DIVD vs. IDV

Last updated Jun 4, 2026

DIVD (Altrius Global Dividend ETF) and IDV (iShares International Select Dividend ETF) are both Global Equities funds. DIVD is actively managed, while IDV is passively managed. Over the past 3 years, DIVD returned 17.10%/yr vs 25.10%/yr for IDV. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.49% expense ratio.

Performance

DIVD vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Altrius Global Dividend ETF (DIVD) 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, DIVD achieves a 10.91% return, which is significantly lower than IDV's 12.32% return.

DIVD

• 1D: -0.65%
• 1M: 0.55%
• YTD: 10.91%
• 6M: 11.92%
• 1Y: 23.86%
• 3Y*: 17.10%
• 5Y*: —
• 10Y*: —

IDV

• 1D: -1.09%
• 1M: 0.90%
• YTD: 12.32%
• 6M: 15.21%
• 1Y: 36.98%
• 3Y*: 25.10%
• 5Y*: 11.95%
• 10Y*: 10.28%

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

DIVD vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DIVD Altrius Global Dividend ETF	10.91%	26.18%	2.52%	14.27%	18.38%
IDV iShares International Select Dividend ETF	12.32%	52.16%	4.00%	10.32%	22.18%

Correlation

The correlation between DIVD and IDV is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (All Time) Calculated using the full available price history since Oct 3, 2022	0.78

The correlation between DIVD and IDV has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

DIVD vs. IDV - Sectors Allocation Comparison

Sectors	DIVD	IDV
Healthcare	19.3%	-
Financial Services	17.2%	30.1%
Consumer Defensive	15.1%	7.2%
Industrials	14.9%	6.7%
Energy	9.4%	15.6%
Technology	8.8%	0.9%
Basic Materials	6.0%	5.8%
Consumer Cyclical	4.7%	9.6%
Communication Services	3.4%	10.0%
Real Estate	1.2%	2.4%
Utilities	-	11.8%

Return for Risk

DIVD vs. IDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIVD

DIVD Risk / Return Rank: 66
DIVD Sharpe Ratio Rank: 63
DIVD Sortino Ratio Rank: 65
DIVD Omega Ratio Rank: 62
DIVD Calmar Ratio Rank: 71
DIVD Martin Ratio Rank: 70

IDV

IDV Risk / Return Rank: 83
IDV Sharpe Ratio Rank: 86
IDV Sortino Ratio Rank: 82
IDV Omega Ratio Rank: 84
IDV Calmar Ratio Rank: 81
IDV Martin Ratio Rank: 82

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.

DIVD vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Altrius Global Dividend ETF (DIVD) 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.

	DIVD	IDV	Difference
Sharpe ratio Return per unit of total volatility	2.12	2.90	-0.78
Sortino ratio Return per unit of downside risk	3.03	3.75	-0.72
Omega ratio Gain probability vs. loss probability	1.38	1.52	-0.15
Calmar ratio Return relative to maximum drawdown	3.58	4.36	-0.79
Martin ratio Return relative to average drawdown	13.05	16.67	-3.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIVD vs. IDV - Sharpe Ratio Comparison

The current DIVD Sharpe Ratio is 2.12, which is comparable to the IDV Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of DIVD 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.

Sharpe Ratios by Period

	DIVD	IDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	2.90	-0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.77	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.50	0.22	+1.29

Drawdowns

DIVD vs. IDV - Drawdown Comparison

The maximum DIVD drawdown since its inception was -13.88%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for DIVD and IDV.

Drawdown Indicators

	DIVD	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-13.88%	-70.14%	+56.26%
Max Drawdown (1Y) Largest decline over 1 year	-6.70%	-8.52%	+1.82%
Max Drawdown (3Y) Largest decline over 3 years	-13.88%	-11.86%	-2.02%
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	-1.57%	-2.80%	+1.23%
Average Drawdown Average peak-to-trough decline	-2.23%	-15.40%	+13.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	2.22%	-0.39%

Volatility

DIVD vs. IDV - Volatility Comparison

The current volatility for Altrius Global Dividend ETF (DIVD) is 2.76%, while iShares International Select Dividend ETF (IDV) has a volatility of 4.32%. This indicates that DIVD experiences smaller price fluctuations and is considered to be less risky than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIVD	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.76%	4.32%	-1.56%
Volatility (6M) Calculated over the trailing 6-month period	8.29%	10.60%	-2.31%
Volatility (1Y) Calculated over the trailing 1-year period	11.30%	12.85%	-1.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.26%	15.54%	-2.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.26%	17.94%	-4.68%

DIVD vs. IDV - Expense Ratio Comparison

Both DIVD and IDV have an expense ratio of 0.49%.

Dividends

DIVD vs. IDV - Dividend Comparison

DIVD's dividend yield for the trailing twelve months is around 2.73%, less than IDV's 4.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIVD Altrius Global Dividend ETF	2.73%	2.86%	3.39%	2.96%	0.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDV iShares International Select Dividend ETF	4.45%	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

Can I hold both DIVD and IDV in my portfolio?

DIVD and IDV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIVD or IDV?

IDV has higher volatility (4.32%) compared to DIVD (2.76%). In terms of maximum drawdown, DIVD dropped -13.88% vs IDV's -70.14%.

Which ETF is better, DIVD or IDV?

On 3-year performance, IDV leads with 25.10% vs 17.10% for DIVD. Both ETFs have the same 0.49% expense ratio. On volatility, DIVD has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIVD or IDV?

Over the 3-year period, IDV has performed better with a 25.10% return vs 17.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIVD or IDV?

DIVD and IDV have the same expense ratio: 0.49% per year.

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

IDV has the higher dividend yield at 4.45%, compared with 2.73% for DIVD.

What is the main difference between DIVD and IDV?

They also come from different issuers: Altrius and iShares.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.90 vs 2.12), 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.