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BIDD vs. VIDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIDD vs. VIDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Dividend Active ETF (BIDD) and Vident International Equity Fund (VIDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIDD achieves a 11.59% return, which is significantly lower than VIDI's 22.55% return.


BIDD

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

VIDI

1D
-0.55%
1M
7.84%
YTD
22.55%
6M
25.74%
1Y
49.83%
3Y*
27.42%
5Y*
12.15%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIDD vs. VIDI - Yearly Performance Comparison


2026 (YTD)20252024
BIDD
iShares International Dividend Active ETF
11.59%20.17%-2.09%
VIDI
Vident International Equity Fund
22.55%41.83%-1.15%

Correlation

The correlation between BIDD and VIDI is 0.85, 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

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2024

0.82

The correlation between BIDD and VIDI has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

BIDD vs. VIDI - Sectors Allocation Comparison


Sectors
BIDD
VIDI

Financial Services

24.9%
18.5%

Technology

20.9%
13.7%

Industrials

17.7%
18.8%

Communication Services

7.2%
6.0%

Consumer Cyclical

7.2%
10.4%

Healthcare

6.4%
6.1%

Basic Materials

6.2%
8.4%

Energy

5.7%
8.0%

Consumer Defensive

3.8%
6.2%

Real Estate

-

0.8%

Utilities

-

3.1%

Financial Services

BIDD
24.9%
VIDI
18.5%

Technology

BIDD
20.9%
VIDI
13.7%

Industrials

BIDD
17.7%
VIDI
18.8%

Communication Services

BIDD
7.2%
VIDI
6.0%

Consumer Cyclical

BIDD
7.2%
VIDI
10.4%

Healthcare

BIDD
6.4%
VIDI
6.1%

Basic Materials

BIDD
6.2%
VIDI
8.4%

Energy

BIDD
5.7%
VIDI
8.0%

Consumer Defensive

BIDD
3.8%
VIDI
6.2%

Real Estate

BIDD

-

VIDI
0.8%

Utilities

BIDD

-

VIDI
3.1%

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Return for Risk

BIDD vs. VIDI — Risk / Return Rank

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

BIDD
BIDD Risk / Return Rank: 3939
Overall Rank
BIDD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BIDD Sortino Ratio Rank: 4040
Sortino Ratio Rank
BIDD Omega Ratio Rank: 3939
Omega Ratio Rank
BIDD Calmar Ratio Rank: 3535
Calmar Ratio Rank
BIDD Martin Ratio Rank: 4141
Martin Ratio Rank

VIDI
VIDI Risk / Return Rank: 9090
Overall Rank
VIDI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 9292
Sortino Ratio Rank
VIDI Omega Ratio Rank: 9292
Omega Ratio Rank
VIDI Calmar Ratio Rank: 8787
Calmar Ratio Rank
VIDI Martin Ratio Rank: 8787
Martin Ratio Rank
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. VIDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Dividend Active ETF (BIDD) and Vident International Equity Fund (VIDI). 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.


BIDDVIDIDifference
Sharpe ratioReturn per unit of total volatility

-2.08

Sortino ratioReturn per unit of downside risk

-2.47

Omega ratioGain probability vs. loss probability

1.25

1.63

-0.38

Calmar ratioReturn relative to maximum drawdown

1.73

4.97

-3.25

Martin ratioReturn relative to average drawdown

6.40

19.17

-12.77

BIDD vs. VIDI - Sharpe Ratio Comparison

The current BIDD Sharpe Ratio is 1.40, which is lower than the VIDI Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of BIDD and VIDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BIDDVIDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

3.47

-2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.43

+0.73

Drawdowns

BIDD vs. VIDI - Drawdown Comparison

The maximum BIDD drawdown since its inception was -15.08%, smaller than the maximum VIDI drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for BIDD and VIDI.


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Drawdown Indicators


BIDDVIDIDifference

Max Drawdown

Largest peak-to-trough decline

-15.08%

-48.39%

+33.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-10.07%

-2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-14.54%

Max Drawdown (5Y)

Largest decline over 5 years

-30.00%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

Current Drawdown

Current decline from peak

-0.89%

-1.03%

+0.14%

Average Drawdown

Average peak-to-trough decline

-2.25%

-10.39%

+8.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.61%

+0.71%

Volatility

BIDD vs. VIDI - Volatility Comparison

iShares International Dividend Active ETF (BIDD) has a higher volatility of 5.95% compared to Vident International Equity Fund (VIDI) at 4.35%. This indicates that BIDD's price experiences larger fluctuations and is considered to be riskier than VIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIDDVIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

4.35%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

11.94%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.25%

14.44%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

15.94%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

18.02%

-1.13%

BIDD vs. VIDI - Expense Ratio Comparison

Both BIDD and VIDI have an expense ratio of 0.59%.


Dividends

BIDD vs. VIDI - Dividend Comparison

BIDD's dividend yield for the trailing twelve months is around 2.48%, less than VIDI's 3.62% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VIDI
Vident International Equity Fund
3.62%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%

Frequently Asked Questions


BIDD and VIDI have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIDD has higher volatility (5.95%) compared to VIDI (4.35%). In terms of maximum drawdown, BIDD dropped -15.08% vs VIDI's -48.39%.

On 1-year performance, VIDI leads with 49.83% vs 21.18% for BIDD. Both ETFs have the same 0.59% expense ratio. On volatility, VIDI has been the lower-risk option at 4.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VIDI has performed better with a 49.83% return vs 21.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIDD and VIDI have the same expense ratio: 0.59% per year.

VIDI has the higher dividend yield at 3.62%, compared with 2.48% for BIDD.

They also come from different issuers: iShares and Vident.

VIDI currently has the higher Sharpe Ratio (3.47 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.

Portfolio Optimizer

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