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FDD vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FDD vs. IDV

Last updated Aug 2, 2026
Documentation

FDD (First Trust STOXX European Select Dividend Index Fund) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - FDD is a Europe Equities fund tracking the STOXX Europe Select Dividend 30, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 10 years, FDD returned 11.01%/yr vs 10.53%/yr for IDV. Their 0.78 correlation means they have sometimes moved together and sometimes differently. FDD charges 0.58%/yr vs 0.49%/yr for IDV.

Performance

FDD vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust STOXX European Select Dividend Index Fund (FDD) 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, FDD achieves a 18.92% return, which is significantly higher than IDV's 15.90% return. Both investments have delivered pretty close results over the past 10 years, with FDD having a 11.01% annualized return and IDV not far behind at 10.53%.

FDD

1D
0.50%
1M
7.25%
6M
13.35%
YTD
18.92%
1Y
39.43%
3Y*
27.25%
5Y*
13.14%
10Y*
11.01%
ALL TIME*
2.89%

IDV

1D
-0.12%
1M
6.15%
6M
9.57%
YTD
15.90%
1Y
34.55%
3Y*
25.16%
5Y*
13.47%
10Y*
10.53%
ALL TIME*
4.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

FDD

First Trust STOXX European Select Dividend Index Fund
$2.43M$2.30M$2.53M

IDV

iShares International Select Dividend ETF
$33.59M$34.80M$40.44M

FDD vs. IDV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FDD
First Trust STOXX European Select Dividend Index Fund		18.92%62.50%0.28%14.16%-16.14%16.03%-3.80%23.79%-8.98%19.07%
IDV
iShares International Select Dividend ETF		15.90%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%

Correlation

The correlation between FDD and IDV is 0.90, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.90

Correlation (10Y)
Provides a long-term view across more market conditions.

0.90

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2007

0.78

The correlation between FDD and IDV shifts across timeframes, from 0.78 (all time) to 0.90 (5 years), reflecting how their relationship changes across market environments.

FDD vs. IDV - Sectors Allocation Comparison

Sectors
FDD
IDV

Financial Services

58.2%
33.3%

Industrials

11.4%
6.4%

Consumer Cyclical

9.2%
8.6%

Energy

9.1%
13.9%

Utilities

6.0%
12.1%

Consumer Defensive

4.2%
7.6%

Real Estate

3.3%
2.0%

Basic Materials

2.8%
5.7%

Communication Services

1.9%
9.5%

Healthcare

-

-

Technology

-

0.8%

Financial Services

FDD
58.2%
IDV
33.3%

Industrials

FDD
11.4%
IDV
6.4%

Consumer Cyclical

FDD
9.2%
IDV
8.6%

Energy

FDD
9.1%
IDV
13.9%

Utilities

FDD
6.0%
IDV
12.1%

Consumer Defensive

FDD
4.2%
IDV
7.6%

Real Estate

FDD
3.3%
IDV
2.0%

Basic Materials

FDD
2.8%
IDV
5.7%

Communication Services

FDD
1.9%
IDV
9.5%

Healthcare

FDD

-

IDV

-

Technology

FDD

-

IDV
0.8%

Compare stocks, funds, or ETFs

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

First Trust STOXX European Select Dividend Index Fund

iShares International Select Dividend ETF

Often compared with FDD:
FDD vs. EUFNFDD vs. RFEUFDD vs. FLAXFDD vs. VTIFDD vs. IQDFFDD vs. IEURFDD vs. DVY
Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. FIDI

Return for Risk

FDD vs. IDV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
FDD
FDD Risk / Return Rank: 9191
Overall Rank
FDD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FDD Sortino Ratio Rank: 9292
Sortino Ratio Rank
FDD Omega Ratio Rank: 9090
Omega Ratio Rank
FDD Calmar Ratio Rank: 9292
Calmar Ratio Rank
FDD Martin Ratio Rank: 8989
Martin Ratio Rank
IDV
IDV Risk / Return Rank: 9292
Overall Rank
IDV Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 9393
Sortino Ratio Rank
IDV Omega Ratio Rank: 9393
Omega Ratio Rank
IDV Calmar Ratio Rank: 9191
Calmar Ratio Rank
IDV Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDD vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust STOXX European Select Dividend Index Fund (FDD) 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.

FDDIDVDifference
Sharpe ratioReturn per unit of total volatility
2.48
2.66

-0.19

Sortino ratioReturn per unit of downside risk
3.38
3.54

-0.16

Omega ratioGain probability vs. loss probability

1.42

1.49

-0.06

Calmar ratioReturn relative to maximum drawdown

4.16

4.08

+0.08

Martin ratioReturn relative to average drawdown

13.77

12.66

+1.11

FDD vs. IDV - Sharpe Ratio Comparison

The current FDD Sharpe Ratio is 2.48, which is comparable to the IDV Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of FDD 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

FDD vs. IDV - Drawdown Comparison

The maximum FDD drawdown since its inception was -74.77%, which is greater than IDV's maximum drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for FDD and IDV.

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Drawdown Indicators

FDDIDVDifference

Max Drawdown

Largest peak-to-trough decline

-74.77%

-70.14%

-4.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-8.52%

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-12.90%

-11.86%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-34.84%

-29.19%

-5.65%

Max Drawdown (10Y)

Largest decline over 10 years

-41.43%

-42.50%

+1.07%

Current Drawdown

Current decline from peak

0.00%

-0.12%

+0.12%

Average Drawdown

Average peak-to-trough decline

-35.18%

-15.30%

-19.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.74%

+0.09%

Volatility

FDD vs. IDV - Volatility Comparison

First Trust STOXX European Select Dividend Index Fund (FDD) has a higher volatility of 3.74% compared to iShares International Select Dividend ETF (IDV) at 3.07%. This indicates that FDD'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

FDDIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.07%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

11.07%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

13.07%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

15.53%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

17.62%

+2.15%

FDD vs. IDV - Expense Ratio Comparison

FDD has a 0.58% expense ratio, which is higher than IDV's 0.49% expense ratio.

Dividends

FDD vs. IDV - Dividend Comparison

FDD's dividend yield for the trailing twelve months is around 5.01%, less than IDV's 5.13% yield.

PositionTTM20252024202320222021202020192018201720162015
FDD
First Trust STOXX European Select Dividend Index Fund		5.01%3.99%7.65%6.85%6.07%3.44%4.01%4.69%5.05%2.78%4.88%4.35%
IDV
iShares International Select Dividend ETF		5.13%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

FDD and IDV have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDD has higher volatility (3.74%) compared to IDV (3.07%). In terms of maximum drawdown, FDD dropped -74.77% vs IDV's -70.14%.

On 10-year performance, FDD leads with 11.01% vs 10.53% for IDV. On fees, IDV is cheaper at 0.49% per year. On volatility, IDV has been the lower-risk option at 3.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FDD has performed better with a 11.01% return vs 10.53%. 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 0.58% for FDD.

IDV has the higher dividend yield at 5.13%, compared with 5.01% for FDD.

FDD is categorized as Europe Equities, while IDV is Global Equities. FDD tracks STOXX Europe Select Dividend 30, while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.58% for FDD and 0.49% for IDV.

IDV currently has the higher Sharpe Ratio (2.66 vs 2.48), 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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