iShares Asia/Pacific Dividend ETF (DVYA) Performance
DVYA total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +16.6% since Dec 31, 2025
- 1 year
- +21.4% total return
- 5 years
- +11.9% a year
- 10 years
- +6.6% a year
- Since first price
- +5.3% a year since 2012
DVYA trailing returns vs SPY, QQQ, AGG
| Period | DVYA total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.8% | −0.8% | −1.0% | −5.0% | +0.9% |
| 3 months | +1.7% | +0.3% | +3.2% | +1.9% | −0.4% |
| 6 months | +3.0% | −0.2% | +7.8% | +8.4% | −1.5% |
| YTD | +16.6% | +12.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +21.4% | +15.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +91.3%+24.1%/yr | +62.2% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +75.4%+11.9%/yr | +29.3% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +88.9%+6.6%/yr | +8.4% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionFeb 24, 2012 | +112.8%+5.3%/yr | −4.6% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: DVYA vs SPY
From Feb 24, 2012: DVYA grew to $21,282, SPY to $71,615.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DVYA returns by calendar year
8 of 13 full years positive. Best 2025 (+30.2%), worst 2015 (−17.3%). 2026 is year to date.
DVYA annual returns table
| Year | DVYA | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +16.6% | −8.6% | +12.3% | +15.1% | −1.0% |
| 2025 | +30.2% | −15.1% | +17.7% | +20.8% | +7.2% |
| 2024 | +6.0% | −9.3% | +24.9% | +25.6% | +1.3% |
| 2023 | +13.8% | −12.3% | +26.2% | +54.9% | +5.7% |
| 2022 | −2.2% | −25.2% | −18.2% | −32.6% | −13.0% |
| 2021 | +3.4% | −12.2% | +28.7% | +27.4% | −1.8% |
| 2020 | −9.6% | −44.6% | +18.3% | +48.6% | +7.5% |
| 2019 | +14.7% | −8.7% | +31.2% | +39.0% | +8.5% |
| 2018 | −14.9% | −19.0% | −4.6% | −0.1% | +0.1% |
| 2017 | +17.0% | −3.3% | +21.7% | +32.7% | +3.6% |
| 2016 | +20.3% | −8.8% | +12.0% | +7.1% | +2.4% |
| 2015 | −17.3% | −27.0% | +1.2% | +9.4% | +0.5% |
| 2014 | −3.6% | −16.9% | +13.5% | +19.2% | +6.0% |
| 2013 | +5.6% | −16.4% | +32.3% | +36.6% | −2.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
DVYA largest drawdowns
Now 4.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 26, 2018 | −45.6% | Mar 23, 2020 | Feb 15, 2024 | 2.2 years | 6.1 years |
| Jul 23, 2014 | −36.1% | Jan 15, 2016 | Dec 28, 2017 | 1.5 years | 3.4 years |
| Oct 2, 2024 | −19.2% | Apr 8, 2025 | Jun 16, 2025 | 6 months | 8 months |
| May 3, 2013 | −16.4% | Jun 24, 2013 | May 29, 2014 | 52 days | 1.1 years |
| Apr 27, 2012 | −11.8% | Jun 5, 2012 | Aug 6, 2012 | 39 days | 3 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DVYA risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2012 |
|---|---|---|---|---|
| Annualized return | +22.4% | +12.5% | +6.5% | +5.3% |
| Volatility (annualized) | 13.5% | 16.5% | 17.1% | 17.1% |
| Sharpe ratio | 1.25 | 0.58 | 0.32 | 0.30 |
| Sortino ratio | 2.49 | 0.96 | 0.46 | 0.43 |
| Best month | +10.1% | +15.8% | +15.8% | +15.8% |
| Worst month | −6.1% | −11.2% | −24.7% | −24.7% |
| Best 12 months | +52.8% | +52.8% | +52.8% | +52.8% |
| Worst 12 months | +4.4% | −19.5% | −30.2% | −30.2% |
| Positive months | 72% | 63% | 58% | 58% |
| Beta vs S&P 500 | 0.47 | 0.58 | 0.74 | — |
| Correlation with S&P 500 | 0.44 | 0.55 | 0.66 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
DVYA rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 165 | −30.2% | +5.9% | +52.8% | 62% |
| 3-year (a year) | 141 | −11.7% | +2.4% | +23.5% | 70% |
| 5-year (a year) | 117 | −5.4% | +1.9% | +12.6% | 74% |
| 10-year (a year) | 57 | −1.2% | +1.8% | +9.3% | 91% |
Every holding period starting at a month-end since 2012. Returns for 3 years and longer are annualized.
DVYA performance overview
iShares Asia/Pacific Dividend ETF (DVYA) returned +21.4% over the past year and +6.6% a year over ten years, with distributions reinvested. Since its first recorded price in 2012 it has returned +5.3% a year, turning $10,000 into about $21,282. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −45.6%, from Jan 26, 2018 to Mar 23, 2020, and it took 3.9 years to get back to the old high. DVYA finished 8 of its 13 full calendar years with a gain; the best year was 2025 (+30.2%) and the worst 2015 (−17.3%). Volatility has been 17.1% a year.
Related: DVYA chart, DVYA dividends. See the DVYA overview for the latest quote and fund facts.
DVYA performance FAQ
What is the DVYA return over the past year?
DVYA returned +21.4% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 15.8%.
What is the average annual return of DVYA?
DVYA has returned +11.9% a year over 5 years, +6.6% a year over 10 years, +5.3% a year since February 24, 2012 (total return, distributions reinvested).
How much would $10,000 invested in DVYA be worth?
$10,000 invested in DVYA at its first recorded close on February 24, 2012 would be worth about $21,282 on October 23, 2026 with distributions reinvested.
What was the worst year for DVYA?
The worst calendar year was 2015, with a total return of −17.3%. The best was 2025 at +30.2%.
What is the biggest drawdown of DVYA?
The largest peak-to-trough decline was −45.6% between January 26, 2018 and March 23, 2020. It recovered to the old high on February 15, 2024, 3.9 years after the bottom.
How volatile is DVYA?
Over the past 3 years DVYA had an annualized volatility of 13.5% and a Sharpe ratio of 1.25 (excess return over 1–3 month T-bills per unit of risk).