iShares Emerging Markets Dividend ETF

10-Year Study

DVYE.US · · US · ETF

Executive Summary: iShares Emerging Markets Dividend ETF has compounded at 8.6% annually over the last 10 years, with a maximum drawdown of 37.6% and an annualized volatility of 28.1%.

1Y CAGR
+36.4%
3Y CAGR
+25.4%
5Y CAGR
+6.0%
10Y CAGR
+8.6%

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 →
37.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +28.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -31.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.93.7-2.33.4————————14.1%
20252.4-0.44.2-1.14.83.8-0.54.31.62.32.51.428.4%
2024-2.41.20.43.45.3-2.1-0.71.87.4-2.8-2.90.58.9%
20238.2-6.40.82.4-4.76.16.0-5.6-0.1-1.48.56.920.9%
20220.4-8.0-7.3-6.8-0.1-10.7-2.7-0.9-8.71.410.1-1.8-31.4%
2021-1.84.73.20.92.9-1.4-1.73.7-0.1-0.1-4.34.911.0%
2020-5.3-8.0-19.48.44.40.51.3-0.5-3.0-1.416.58.8-2.5%
201912.0-2.7-0.91.3-3.46.2-1.6-5.70.92.11.06.515.4%
20187.9-3.4-0.1-4.3-1.2-2.84.3-2.6-0.1-3.32.9-2.3-5.6%
20177.74.52.80.51.8-0.13.43.2-1.20.6-1.42.927.0%
2016———3.4-6.67.97.0-0.42.70.6-4.30.410.1%

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 28.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.0% of variance. Idiosyncratic stock-specific factors contribute 4.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110335.648787917871
2016-05-019655.138528058764
2016-06-0110418.010183086739
2016-07-0111144.153937808242
2016-08-0111097.414920863044
2016-09-0111396.765733728864
2016-10-0111460.210417703094
2016-11-0110971.323985529943
2016-12-0111014.193675185328
2017-01-0111858.25978540588
2017-02-0112386.945012559958
2017-03-0112731.008051885838
2017-04-0112788.556618085111
2017-05-0113015.372898740321
2017-06-0113003.396409509947
2017-07-0113446.89501839466
2017-08-0113883.883330569526
2017-09-0113714.861287687554
2017-10-0113790.896639827046
2017-11-0113599.088558460622
2017-12-0113992.040241003813
2018-01-0115095.842622789723
2018-02-0114580.730750096733
2018-03-0114559.29590526904
2018-04-0113928.165631775162
2018-05-0113767.00507925979
2018-06-0113385.784214373016
2018-07-0113967.165994140732
2018-08-0113606.765795146757
2018-09-0113587.480576591184
2018-10-0113143.981967706472
2018-11-0113531.590293516114
2018-12-0113213.752694710078
2019-01-0114805.950165521223
2019-02-0114403.47870948722
2019-03-0114280.028743574152
2019-04-0114468.213169224722
2019-05-0113974.597559252912
2019-06-0114834.202396526203
2019-07-0114597.8049244867
2019-08-0113761.354633058792
2019-09-0113887.445568391893
2019-10-0114176.908100405972
2019-11-0114325.355148969102
2019-12-0115250.554296488739
2020-01-0114443.338922361641
2020-02-0113290.709315251905
2020-03-0110706.919954059415
2020-04-0111604.542467402454
2020-05-0112118.057474864727
2020-06-0112176.957234720761
2020-07-0112336.398086218438
2020-08-0112270.25101493069
2020-09-0111896.584550943073
2020-10-0111734.564147918856
2020-11-0113666.64824129862
2020-12-0114867.859402158223
2021-01-0114604.315221196544
2021-02-0115287.159361008236
2021-03-0115770.088257512944
2021-04-0115918.965231330496
2021-05-0116381.87189455776
2021-06-0116144.983079370342
2021-07-0115870.69076704807
2021-08-0116464.9703044485
2021-09-0116446.299264827816
2021-10-0116437.82359552632
2021-11-0115731.763491975753
2021-12-0116506.304546766656
2022-01-0116566.371246598985
2022-02-0115245.82511869008
2022-03-0114126.054084597006
2022-04-0113162.714425220644
2022-05-0113145.39457925672
2022-06-0111740.398847800318
2022-07-0111422.561248994281
2022-08-0111321.098888950308
2022-09-0110336.201548959274
2022-10-0110482.007628102372
2022-11-0111539.378082410529
2022-12-0111327.056424618746
2023-01-0112252.194154244897
2023-02-0111472.61683218789
2023-03-0111567.507477628531
2023-04-0111840.939939441956
2023-05-0111280.010318206107
2023-06-0111965.004084289916
2023-07-0112687.769854869517
2023-08-0111974.76952935468
2023-09-0111966.723785307611
2023-10-0111800.95689078056
2023-11-0112805.753628262059
2023-12-0113692.443756564036
2024-01-0113366.806085284887
2024-02-0113521.82484845135
2024-03-0113575.872594721744
2024-04-0114042.894256812779
2024-05-0114785.006663841445
2024-06-0114469.748616561948
2024-07-0114368.593345985419
2024-08-0114629.49655752707
2024-09-0115717.207451218837
2024-10-0115273.586006547148
2024-11-0114835.492172289474
2024-12-0114909.746405517782
2025-01-0115267.628470878704
2025-02-0115209.957068892452
2025-03-0115852.756742149257
2025-04-0115678.514178320711
2025-05-0116427.873896781086
2025-06-0117046.966263151106
2025-07-0116969.579717354856
2025-08-0117701.43533617084
2025-09-0117989.23958506071
2025-10-0118407.31118604094
2025-11-0118867.82255142213
2025-12-0119137.815611200167
2026-01-0120839.091260847934
2026-02-0121612.956718810456
2026-03-0121115.471781548837
2026-04-0121834.061135371176
Annual Return Matrix
YearAnnual Return
20170.27036446367630984
2018-0.055623592620392626
20190.15414255502103225
2020-0.025093835075792992
20210.1102004734030908
2022-0.31377393452748614
20230.20882630431717875
20240.08890324259102256
20250.2835775398646394
20260.14088575096277278
Total Factor Risk
0.28101992015839716
VTI.US Exposure
0.03407445378346557
VEA.US Exposure
0.0671363358885103
VWO.US Exposure
0.20927090158322115
QQQ.US Exposure
0.029412448033926786
VTV.US Exposure
0.08153616376098795
IJR.US Exposure
-0.029955358354816292
QUAL.US Exposure
-0.0798162139497146
SHV.US Exposure
0.5304735975485249
TLT.US Exposure
0.05394780654562888
LQD.US Exposure
-0.03276374174023173
HYG.US Exposure
0.09073695828647285
GLD.US Exposure
-0.012334144949673189
USO.US Exposure
-0.0007214223892989592
VNQ.US Exposure
-0.018832049638079888
BTC-USD.CC Exposure
-0.000123844622063712
CPER.US Exposure
0.020623723086992757
VIX.INDX Exposure
-0.0032141263731150014
UUP.US Exposure
0.01617169477643684
TIP.US Exposure
0.0005496719661807304
Idiosyncratic Exposure
0.04382714675664491
Value Score
46.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
62.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.1%

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 →8.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.23%
Market Cap$13.1B
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
$64
Avg Yield on Cost
0.64%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$63.870.64%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 →
+3.3%
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 →
+14.4%
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 →
0.6% 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 →
0.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Emerging Markets Dividend ETF a high-risk investment?

iShares Emerging Markets Dividend ETF (DVYE.US) has an annualized volatility of 28.1% and experienced a maximum drawdown of 37.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DVYE.US has generated a Compound Annual Growth Rate (CAGR) of 8.6%. It has had a positive return in 70% 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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