DOL vs. IDV

Last updated Jun 24, 2026

DOL (WisdomTree International LargeCap Dividend Fund) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - DOL is a Foreign Large Cap Equities fund tracking the WisdomTree International LargeCap Dividend Index, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 10 years, DOL returned 10.29%/yr vs 10.63%/yr for IDV. Their correlation of 0.91 suggests significant overlap in exposure. DOL charges 0.48%/yr vs 0.49%/yr for IDV.

Performance

DOL vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International LargeCap Dividend Fund (DOL) 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, DOL achieves a 13.28% return, which is significantly higher than IDV's 9.00% return. Both investments have delivered pretty close results over the past 10 years, with DOL having a 10.29% annualized return and IDV not far ahead at 10.63%.

DOL

• 1D: -2.20%
• 1M: 0.43%
• YTD: 13.28%
• 6M: 13.79%
• 1Y: 29.33%
• 3Y*: 20.43%
• 5Y*: 12.22%
• 10Y*: 10.29%

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%

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

DOL vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DOL WisdomTree International LargeCap Dividend Fund	13.28%	37.35%	4.08%	16.77%	-6.72%	11.54%	-3.22%	19.47%	-12.93%	22.25%
IDV iShares International Select Dividend ETF	9.00%	52.16%	4.00%	10.32%	-6.40%	12.00%	-5.94%	23.56%	-10.37%	19.74%

Correlation

The correlation between DOL and IDV is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jun 21, 2007	0.91

The correlation between DOL and IDV has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

DOL vs. IDV - Sectors Allocation Comparison

Sectors	DOL	IDV
Financial Services	20.9%	30.6%
Technology	14.3%	0.9%
Industrials	13.9%	6.9%
Healthcare	7.9%	-
Consumer Defensive	7.2%	7.2%
Consumer Cyclical	6.9%	9.9%
Utilities	5.6%	11.5%
Basic Materials	5.3%	6.3%
Communication Services	5.0%	9.9%
Energy	4.3%	14.8%
Real Estate	1.1%	2.3%

Return for Risk

DOL vs. IDV — Risk / Return Rank

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

DOL

DOL Risk / Return Rank: 58
DOL Sharpe Ratio Rank: 60
DOL Sortino Ratio Rank: 58
DOL Omega Ratio Rank: 59
DOL Calmar Ratio Rank: 57
DOL Martin Ratio Rank: 58

IDV

IDV Risk / Return Rank: 73
IDV Sharpe Ratio Rank: 76
IDV Sortino Ratio Rank: 71
IDV Omega Ratio Rank: 75
IDV Calmar Ratio Rank: 73
IDV Martin Ratio Rank: 71

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.

DOL vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) 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.

	DOL	IDV	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.32	-0.46
Sortino ratio: Return per unit of downside risk	2.55	3.08	-0.53
Omega ratio: Gain probability vs. loss probability	1.34	1.42	-0.08
Calmar ratio: Return relative to maximum drawdown	2.60	3.59	-0.99
Martin ratio: Return relative to average drawdown	9.73	12.85	-3.11

DOL vs. IDV - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 1.87, which is comparable to the IDV Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of DOL 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.

Drawdowns

DOL vs. IDV - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for DOL and IDV.

Drawdown Indicators

	DOL	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-60.79%	-70.14%	+9.35%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-8.52%	-2.81%
Max Drawdown (3Y) Largest decline over 3 years	-12.44%	-11.86%	-0.58%
Max Drawdown (5Y) Largest decline over 5 years	-24.57%	-29.19%	+4.62%
Max Drawdown (10Y) Largest decline over 10 years	-35.99%	-42.50%	+6.51%
Current Drawdown Current decline from peak	-2.52%	-5.67%	+3.15%
Average Drawdown Average peak-to-trough decline	-13.60%	-15.36%	+1.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	2.37%	+0.65%

Volatility

DOL vs. IDV - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 5.80% compared to iShares International Select Dividend ETF (IDV) at 3.96%. This indicates that DOL'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.

Volatility by Period

	DOL	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.80%	3.96%	+1.84%
Volatility (6M) Calculated over the trailing 6-month period	13.69%	11.11%	+2.58%
Volatility (1Y) Calculated over the trailing 1-year period	15.78%	13.18%	+2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.53%	15.59%	-0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.44%	17.70%	-1.26%

DOL vs. IDV - Expense Ratio Comparison

DOL has a 0.48% expense ratio, which is lower than IDV's 0.49% expense ratio.

Dividends

DOL vs. IDV - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.47%, less than IDV's 5.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOL WisdomTree International LargeCap Dividend Fund	2.47%	2.83%	3.78%	4.02%	4.47%	3.58%	2.82%	3.50%	4.03%	3.17%	3.58%	3.66%
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

Can I hold both DOL and IDV in my portfolio?

DOL and IDV have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DOL or IDV?

DOL has higher volatility (5.80%) compared to IDV (3.96%). In terms of maximum drawdown, DOL dropped -60.79% vs IDV's -70.14%.

Which ETF is better, DOL or IDV?

On 10-year performance, IDV leads with 10.63% vs 10.29% for DOL. On fees, DOL is cheaper at 0.48% per year. On volatility, IDV has been the lower-risk option at 3.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DOL or IDV?

Over the 10-year period, IDV has performed better with a 10.63% return vs 10.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DOL or IDV?

DOL is cheaper with a 0.48% expense ratio, compared with 0.49% for IDV.

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

IDV has the higher dividend yield at 5.45%, compared with 2.47% for DOL.

What is the main difference between DOL and IDV?

DOL is categorized as Foreign Large Cap Equities, while IDV is Global Equities. DOL tracks WisdomTree International LargeCap Dividend Index, while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.48% for DOL and 0.49% for IDV.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.32 vs 1.87), 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.