PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Core MSCI International Developed Markets ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46435G3267

CUSIP

46435G326

Issuer

iShares

Inception Date

Mar 21, 2017

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

MSCI World ex USA Investable Market Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

IDEV has an expense ratio of 0.05%, which is considered low.


Expense ratio chart for IDEV: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDEV: 0.05%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
IDEV vs. IEFA IDEV vs. VEA IDEV vs. VYMI IDEV vs. SCZ IDEV vs. SCHF IDEV vs. FDEV IDEV vs. IXUS IDEV vs. VOO IDEV vs. VEU IDEV vs. SPY
Popular comparisons:
IDEV vs. IEFA IDEV vs. VEA IDEV vs. VYMI IDEV vs. SCZ IDEV vs. SCHF IDEV vs. FDEV IDEV vs. IXUS IDEV vs. VOO IDEV vs. VEU IDEV vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Core MSCI International Developed Markets ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
55.92%
116.29%
IDEV (iShares Core MSCI International Developed Markets ETF)
Benchmark (^GSPC)

Returns By Period

iShares Core MSCI International Developed Markets ETF had a return of -1.55% year-to-date (YTD) and -1.13% in the last 12 months.


IDEV

YTD

-1.55%

1M

-10.37%

6M

-8.04%

1Y

-1.13%

5Y*

11.62%

10Y*

N/A

^GSPC (Benchmark)

YTD

-13.73%

1M

-13.15%

6M

-11.77%

1Y

-1.42%

5Y*

15.35%

10Y*

9.37%

*Annualized

Monthly Returns

The table below presents the monthly returns of IDEV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.44%2.20%0.12%-7.87%-1.55%
2024-0.69%2.61%3.48%-3.29%5.07%-2.13%3.18%3.37%1.17%-5.03%0.59%-3.30%4.54%
20238.91%-3.28%2.54%2.79%-4.13%4.41%2.99%-3.80%-3.76%-3.31%8.45%5.62%17.36%
2022-3.77%-2.97%0.87%-6.76%1.74%-9.18%5.43%-5.86%-9.43%5.92%12.33%-2.04%-14.99%
2021-0.75%2.88%2.65%3.00%3.73%-1.02%0.87%1.47%-3.22%3.56%-4.64%4.19%13.00%
2020-2.42%-7.68%-15.44%7.06%5.54%3.23%2.41%5.20%-2.00%-3.35%13.69%5.09%8.32%
20197.04%2.60%0.93%2.84%-4.88%5.58%-1.82%-1.26%2.80%3.90%0.79%3.06%23.13%
20184.82%-4.94%-0.34%1.17%-1.72%-1.26%2.46%-1.76%0.67%-8.14%0.13%-5.47%-14.10%
20170.79%2.46%3.10%0.57%2.78%0.16%1.96%2.11%0.57%1.62%17.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IDEV is 21, meaning it’s performing worse than 79% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IDEV is 2121
Overall Rank
The Sharpe Ratio Rank of IDEV is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of IDEV is 2222
Sortino Ratio Rank
The Omega Ratio Rank of IDEV is 2222
Omega Ratio Rank
The Calmar Ratio Rank of IDEV is 1919
Calmar Ratio Rank
The Martin Ratio Rank of IDEV is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Core MSCI International Developed Markets ETF (IDEV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for IDEV, currently valued at -0.13, compared to the broader market-1.000.001.002.003.004.005.00
IDEV: -0.13
^GSPC: -0.17
The chart of Sortino ratio for IDEV, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.0010.00
IDEV: -0.07
^GSPC: -0.11
The chart of Omega ratio for IDEV, currently valued at 0.99, compared to the broader market0.501.001.502.002.50
IDEV: 0.99
^GSPC: 0.98
The chart of Calmar ratio for IDEV, currently valued at -0.17, compared to the broader market0.005.0010.0015.00
IDEV: -0.17
^GSPC: -0.15
The chart of Martin ratio for IDEV, currently valued at -0.48, compared to the broader market0.0020.0040.0060.0080.00
IDEV: -0.48
^GSPC: -0.79

The current iShares Core MSCI International Developed Markets ETF Sharpe ratio is -0.13. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Core MSCI International Developed Markets ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.13
-0.17
IDEV (iShares Core MSCI International Developed Markets ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Core MSCI International Developed Markets ETF provided a 3.35% dividend yield over the last twelve months, with an annual payout of $2.13 per share. The fund has been increasing its distributions for 2 consecutive years.


1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.50$2.0020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$2.13$2.13$1.95$1.51$2.06$1.24$1.85$1.55$0.90

Dividend yield

3.35%3.30%3.06%2.69%3.05%2.00%3.19%3.16%1.54%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Core MSCI International Developed Markets ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$1.14$0.00$0.00$0.00$0.00$0.00$0.99$2.13
2023$0.00$0.00$0.00$0.00$0.00$1.08$0.00$0.00$0.00$0.00$0.00$0.87$1.95
2022$0.00$0.00$0.00$0.00$0.00$1.17$0.00$0.00$0.00$0.00$0.00$0.33$1.51
2021$0.00$0.00$0.00$0.00$0.00$0.89$0.00$0.00$0.00$0.00$0.00$1.18$2.06
2020$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.00$0.00$0.00$0.00$0.66$1.24
2019$0.00$0.00$0.00$0.00$0.00$1.08$0.00$0.00$0.00$0.00$0.00$0.77$1.85
2018$0.00$0.00$0.00$0.00$0.00$1.05$0.00$0.00$0.00$0.00$0.00$0.50$1.55
2017$0.68$0.00$0.00$0.00$0.00$0.00$0.23$0.90

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.06%
-17.42%
IDEV (iShares Core MSCI International Developed Markets ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core MSCI International Developed Markets ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Core MSCI International Developed Markets ETF was 34.77%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current iShares Core MSCI International Developed Markets ETF drawdown is 11.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.77%Jan 21, 202044Mar 23, 2020163Nov 11, 2020207
-29.15%Nov 9, 2021222Sep 27, 2022358Mar 1, 2024580
-22.47%Jan 29, 2018229Dec 24, 2018267Jan 16, 2020496
-11.06%Mar 20, 202512Apr 4, 2025
-9.38%Sep 27, 202473Jan 13, 202535Mar 5, 2025108

Volatility

Volatility Chart

The current iShares Core MSCI International Developed Markets ETF volatility is 8.03%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.03%
9.30%
IDEV (iShares Core MSCI International Developed Markets ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab