BINT vs. IDV

Last updated Aug 4, 2026

BINT (Bluemonte Global Equity ETF) and IDV (iShares International Select Dividend ETF) are both Global Equities funds. BINT is actively managed, while IDV is passively managed. Over the past year, BINT returned 28.06% vs 34.55% for IDV. Their 0.71 correlation means they have sometimes moved together and sometimes differently. BINT charges 0.23%/yr vs 0.49%/yr for IDV.

Performance

BINT vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Global Equity ETF (BINT) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BINT achieves a 14.01% return, which is significantly lower than IDV's 15.90% return.

BINT

• 1D: 0.72%
• 1M: 0.16%
• 6M: 8.18%
• YTD: 14.01%
• 1Y: 28.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 27.03%

IDV

• 1D: 0.00%
• 1M: 6.15%
• 6M: 8.60%
• YTD: 15.90%
• 1Y: 34.55%
• 3Y*: 25.78%
• 5Y*: 13.32%
• 10Y*: 10.47%
• ALL TIME*: 4.99%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BINT Bluemonte Global Equity ETF	$862.27K	$966.71K	$1.78M
IDV iShares International Select Dividend ETF	$34.06M	$33.76M	$40.01M

BINT vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025
BINT Bluemonte Global Equity ETF	14.01%	14.43%
IDV iShares International Select Dividend ETF	15.90%	20.62%

Correlation

The correlation between BINT and IDV is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.70
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.71

The correlation between BINT and IDV has been stable across timeframes, ranging from 0.70 to 0.71 - a consistent structural relationship.

BINT vs. IDV - Sectors Allocation Comparison

Sectors	BINT	IDV
Technology	28.7%	0.8%
Financial Services	18.5%	33.3%
Industrials	13.0%	6.4%
Consumer Cyclical	8.2%	8.6%
Healthcare	7.3%	-
Communication Services	5.9%	9.5%
Basic Materials	5.2%	5.7%
Consumer Defensive	4.7%	7.6%
Energy	3.9%	13.9%
Utilities	2.6%	12.1%
Real Estate	2.1%	2.0%

Return for Risk

BINT vs. IDV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BINT

BINT Risk / Return Rank: 69
BINT Sharpe Ratio Rank: 68
BINT Sortino Ratio Rank: 66
BINT Omega Ratio Rank: 69
BINT Calmar Ratio Rank: 67
BINT Martin Ratio Rank: 73

IDV

IDV Risk / Return Rank: 91
IDV Sharpe Ratio Rank: 94
IDV Sortino Ratio Rank: 93
IDV Omega Ratio Rank: 93
IDV Calmar Ratio Rank: 91
IDV Martin Ratio Rank: 86

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BINT vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Global Equity ETF (BINT) 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.

	BINT	IDV	Difference
Sharpe ratio: Return per unit of total volatility	1.73	2.66	-0.93
Sortino ratio: Return per unit of downside risk	2.39	3.53	-1.14
Omega ratio: Gain probability vs. loss probability	1.32	1.48	-0.16
Calmar ratio: Return relative to maximum drawdown	2.58	4.08	-1.50
Martin ratio: Return relative to average drawdown	9.95	12.65	-2.69

BINT vs. IDV - Sharpe Ratio Comparison

The current BINT Sharpe Ratio is 1.73, which is lower than the IDV Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of BINT 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

BINT vs. IDV - Drawdown Comparison

The maximum BINT drawdown since its inception was -10.94%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for BINT and IDV.

Drawdown Indicators

	BINT	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-10.94%	-70.14%	+59.20%
Max Drawdown (1Y) Largest decline over 1 year	-10.94%	-8.52%	-2.42%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.86%	—
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	-2.42%	-0.12%	-2.30%
Average Drawdown Average peak-to-trough decline	-1.65%	-15.30%	+13.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	2.74%	+0.09%

Volatility

BINT vs. IDV - Volatility Comparison

Bluemonte Global Equity ETF (BINT) has a higher volatility of 5.24% compared to iShares International Select Dividend ETF (IDV) at 2.79%. This indicates that BINT'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

	BINT	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.24%	2.79%	+2.45%
Volatility (6M) Calculated over the trailing 6-month period	14.39%	10.94%	+3.45%
Volatility (1Y) Calculated over the trailing 1-year period	16.32%	13.08%	+3.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.83%	15.54%	+0.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.83%	17.62%	-1.79%

BINT vs. IDV - Expense Ratio Comparison

BINT has a 0.23% expense ratio, which is lower than IDV's 0.49% expense ratio.

Dividends

BINT vs. IDV - Dividend Comparison

BINT's dividend yield for the trailing twelve months is around 1.75%, less than IDV's 5.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BINT Bluemonte Global Equity ETF	1.75%	1.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDV iShares International Select Dividend ETF	5.13%	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 BINT and IDV in my portfolio?

BINT and IDV have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BINT or IDV?

BINT has higher volatility (5.24%) compared to IDV (2.79%). In terms of maximum drawdown, BINT dropped -10.94% vs IDV's -70.14%.

Which ETF is better, BINT or IDV?

On 1-year performance, IDV leads with 34.55% vs 28.06% for BINT. On fees, BINT is cheaper at 0.23% per year. On volatility, IDV has been the lower-risk option at 2.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BINT or IDV?

Over the 1-year period, IDV has performed better with a 34.55% return vs 28.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BINT or IDV?

BINT is cheaper with a 0.23% expense ratio, compared with 0.49% for IDV.

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

IDV has the higher dividend yield at 5.13%, compared with 1.75% for BINT.

What is the main difference between BINT and IDV?

They also come from different issuers: Bluemonte and iShares. Their fees differ too: 0.23% for BINT and 0.49% for IDV.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.66 vs 1.73), 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.