BIDD vs. VEU

Last updated Jun 4, 2026

BIDD (iShares International Dividend Active ETF) and VEU (Vanguard FTSE All-World ex-US ETF) are both Foreign Large Cap Equities funds. BIDD is actively managed, while VEU is passively managed. Over the past year, BIDD returned 21.18% vs 32.37% for VEU. Their correlation of 0.93 suggests significant overlap in exposure. BIDD charges 0.59%/yr vs 0.04%/yr for VEU.

Performance

BIDD vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Dividend Active ETF (BIDD) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BIDD achieves a 11.59% return, which is significantly lower than VEU's 14.60% return.

BIDD

• 1D: -0.89%
• 1M: 6.81%
• YTD: 11.59%
• 6M: 14.69%
• 1Y: 21.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VEU

• 1D: -0.98%
• 1M: 5.07%
• YTD: 14.60%
• 6M: 17.34%
• 1Y: 32.37%
• 3Y*: 19.62%
• 5Y*: 8.67%
• 10Y*: 9.94%

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

BIDD vs. VEU - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BIDD iShares International Dividend Active ETF	11.59%	20.17%	-2.09%
VEU Vanguard FTSE All-World ex-US ETF	14.60%	32.35%	-1.35%

Correlation

The correlation between BIDD and VEU is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (All Time) Calculated using the full available price history since Nov 19, 2024	0.93

The correlation between BIDD and VEU has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

BIDD vs. VEU - Sectors Allocation Comparison

Sectors	BIDD	VEU
Financial Services	24.9%	23.3%
Technology	20.9%	18.5%
Industrials	17.7%	15.7%
Communication Services	7.2%	4.6%
Consumer Cyclical	7.2%	8.2%
Healthcare	6.4%	7.1%
Basic Materials	6.2%	7.1%
Energy	5.7%	5.2%
Consumer Defensive	3.8%	5.1%
Real Estate	-	2.0%
Utilities	-	3.2%

Return for Risk

BIDD vs. VEU — Risk / Return Rank

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

BIDD

BIDD Risk / Return Rank: 39
BIDD Sharpe Ratio Rank: 40
BIDD Sortino Ratio Rank: 40
BIDD Omega Ratio Rank: 39
BIDD Calmar Ratio Rank: 35
BIDD Martin Ratio Rank: 41

VEU

VEU Risk / Return Rank: 60
VEU Sharpe Ratio Rank: 62
VEU Sortino Ratio Rank: 61
VEU Omega Ratio Rank: 62
VEU Calmar Ratio Rank: 56
VEU Martin Ratio Rank: 61

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. VEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Dividend Active ETF (BIDD) and Vanguard FTSE All-World ex-US ETF (VEU). 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.

	BIDD	VEU	Difference
Sharpe ratio: Return per unit of total volatility	1.40	2.13	-0.73
Sortino ratio: Return per unit of downside risk	2.03	2.94	-0.91
Omega ratio: Gain probability vs. loss probability	1.25	1.39	-0.14
Calmar ratio: Return relative to maximum drawdown	1.73	2.85	-1.12
Martin ratio: Return relative to average drawdown	6.40	11.06	-4.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BIDD vs. VEU - Sharpe Ratio Comparison

The current BIDD Sharpe Ratio is 1.40, which is lower than the VEU Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of BIDD and VEU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BIDD	VEU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	2.13	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.54	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.16	0.25	+0.91

Drawdowns

BIDD vs. VEU - Drawdown Comparison

The maximum BIDD drawdown since its inception was -15.08%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for BIDD and VEU.

Drawdown Indicators

	BIDD	VEU	Difference
Max Drawdown Largest peak-to-trough decline	-15.08%	-61.52%	+46.44%
Max Drawdown (1Y) Largest decline over 1 year	-12.32%	-11.43%	-0.89%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.31%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.98%	—
Current Drawdown Current decline from peak	-0.89%	-0.98%	+0.09%
Average Drawdown Average peak-to-trough decline	-2.25%	-13.13%	+10.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	2.93%	+0.39%

Volatility

BIDD vs. VEU - Volatility Comparison

iShares International Dividend Active ETF (BIDD) has a higher volatility of 5.95% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 5.59%. This indicates that BIDD's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BIDD	VEU	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.95%	5.59%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	12.78%	13.04%	-0.26%
Volatility (1Y) Calculated over the trailing 1-year period	15.25%	15.29%	-0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.89%	16.07%	+0.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	17.21%	-0.32%

BIDD vs. VEU - Expense Ratio Comparison

BIDD has a 0.59% expense ratio, which is higher than VEU's 0.04% expense ratio.

Dividends

BIDD vs. VEU - Dividend Comparison

BIDD's dividend yield for the trailing twelve months is around 2.48%, less than VEU's 2.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIDD iShares International Dividend Active ETF	2.48%	2.74%	0.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEU Vanguard FTSE All-World ex-US ETF	2.61%	3.09%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%

Frequently Asked Questions

Can I hold both BIDD and VEU in my portfolio?

With a correlation of 0.95, BIDD and VEU move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BIDD or VEU?

BIDD has higher volatility (5.95%) compared to VEU (5.59%). In terms of maximum drawdown, BIDD dropped -15.08% vs VEU's -61.52%.

Which ETF is better, BIDD or VEU?

On 1-year performance, VEU leads with 32.37% vs 21.18% for BIDD. On fees, VEU is cheaper at 0.04% per year. On volatility, VEU has been the lower-risk option at 5.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BIDD or VEU?

Over the 1-year period, VEU has performed better with a 32.37% return vs 21.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BIDD or VEU?

VEU is cheaper with a 0.04% expense ratio, compared with 0.59% for BIDD.

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

VEU has the higher dividend yield at 2.61%, compared with 2.48% for BIDD.

What is the main difference between BIDD and VEU?

They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.59% for BIDD and 0.04% for VEU.

Which has better risk-adjusted returns?

VEU currently has the higher Sharpe Ratio (2.13 vs 1.40), 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.