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CRAK vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CRAK vs. IDV

Last updated Jun 14, 2026

CRAK (VanEck Oil Refiners ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - CRAK is a Energy Equities fund tracking the MVIS Global Oil Refiners Index, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 10 years, CRAK returned 13.50%/yr vs 10.92%/yr for IDV. A 0.63 correlation means they provide meaningful diversification when combined. CRAK charges 0.62%/yr vs 0.49%/yr for IDV.

Performance

CRAK vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Oil Refiners ETF (CRAK) 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, CRAK achieves a 29.26% return, which is significantly higher than IDV's 13.60% return. Over the past 10 years, CRAK has outperformed IDV with an annualized return of 13.50%, while IDV has yielded a comparatively lower 10.92% annualized return.

CRAK

1D
0.01%
1M
-1.57%
YTD
29.26%
6M
26.17%
1Y
55.23%
3Y*
20.46%
5Y*
13.12%
10Y*
13.50%

IDV

1D
0.31%
1M
0.43%
YTD
13.60%
6M
15.83%
1Y
36.40%
3Y*
25.11%
5Y*
12.17%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRAK vs. IDV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CRAK
VanEck Oil Refiners ETF		29.26%39.11%-15.05%13.73%19.10%10.90%-11.22%9.15%-10.46%49.86%
IDV
iShares International Select Dividend ETF		13.60%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%

Correlation

The correlation between CRAK and IDV is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.40

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

0.53

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

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2015

0.63

Over the past year, the correlation between CRAK and IDV has dropped to 0.40 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

CRAK vs. IDV - Sectors Allocation Comparison

Sectors
CRAK
IDV

Energy

98.8%
14.8%

Industrials

4.0%
6.9%

Basic Materials

1.2%
6.3%

Communication Services

-

9.9%

Consumer Cyclical

-

9.9%

Consumer Defensive

-

7.2%

Financial Services

-

30.6%

Healthcare

-

-

Real Estate

-

2.3%

Technology

-

0.9%

Utilities

-

11.5%

Energy

CRAK
98.8%
IDV
14.8%

Industrials

CRAK
4.0%
IDV
6.9%

Basic Materials

CRAK
1.2%
IDV
6.3%

Communication Services

CRAK

-

IDV
9.9%

Consumer Cyclical

CRAK

-

IDV
9.9%

Consumer Defensive

CRAK

-

IDV
7.2%

Financial Services

CRAK

-

IDV
30.6%

Healthcare

CRAK

-

IDV

-

Real Estate

CRAK

-

IDV
2.3%

Technology

CRAK

-

IDV
0.9%

Utilities

CRAK

-

IDV
11.5%

Compare stocks, funds, or ETFs

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

VanEck Oil Refiners ETF

iShares International Select Dividend ETF

Often compared with CRAK:
CRAK vs. XLECRAK vs. OIHCRAK vs. VDECRAK vs. IEOCRAK vs. USAICRAK vs. EINCCRAK vs. AMLP
Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVY

Return for Risk

CRAK vs. IDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CRAK
CRAK Risk / Return Rank: 9292
Overall Rank
CRAK Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CRAK Sortino Ratio Rank: 9292
Sortino Ratio Rank
CRAK Omega Ratio Rank: 9090
Omega Ratio Rank
CRAK Calmar Ratio Rank: 9494
Calmar Ratio Rank
CRAK Martin Ratio Rank: 8989
Martin Ratio Rank
IDV
IDV Risk / Return Rank: 8888
Overall Rank
IDV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8888
Sortino Ratio Rank
IDV Omega Ratio Rank: 8989
Omega Ratio Rank
IDV Calmar Ratio Rank: 8585
Calmar Ratio Rank
IDV Martin Ratio Rank: 8585
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.

CRAK vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Oil Refiners ETF (CRAK) 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.

CRAKIDVDifference
Sharpe ratioReturn per unit of total volatility
2.98
2.69

+0.29

Sortino ratioReturn per unit of downside risk
3.91
3.52

+0.38

Omega ratioGain probability vs. loss probability

1.50

1.49

+0.01

Calmar ratioReturn relative to maximum drawdown

6.49

4.13

+2.36

Martin ratioReturn relative to average drawdown

17.24

15.32

+1.92

CRAK vs. IDV - Sharpe Ratio Comparison

The current CRAK Sharpe Ratio is 2.98, which is comparable to the IDV Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of CRAK 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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Drawdowns

CRAK vs. IDV - Drawdown Comparison

The maximum CRAK drawdown since its inception was -58.80%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for CRAK and IDV.

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Drawdown Indicators

CRAKIDVDifference

Max Drawdown

Largest peak-to-trough decline

-58.80%

-70.14%

+11.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.57%

-8.52%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-35.61%

-11.86%

-23.75%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

-29.19%

-6.42%

Max Drawdown (10Y)

Largest decline over 10 years

-58.80%

-42.50%

-16.30%

Current Drawdown

Current decline from peak

-6.68%

-1.70%

-4.98%

Average Drawdown

Average peak-to-trough decline

-12.48%

-15.38%

+2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.30%

+0.92%

Volatility

CRAK vs. IDV - Volatility Comparison

VanEck Oil Refiners ETF (CRAK) has a higher volatility of 5.81% compared to iShares International Select Dividend ETF (IDV) at 4.24%. This indicates that CRAK'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

CRAKIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

4.24%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.72%

10.88%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.66%

13.10%

+5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

15.58%

+5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.17%

17.92%

+4.25%

CRAK vs. IDV - Expense Ratio Comparison

CRAK has a 0.62% expense ratio, which is higher than IDV's 0.49% expense ratio.

Dividends

CRAK vs. IDV - Dividend Comparison

CRAK's dividend yield for the trailing twelve months is around 1.56%, less than IDV's 4.40% yield.

PositionTTM20252024202320222021202020192018201720162015
CRAK
VanEck Oil Refiners ETF		1.56%2.02%5.60%3.65%3.08%2.40%2.64%1.49%2.42%1.66%3.42%0.47%
IDV
iShares International Select Dividend ETF		4.40%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

CRAK and IDV have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRAK has higher volatility (5.81%) compared to IDV (4.24%). In terms of maximum drawdown, CRAK dropped -58.80% vs IDV's -70.14%.

On 10-year performance, CRAK leads with 13.50% vs 10.92% for IDV. On fees, IDV is cheaper at 0.49% per year. On volatility, IDV has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CRAK has performed better with a 13.50% return vs 10.92%. 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 0.62% for CRAK.

IDV has the higher dividend yield at 4.40%, compared with 1.56% for CRAK.

CRAK is categorized as Energy Equities, while IDV is Global Equities. CRAK tracks MVIS Global Oil Refiners Index, while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.62% for CRAK and 0.49% for IDV.

CRAK currently has the higher Sharpe Ratio (2.98 vs 2.69), 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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