iShares Select Dividend ETF

10-Year Study

DVY.US · · US · ETF

Executive Summary: iShares Select Dividend ETF has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 29.4% and an annualized volatility of 13.6%.

1Y CAGR
+22.0%
3Y CAGR
+16.6%
5Y CAGR
+8.6%
10Y CAGR
+10.2%

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 →
29.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +31.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -6.4%
% 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.
20266.63.9-3.11.0————————8.3%
20252.62.5-2.0-4.42.22.21.75.01.1-2.13.2-0.611.6%
2024-1.81.26.6-3.14.2-2.17.53.11.9-0.26.4-7.616.2%
20234.2-3.7-2.30.3-7.75.24.2-3.8-3.9-2.87.05.71.1%
20221.2-0.24.2-3.65.3-9.03.9-1.8-9.710.26.2-3.11.8%
20210.68.69.53.72.3-2.9-0.82.8-2.62.9-2.57.331.7%
2020-1.8-11.2-19.19.72.4-1.32.91.9-2.61.813.13.3-4.9%
20196.82.90.92.9-7.47.30.7-2.35.10.11.62.722.6%
20182.1-4.3-0.51.31.40.92.31.1-0.4-3.92.1-8.0-6.4%
20171.32.8-0.50.40.80.80.6-0.82.51.24.10.814.8%
2016———0.51.03.72.0-1.00.3-1.93.82.311.1%

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 13.6%. The dominant macroeconomic risk driver is VTV.US, accounting for 94.1% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110045.294239079334
2016-05-0110150.593370144661
2016-06-0110526.356875582223
2016-07-0110737.423519350234
2016-08-0110628.79367441925
2016-09-0110661.944685863376
2016-10-0110457.886419187687
2016-11-0110853.547470478949
2016-12-0111105.953130610822
2017-01-0111255.176050779508
2017-02-0111572.40919901536
2017-03-0111511.519586158802
2017-04-0111562.070108057378
2017-05-0111651.791212813536
2017-06-0111743.26441184277
2017-07-0111814.579852997558
2017-08-0111722.881136883665
2017-09-0112019.401408267457
2017-10-0112160.592450728853
2017-11-0112653.434018037899
2017-12-0112751.759466947004
2018-01-0113023.455511550812
2018-02-0112469.706983917164
2018-03-0112407.169361595828
2018-04-0112563.695565813692
2018-05-0112738.488653888522
2018-06-0112853.606451870317
2018-07-0113145.56433915688
2018-08-0113283.650184837272
2018-09-0113232.18024713203
2018-10-0112716.214504911935
2018-11-0112978.83782372544
2018-12-0111941.372496977203
2019-01-0112754.309544750395
2019-02-0113123.324885116392
2019-03-0113243.785703257683
2019-04-0113632.282250244165
2019-05-0112627.326078622194
2019-06-0113551.304269385362
2019-07-0113649.317463869562
2019-08-0113332.171052973965
2019-09-0114007.43859429997
2019-10-0114026.659588899704
2019-11-0114253.373648849083
2019-12-0114641.800805963365
2020-01-0114378.518283363952
2020-02-0112771.049851418937
2020-03-0110331.527461909296
2020-04-0111328.989527333537
2020-05-0111597.32016313559
2020-06-0111450.80344798275
2020-07-0111785.574886417453
2020-08-0112013.971650767715
2020-09-0111702.25499737186
2020-10-0111911.79506395144
2020-11-0113471.800823310836
2020-12-0113922.956424895003
2021-01-0114001.141463397707
2021-02-0115211.318182054738
2021-03-0116659.83176425485
2021-04-0117270.16773266858
2021-05-0117673.149415477063
2021-06-0117167.973798384257
2021-07-0117023.694906609904
2021-08-0117499.189005868648
2021-09-0117038.90863609002
2021-10-0117529.043998383215
2021-11-0117095.33994965765
2021-12-0118335.996169679056
2022-01-0118557.367209468943
2022-02-0118518.474186100168
2022-03-0119299.890884425964
2022-04-0118605.506433308525
2022-05-0119599.65513233516
2022-06-0117844.16075551693
2022-07-0118540.210563567198
2022-08-0118214.164901561795
2022-09-0116455.044903921047
2022-10-0118132.475674512927
2022-11-0119258.933512359203
2022-12-0118665.303155677913
2023-01-0119448.454600808738
2023-02-0118734.95323989987
2023-03-0118299.080757668016
2023-04-0118363.110262241673
2023-05-0116943.58429915362
2023-06-0117822.719285006755
2023-07-0118571.488048461884
2023-08-0117857.32748376711
2023-09-0117158.068394127535
2023-10-0116679.868089852946
2023-11-0117849.88541997353
2023-12-0118874.53096783259
2024-01-0118536.394120596127
2024-02-0118752.16192820577
2024-03-0119998.646897492075
2024-04-0119384.945520276586
2024-05-0120208.08287926336
2024-06-0119792.732451735006
2024-07-0121284.80552620942
2024-08-0121934.312077480732
2024-09-0122353.444253044046
2024-10-0122300.482433086476
2024-11-0123733.678200998173
2024-12-0121939.811224852678
2025-01-0122518.01968243725
2025-02-0123077.822476420457
2025-03-0122617.524759173775
2025-04-0121622.14438991557
2025-05-0122092.052604462115
2025-06-0122580.487914886384
2025-07-0122961.334228462685
2025-08-0124119.173636011958
2025-09-0124374.94470494559
2025-10-0123872.353860592277
2025-11-0124625.37275371973
2025-12-0124484.21640619443
2026-01-0126101.000428482464
2026-02-0127110.623069009962
2026-03-0126265.801374960316
2026-04-0126520.80915529974
Annual Return Matrix
YearAnnual Return
20170.14819136340490413
2018-0.0635509924783596
20190.22614053030082926
2020-0.04909535313276403
20210.3169613988659259
20220.017959590684437865
20230.011209451590987518
20240.1624029896289434
20250.11597206353624134
20260.0831798214538757
Total Factor Risk
0.13640920489725122
VTI.US Exposure
-0.16251668493386545
VEA.US Exposure
-0.008339588564200678
VWO.US Exposure
0.023617801741730456
QQQ.US Exposure
0.028799579846450565
VTV.US Exposure
0.9414718549844148
IJR.US Exposure
0.1236097825630623
QUAL.US Exposure
-0.12749547557325028
SHV.US Exposure
0.009540323327754641
TLT.US Exposure
-0.023352711790194002
LQD.US Exposure
0.06793834024125786
HYG.US Exposure
-0.027735103617576445
GLD.US Exposure
-0.005060020682113925
USO.US Exposure
-0.00032376482068564616
VNQ.US Exposure
0.07069986403839498
BTC-USD.CC Exposure
0.010727383706493784
CPER.US Exposure
0.008838226137219648
VIX.INDX Exposure
0.01450559776916308
UUP.US Exposure
-0.004141479893260511
TIP.US Exposure
0.028582351249867424
Idiosyncratic Exposure
0.030633724269337546
Value Score
45
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.6%

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 →12.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.29%
Market Cap$33.9B
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
$199
Avg Yield on Cost
1.99%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$199.321.99%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 →
+0.0%
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 →
+7.1%
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 →
3.2% 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 →
0.73
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Select Dividend ETF a high-risk investment?

iShares Select Dividend ETF (DVY.US) has an annualized volatility of 13.6% and experienced a maximum drawdown of 29.4% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, DVY.US has generated a Compound Annual Growth Rate (CAGR) of 10.2%. 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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