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CNYA vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CNYA vs. IDV

Last updated Jun 9, 2026

CNYA (iShares MSCI China A ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - CNYA is a China Equities fund tracking the MSCI China A Inclusion Index, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 5 years, CNYA returned -1.67%/yr vs 11.70%/yr for IDV. At a 0.43 correlation, their price movements are largely independent. CNYA charges 0.60%/yr vs 0.49%/yr for IDV.

Performance

CNYA vs. IDV - Performance Comparison

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

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Returns By Period

In the year-to-date period, CNYA achieves a 4.11% return, which is significantly lower than IDV's 10.84% return.

CNYA

1D
-0.99%
1M
-4.23%
YTD
4.11%
6M
6.49%
1Y
30.18%
3Y*
9.91%
5Y*
-1.67%
10Y*
—

IDV

1D
0.23%
1M
-2.36%
YTD
10.84%
6M
14.01%
1Y
33.84%
3Y*
24.24%
5Y*
11.70%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNYA vs. IDV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CNYA
iShares MSCI China A ETF		4.11%26.48%10.78%-13.76%-26.51%3.53%41.54%35.95%-26.56%30.99%
IDV
iShares International Select Dividend ETF		10.84%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%

Correlation

The correlation between CNYA and IDV is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2016

0.43

CNYA vs. IDV - Sectors Allocation Comparison

Sectors
CNYA
IDV

Technology

30.0%
0.9%

Industrials

18.3%
6.7%

Financial Services

17.0%
30.1%

Basic Materials

10.6%
5.8%

Consumer Defensive

6.7%
7.2%

Consumer Cyclical

5.7%
9.6%

Healthcare

3.8%

-

Energy

3.2%
15.6%

Utilities

3.2%
11.8%

Real Estate

0.7%
2.4%

Communication Services

0.6%
10.0%

Technology

CNYA
30.0%
IDV
0.9%

Industrials

CNYA
18.3%
IDV
6.7%

Financial Services

CNYA
17.0%
IDV
30.1%

Basic Materials

CNYA
10.6%
IDV
5.8%

Consumer Defensive

CNYA
6.7%
IDV
7.2%

Consumer Cyclical

CNYA
5.7%
IDV
9.6%

Healthcare

CNYA
3.8%
IDV

-

Energy

CNYA
3.2%
IDV
15.6%

Utilities

CNYA
3.2%
IDV
11.8%

Real Estate

CNYA
0.7%
IDV
2.4%

Communication Services

CNYA
0.6%
IDV
10.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI China A ETF

iShares International Select Dividend ETF

Often compared with CNYA:
CNYA vs. MCHICNYA vs. ASHRCNYA vs. ICHN.ASCNYA vs. KBACNYA vs. FLCHCNYA vs. ICGA.DECNYA vs. GXC
Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVY

Return for Risk

CNYA vs. IDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CNYA
CNYA Risk / Return Rank: 6464
Overall Rank
CNYA Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 5555
Sortino Ratio Rank
CNYA Omega Ratio Rank: 5656
Omega Ratio Rank
CNYA Calmar Ratio Rank: 8282
Calmar Ratio Rank
CNYA Martin Ratio Rank: 6969
Martin Ratio Rank
IDV
IDV Risk / Return Rank: 8484
Overall Rank
IDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDV Omega Ratio Rank: 8686
Omega Ratio Rank
IDV Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDV Martin Ratio Rank: 8282
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.

CNYA vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A ETF (CNYA) 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.

CNYAIDVDifference
Sharpe ratioReturn per unit of total volatility
1.71
2.63

-0.92

Sortino ratioReturn per unit of downside risk
2.39
3.42

-1.03

Omega ratioGain probability vs. loss probability

1.31

1.47

-0.16

Calmar ratioReturn relative to maximum drawdown

3.99

3.99

0.00

Martin ratioReturn relative to average drawdown

11.48

15.00

-3.53

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CNYA vs. IDV - Sharpe Ratio Comparison

The current CNYA Sharpe Ratio is 1.71, which is lower than the IDV Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of CNYA 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.

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Sharpe Ratios by Period

CNYAIDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

2.63

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.76

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.58

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.21

+0.04

Drawdowns

CNYA vs. IDV - Drawdown Comparison

The maximum CNYA drawdown since its inception was -49.49%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for CNYA and IDV.

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Drawdown Indicators

CNYAIDVDifference

Max Drawdown

Largest peak-to-trough decline

-49.49%

-70.14%

+20.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-8.52%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

-11.86%

-21.49%

Max Drawdown (5Y)

Largest decline over 5 years

-44.65%

-29.19%

-15.46%

Max Drawdown (10Y)

Largest decline over 10 years

—

-42.50%

—

Current Drawdown

Current decline from peak

-17.53%

-4.08%

-13.45%

Average Drawdown

Average peak-to-trough decline

-20.68%

-15.39%

-5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.26%

+0.38%

Volatility

CNYA vs. IDV - Volatility Comparison

iShares MSCI China A ETF (CNYA) has a higher volatility of 6.87% compared to iShares International Select Dividend ETF (IDV) at 3.91%. This indicates that CNYA'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.

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Volatility by Period

CNYAIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

3.91%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

10.71%

+2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.73%

12.96%

+4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.85%

15.56%

+8.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.57%

17.94%

+5.63%

CNYA vs. IDV - Expense Ratio Comparison

CNYA has a 0.60% expense ratio, which is higher than IDV's 0.49% expense ratio.

Dividends

CNYA vs. IDV - Dividend Comparison

CNYA's dividend yield for the trailing twelve months is around 1.84%, less than IDV's 4.51% yield.

PositionTTM20252024202320222021202020192018201720162015
CNYA
iShares MSCI China A ETF		1.84%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%0.00%
IDV
iShares International Select Dividend ETF		4.51%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

CNYA and IDV have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNYA has higher volatility (6.87%) compared to IDV (3.91%). In terms of maximum drawdown, CNYA dropped -49.49% vs IDV's -70.14%.

On 5-year performance, IDV leads with 11.70% vs -1.67% for CNYA. On fees, IDV is cheaper at 0.49% per year. On volatility, IDV has been the lower-risk option at 3.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IDV has performed better with a 11.70% return vs -1.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDV is cheaper with a 0.49% expense ratio, compared with 0.60% for CNYA.

IDV has the higher dividend yield at 4.51%, compared with 1.84% for CNYA.

CNYA is categorized as China Equities, while IDV is Global Equities. CNYA tracks MSCI China A Inclusion Index, while IDV tracks Dow Jones EPAC Select Dividend. Their fees differ too: 0.60% for CNYA and 0.49% for IDV.

IDV currently has the higher Sharpe Ratio (2.63 vs 1.71), 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.

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