DDXX vs. IDV
DDXX (Defined Duration 20 ETF) and IDV (iShares International Select Dividend ETF) are both Global Equities funds. DDXX is actively managed, while IDV is passively managed. A 0.76 correlation means they provide meaningful diversification when combined. DDXX charges 0.25%/yr vs 0.49%/yr for IDV.
Performance
DDXX vs. IDV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DDXX achieves a 10.27% return, which is significantly higher than IDV's 9.00% return.
DDXX
- 1D
- -1.75%
- 1M
- 0.07%
- YTD
- 10.27%
- 6M
- 9.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDV
- 1D
- -1.21%
- 1M
- -4.79%
- YTD
- 9.00%
- 6M
- 9.11%
- 1Y
- 30.43%
- 3Y*
- 24.49%
- 5Y*
- 11.78%
- 10Y*
- 10.63%
DDXX vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DDXX Defined Duration 20 ETF | 10.27% | 1.35% |
IDV iShares International Select Dividend ETF | 9.00% | 3.87% |
Correlation
The correlation between DDXX and IDV is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025 | 0.76 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DDXX vs. IDV — Risk / Return Rank
DDXX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDV
DDXX vs. IDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defined Duration 20 ETF (DDXX) 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.
| DDXX | IDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.59 | — |
| Martin ratioReturn relative to average drawdown | — | 12.85 | — |
Loading charts...
Drawdowns
DDXX vs. IDV - Drawdown Comparison
The maximum DDXX drawdown since its inception was -9.30%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for DDXX and IDV.
Loading charts...
Drawdown Indicators
| DDXX | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.30% | -70.14% | +60.84% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.52% | — |
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 DrawdownCurrent decline from peak | -1.94% | -5.67% | +3.73% |
Average DrawdownAverage peak-to-trough decline | -1.68% | -15.36% | +13.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.37% | — |
Volatility
DDXX vs. IDV - Volatility Comparison
Loading charts...
Volatility by Period
| DDXX | IDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.96% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.11% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.56% | 13.18% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 15.59% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 17.70% | -3.14% |
DDXX vs. IDV - Expense Ratio Comparison
DDXX has a 0.25% expense ratio, which is lower than IDV's 0.49% expense ratio.
Dividends
DDXX vs. IDV - Dividend Comparison
DDXX's dividend yield for the trailing twelve months is around 1.15%, less than IDV's 5.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDXX Defined Duration 20 ETF | 1.15% | 1.20% | 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 | 5.45% | 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
DDXX and IDV have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DDXX is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DDXX is cheaper with a 0.25% expense ratio, compared with 0.49% for IDV.
IDV has the higher dividend yield at 5.45%, compared with 1.15% for DDXX.
They also come from different issuers: Discipline Funds and iShares. Their fees differ too: 0.25% for DDXX and 0.49% for IDV.
Find the right allocation for DDXX and IDV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer