AVIV vs. IDV

Last updated Jun 16, 2026

AVIV (Avantis International Large Cap Value ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - AVIV is a Foreign Large Cap Equities fund actively managed by Avantis, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. AVIV is actively managed, while IDV is passively managed. Over the past 3 years, AVIV returned 21.08%/yr vs 24.42%/yr for IDV. Their correlation of 0.91 suggests significant overlap in exposure. AVIV charges 0.25%/yr vs 0.49%/yr for IDV.

Performance

AVIV vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Large Cap Value ETF (AVIV) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with AVIV having a 12.69% return and IDV slightly higher at 12.82%.

AVIV

• 1D: 0.56%
• 1M: 2.69%
• YTD: 12.69%
• 6M: 13.58%
• 1Y: 32.96%
• 3Y*: 21.08%
• 5Y*: —
• 10Y*: —

IDV

• 1D: -0.69%
• 1M: -0.26%
• YTD: 12.82%
• 6M: 14.44%
• 1Y: 35.47%
• 3Y*: 24.42%
• 5Y*: 12.20%
• 10Y*: 10.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVIV vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AVIV Avantis International Large Cap Value ETF	12.69%	41.80%	4.30%	18.47%	-8.26%	1.83%
IDV iShares International Select Dividend ETF	12.82%	52.16%	4.00%	10.32%	-6.40%	3.34%

Correlation

The correlation between AVIV and IDV is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (All Time) Calculated using the full available price history since Sep 30, 2021	0.91

The correlation between AVIV and IDV has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

AVIV vs. IDV - Sectors Allocation Comparison

Sectors	AVIV	IDV
Financial Services	27.3%	30.6%
Industrials	18.5%	6.9%
Energy	13.0%	14.8%
Basic Materials	12.7%	6.3%
Consumer Cyclical	10.2%	9.9%
Communication Services	4.7%	9.9%
Healthcare	4.7%	-
Technology	4.0%	0.9%
Consumer Defensive	3.2%	7.2%
Real Estate	1.0%	2.3%
Utilities	0.7%	11.5%

Return for Risk

AVIV vs. IDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVIV

AVIV Risk / Return Rank: 75
AVIV Sharpe Ratio Rank: 79
AVIV Sortino Ratio Rank: 78
AVIV Omega Ratio Rank: 78
AVIV Calmar Ratio Rank: 67
AVIV Martin Ratio Rank: 71

IDV

IDV Risk / Return Rank: 87
IDV Sharpe Ratio Rank: 90
IDV Sortino Ratio Rank: 88
IDV Omega Ratio Rank: 89
IDV Calmar Ratio Rank: 85
IDV Martin Ratio Rank: 84

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVIV vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Large Cap Value ETF (AVIV) and iShares International Select Dividend ETF (IDV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AVIV	IDV	Difference
Sharpe ratio: Return per unit of total volatility	2.27	2.73	-0.46
Sortino ratio: Return per unit of downside risk	3.10	3.57	-0.47
Omega ratio: Gain probability vs. loss probability	1.41	1.50	-0.08
Calmar ratio: Return relative to maximum drawdown	3.07	4.18	-1.11
Martin ratio: Return relative to average drawdown	11.98	15.48	-3.49

AVIV vs. IDV - Sharpe Ratio Comparison

The current AVIV Sharpe Ratio is 2.27, which is comparable to the IDV Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of AVIV and IDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVIV vs. IDV - Drawdown Comparison

The maximum AVIV drawdown since its inception was -27.69%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for AVIV and IDV.

Drawdown Indicators

	AVIV	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-27.69%	-70.14%	+42.45%
Max Drawdown (1Y) Largest decline over 1 year	-10.78%	-8.52%	-2.26%
Max Drawdown (3Y) Largest decline over 3 years	-14.13%	-11.86%	-2.27%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.19%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.50%	—
Current Drawdown Current decline from peak	-0.34%	-2.37%	+2.03%
Average Drawdown Average peak-to-trough decline	-5.09%	-15.38%	+10.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	2.30%	+0.46%

Volatility

AVIV vs. IDV - Volatility Comparison

Avantis International Large Cap Value ETF (AVIV) has a higher volatility of 5.15% compared to iShares International Select Dividend ETF (IDV) at 4.28%. This indicates that AVIV's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVIV	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.15%	4.28%	+0.87%
Volatility (6M) Calculated over the trailing 6-month period	12.32%	10.90%	+1.42%
Volatility (1Y) Calculated over the trailing 1-year period	14.61%	13.07%	+1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.92%	15.59%	+1.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	17.93%	-1.01%

AVIV vs. IDV - Expense Ratio Comparison

AVIV has a 0.25% expense ratio, which is lower than IDV's 0.49% expense ratio.

Dividends

AVIV vs. IDV - Dividend Comparison

AVIV's dividend yield for the trailing twelve months is around 3.92%, less than IDV's 7.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVIV Avantis International Large Cap Value ETF	3.92%	3.01%	3.46%	3.64%	2.84%	0.57%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDV iShares International Select Dividend ETF	7.09%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%

Frequently Asked Questions

Can I hold both AVIV and IDV in my portfolio?

AVIV and IDV have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVIV or IDV?

AVIV has higher volatility (5.15%) compared to IDV (4.28%). In terms of maximum drawdown, AVIV dropped -27.69% vs IDV's -70.14%.

Which ETF is better, AVIV or IDV?

On 3-year performance, IDV leads with 24.42% vs 21.08% for AVIV. On fees, AVIV is cheaper at 0.25% per year. On volatility, IDV has been the lower-risk option at 4.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVIV or IDV?

Over the 3-year period, IDV has performed better with a 24.42% return vs 21.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVIV or IDV?

AVIV is cheaper with a 0.25% expense ratio, compared with 0.49% for IDV.

Which ETF pays a higher dividend yield, AVIV or IDV?

IDV has the higher dividend yield at 7.09%, compared with 3.92% for AVIV.

What is the main difference between AVIV and IDV?

AVIV is categorized as Foreign Large Cap Equities, while IDV is Global Equities. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.25% for AVIV and 0.49% for IDV.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.73 vs 2.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.