BIDD vs. EFAV

Last updated Jun 23, 2026

BIDD (iShares International Dividend Active ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds from iShares. BIDD is actively managed, while EFAV is passively managed. Over the past year, BIDD returned 25.22% vs 9.40% for EFAV. A 0.67 correlation means they provide meaningful diversification when combined. BIDD charges 0.59%/yr vs 0.20%/yr for EFAV.

Performance

BIDD vs. EFAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Dividend Active ETF (BIDD) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BIDD achieves a 13.11% return, which is significantly higher than EFAV's 2.86% return.

BIDD

• 1D: 0.10%
• 1M: 3.75%
• YTD: 13.11%
• 6M: 14.10%
• 1Y: 25.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EFAV

• 1D: -0.35%
• 1M: -2.99%
• YTD: 2.86%
• 6M: 3.20%
• 1Y: 9.40%
• 3Y*: 12.60%
• 5Y*: 6.00%
• 10Y*: 6.33%

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

BIDD vs. EFAV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BIDD iShares International Dividend Active ETF	13.11%	20.17%	-1.39%
EFAV iShares MSCI EAFE Min Vol Factor ETF	2.86%	26.00%	-0.79%

Correlation

The correlation between BIDD and EFAV is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (All Time) Calculated using the full available price history since Nov 18, 2024	0.67

The correlation between BIDD and EFAV has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

BIDD vs. EFAV - Sectors Allocation Comparison

Sectors	BIDD	EFAV
Financial Services	24.9%	19.4%
Technology	24.8%	4.6%
Industrials	16.0%	15.9%
Communication Services	6.9%	9.6%
Consumer Cyclical	6.1%	5.0%
Basic Materials	5.9%	1.5%
Healthcare	5.6%	12.0%
Energy	4.5%	8.3%
Consumer Defensive	2.2%	11.9%
Real Estate	-	3.0%
Utilities	-	8.8%

Return for Risk

BIDD vs. EFAV — Risk / Return Rank

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

BIDD

BIDD Risk / Return Rank: 46
BIDD Sharpe Ratio Rank: 47
BIDD Sortino Ratio Rank: 47
BIDD Omega Ratio Rank: 46
BIDD Calmar Ratio Rank: 43
BIDD Martin Ratio Rank: 47

EFAV

EFAV Risk / Return Rank: 26
EFAV Sharpe Ratio Rank: 26
EFAV Sortino Ratio Rank: 24
EFAV Omega Ratio Rank: 24
EFAV Calmar Ratio Rank: 30
EFAV Martin Ratio Rank: 28

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.

BIDD vs. EFAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Dividend Active ETF (BIDD) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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.

	BIDD	EFAV	Difference
Sharpe ratio: Return per unit of total volatility	1.58	0.89	+0.69
Sortino ratio: Return per unit of downside risk	2.25	1.31	+0.95
Omega ratio: Gain probability vs. loss probability	1.29	1.16	+0.12
Calmar ratio: Return relative to maximum drawdown	2.06	1.45	+0.60
Martin ratio: Return relative to average drawdown	7.61	3.66	+3.96

BIDD vs. EFAV - Sharpe Ratio Comparison

The current BIDD Sharpe Ratio is 1.58, which is higher than the EFAV Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of BIDD and EFAV, 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

BIDD vs. EFAV - Drawdown Comparison

The maximum BIDD drawdown since its inception was -15.08%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for BIDD and EFAV.

Drawdown Indicators

	BIDD	EFAV	Difference
Max Drawdown Largest peak-to-trough decline	-15.08%	-27.56%	+12.48%
Max Drawdown (1Y) Largest decline over 1 year	-12.32%	-6.49%	-5.83%
Max Drawdown (3Y) Largest decline over 3 years	—	-8.75%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-27.56%	—
Current Drawdown Current decline from peak	0.00%	-6.49%	+6.49%
Average Drawdown Average peak-to-trough decline	-2.24%	-4.77%	+2.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	2.58%	+0.74%

Volatility

BIDD vs. EFAV - Volatility Comparison

iShares International Dividend Active ETF (BIDD) has a higher volatility of 6.26% compared to iShares MSCI EAFE Min Vol Factor ETF (EFAV) at 3.10%. This indicates that BIDD's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BIDD	EFAV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.26%	3.10%	+3.16%
Volatility (6M) Calculated over the trailing 6-month period	13.84%	8.53%	+5.31%
Volatility (1Y) Calculated over the trailing 1-year period	16.07%	10.59%	+5.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.20%	11.83%	+5.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.20%	13.19%	+4.01%

BIDD vs. EFAV - Expense Ratio Comparison

BIDD has a 0.59% expense ratio, which is higher than EFAV's 0.20% expense ratio.

Dividends

BIDD vs. EFAV - Dividend Comparison

BIDD's dividend yield for the trailing twelve months is around 7.54%, more than EFAV's 3.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIDD iShares International Dividend Active ETF	7.54%	2.74%	0.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EFAV iShares MSCI EAFE Min Vol Factor ETF	3.28%	3.20%	3.24%	3.08%	2.53%	2.47%	1.33%	4.19%	3.34%	2.45%	3.94%	2.49%

Frequently Asked Questions

Can I hold both BIDD and EFAV in my portfolio?

BIDD and EFAV have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BIDD or EFAV?

BIDD has higher volatility (6.26%) compared to EFAV (3.10%). In terms of maximum drawdown, BIDD dropped -15.08% vs EFAV's -27.56%.

Which ETF is better, BIDD or EFAV?

On 1-year performance, BIDD leads with 25.22% vs 9.40% for EFAV. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 3.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BIDD or EFAV?

Over the 1-year period, BIDD has performed better with a 25.22% return vs 9.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BIDD or EFAV?

EFAV is cheaper with a 0.20% expense ratio, compared with 0.59% for BIDD.

Which ETF pays a higher dividend yield, BIDD or EFAV?

BIDD has the higher dividend yield at 7.54%, compared with 3.28% for EFAV.

What is the main difference between BIDD and EFAV?

Their fees differ too: 0.59% for BIDD and 0.20% for EFAV.

Which has better risk-adjusted returns?

BIDD currently has the higher Sharpe Ratio (1.58 vs 0.89), 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.