.549229802096
2018-03-019851.585062083765
2018-04-019921.207738373769
2018-05-0110115.23427345216
2018-06-0110091.41225793949
2018-07-0110496.008394424514
2018-08-0110802.433248727366
2018-09-0110887.181014231764
2018-10-0110297.444332581807
2018-11-0110443.590507115883
2018-12-019406.765641469214
2019-01-0110192.41949434936
2019-02-0110558.635716952862
2019-03-0110659.926548785503
2019-04-0111183.727294641465
2019-05-0110368.957645023609
2019-06-0111162.646701548903
2019-07-0111376.666713932571
2019-08-0111043.01669904381
2019-09-0111415.235691429272
2019-10-0111669.100860712108
2019-11-0112134.670013092657
2019-12-0112484.863094309658
2020-01-0112193.27973379843
2020-02-0111033.04359334307
2020-03-019427.79896865798
2020-04-0110652.88392912005
2020-05-0111083.807174018879
2020-06-0111241.628026790313
2020-07-0111621.031436552614
2020-08-0112345.286880403084
2020-09-0111889.501770108098
2020-10-0111512.792516862111
2020-11-0113196.262212327894
2020-12-0113830.52337535272
2021-01-0113772.102718262127
2021-02-0114543.95492723414
2021-03-0115476.74753862806
2021-04-0116088.604663254067
2021-05-0116394.55685851897
2021-06-0116529.35921614225
2021-07-0116811.347598183096
2021-08-0117244.91773369445
2021-09-0116559.042203725498
2021-10-0117475.953471444307
2021-11-0117112.573203068503
2021-12-0118158.142260917244
2022-01-0117839.664601146673
2022-02-0117347.059351795397
2022-03-0117790.366263488508
2022-04-0116681.933553592444
2022-05-0116980.32320425015
2022-06-0115524.249771942012
2022-07-0116568.63718219588
2022-08-0116020.730825404476
2022-09-0114554.778819203191
2022-10-0115989.15720166943
2022-11-0117066.016287830447
2022-12-0116249.119672541821
2023-01-0116998.56784311501
2023-02-0116431.046136248693
2023-03-0116312.503249530886
2023-04-0116395.549442498665
2023-05-0115796.879505031457
2023-06-0116832.80631850602
2023-07-0117585.09044330691
2023-08-0117211.028080673444
2023-09-0116552.4249771942
2023-10-0116054.478680714094
2023-11-0117203.607333777632
2023-12-0118405.721064995345
2024-01-0118468.490185235074
2024-02-0119046.88304997424
2024-03-0120066.219531216768
2024-04-0119204.940232264653
2024-05-0119908.39867844533
2024-06-0120074.774659803657
2024-07-0121191.05350972969
2024-08-0121790.00704261967
2024-09-0122150.64588857536
2024-10-0122031.81940643478
2024-11-0123293.62997414555
2024-12-0121827.772499751853
2025-01-0122817.851386545288
2025-02-0123227.694038351558
2025-03-0122486.470135038686
2025-04-0121531.793410187693
2025-05-0122477.206017894874
2025-06-0123460.28955092665
2025-07-0123371.713247214855
2025-08-0124308.85432175791
2025-09-0124519.282125453163
2025-10-0124397.288827758322
2025-11-0124777.401226077545
2025-12-0125121.827867031556
2026-01-0126062.419352551653
2026-02-0126700.509053783873
2026-03-0125499.955097391397
2026-04-0126265.662738870058
Annual Return Matrix
YearAnnual Return
2018-0.08155429415293736
20190.3272216583424614
20200.1077833429872681
20210.3129034793633869
2022-0.10513314418096154
20230.1327211218770088
20240.18592324759635126
20250.15091120119183743
20260.0455315145813735
Total Factor Risk
0.11837901278529797
VTI.US Exposure
-0.11531479796103525
VEA.US Exposure
-0.03643475337418933
VWO.US Exposure
0.03429830384839013
QQQ.US Exposure
0.07266144428310019
VTV.US Exposure
0.783762106071187
IJR.US Exposure
0.10264082496845253
QUAL.US Exposure
0.09054843876430711
SHV.US Exposure
0.010878576744284116
TLT.US Exposure
0.010115476603906194
LQD.US Exposure
0.003683598395286013
HYG.US Exposure
0.0554792749169754
GLD.US Exposure
-0.007203737176279291
USO.US Exposure
-0.00025541159027559363
VNQ.US Exposure
0.007632366071374295
BTC-USD.CC Exposure
-0.009826219126511894
CPER.US Exposure
0.009852864717176512
VIX.INDX Exposure
-0.02676986056488479
UUP.US Exposure
0.0010123790587047822
TIP.US Exposure
-0.013661251775662233
Idiosyncratic Exposure
0.026900377125694253
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.8%

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 →14.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.35%
Market Cap$109.8B
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
$159
Avg Yield on Cost
1.59%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$159.291.59%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 →
+5.6%
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 →
2.7% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares U.S. Dividend and Buyback a high-risk investment?

iShares U.S. Dividend and Buyback (DIVB.US) has an annualized volatility of 11.8% and experienced a maximum drawdown of 24.5% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, DIVB.US has generated a Compound Annual Growth Rate (CAGR) of 12.2%. It has had a positive return in 78% 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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