CPZ vs. IDV
Compare and contrast key facts about Calamos Long/Short Equity & Dynamic Income Term Trust (CPZ) and iShares International Select Dividend ETF (IDV).
IDV is a passively managed fund by iShares that tracks the performance of the Dow Jones EPAC Select Dividend. It was launched on Jun 11, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPZ or IDV.
Correlation
The correlation between CPZ and IDV is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CPZ vs. IDV - Performance Comparison
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Key characteristics
CPZ:
1.14
IDV:
1.29
CPZ:
1.61
IDV:
1.66
CPZ:
1.20
IDV:
1.23
CPZ:
1.73
IDV:
1.62
CPZ:
7.01
IDV:
4.31
CPZ:
1.95%
IDV:
4.44%
CPZ:
12.08%
IDV:
16.03%
CPZ:
-51.43%
IDV:
-70.14%
CPZ:
-0.38%
IDV:
-0.36%
Returns By Period
In the year-to-date period, CPZ achieves a 10.01% return, which is significantly lower than IDV's 23.60% return.
CPZ
10.01%
6.52%
8.29%
13.70%
8.73%
11.96%
N/A
IDV
23.60%
6.15%
21.02%
20.44%
9.59%
14.12%
5.51%
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Risk-Adjusted Performance
CPZ vs. IDV — Risk-Adjusted Performance Rank
CPZ
IDV
CPZ vs. IDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Long/Short Equity & Dynamic Income Term Trust (CPZ) 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.
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Dividends
CPZ vs. IDV - Dividend Comparison
CPZ's dividend yield for the trailing twelve months is around 11.93%, more than IDV's 5.11% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPZ Calamos Long/Short Equity & Dynamic Income Term Trust | 11.93% | 12.65% | 11.63% | 11.06% | 8.37% | 7.69% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDV iShares International Select Dividend ETF | 5.11% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% | 6.03% |
Drawdowns
CPZ vs. IDV - Drawdown Comparison
The maximum CPZ drawdown since its inception was -51.43%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for CPZ and IDV. For additional features, visit the drawdowns tool.
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Volatility
CPZ vs. IDV - Volatility Comparison
Calamos Long/Short Equity & Dynamic Income Term Trust (CPZ) and iShares International Select Dividend ETF (IDV) have volatilities of 2.87% and 2.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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