FWD vs. IDV

Last updated Jun 4, 2026

FWD (AB Disruptors ETF) and IDV (iShares International Select Dividend ETF) are both Global Equities funds. FWD is actively managed, while IDV is passively managed. Over the past 3 years, FWD returned 39.48%/yr vs 25.10%/yr for IDV. At a 0.46 correlation, their price movements are largely independent. FWD charges 0.65%/yr vs 0.49%/yr for IDV.

Performance

FWD vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Disruptors ETF (FWD) 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, FWD achieves a 40.11% return, which is significantly higher than IDV's 12.32% return.

FWD

• 1D: -0.27%
• 1M: 14.15%
• YTD: 40.11%
• 6M: 39.78%
• 1Y: 75.95%
• 3Y*: 39.48%
• 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)

FWD vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FWD AB Disruptors ETF	40.11%	32.00%	29.23%	25.66%
IDV iShares International Select Dividend ETF	12.32%	52.16%	4.00%	10.69%

Correlation

The correlation between FWD and IDV is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (All Time) Calculated using the full available price history since Mar 23, 2023	0.46

FWD vs. IDV - Sectors Allocation Comparison

Sectors	FWD	IDV
Technology	52.6%	0.9%
Industrials	17.7%	6.7%
Healthcare	6.6%	-
Communication Services	2.6%	10.0%
Energy	2.6%	15.6%
Consumer Cyclical	2.4%	9.6%
Basic Materials	1.8%	5.8%
Utilities	1.0%	11.8%
Consumer Defensive	0.8%	7.2%
Real Estate	0.7%	2.4%
Financial Services	0.5%	30.1%

Return for Risk

FWD vs. IDV — Risk / Return Rank

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

FWD

FWD Risk / Return Rank: 87
FWD Sharpe Ratio Rank: 90
FWD Sortino Ratio Rank: 83
FWD Omega Ratio Rank: 83
FWD Calmar Ratio Rank: 91
FWD Martin Ratio Rank: 90

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.

FWD vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Disruptors ETF (FWD) 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.

	FWD	IDV	Difference
Sharpe ratio: Return per unit of total volatility	3.16	2.90	+0.27
Sortino ratio: Return per unit of downside risk	3.78	3.75	+0.03
Omega ratio: Gain probability vs. loss probability	1.50	1.52	-0.02
Calmar ratio: Return relative to maximum drawdown	5.86	4.36	+1.50
Martin ratio: Return relative to average drawdown	20.83	16.67	+4.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FWD vs. IDV - Sharpe Ratio Comparison

The current FWD Sharpe Ratio is 3.16, which is comparable to the IDV Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of FWD 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

	FWD	IDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.16	2.90	+0.27
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	1.67	0.22	+1.45

Drawdowns

FWD vs. IDV - Drawdown Comparison

The maximum FWD drawdown since its inception was -29.02%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for FWD and IDV.

Drawdown Indicators

	FWD	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-29.02%	-70.14%	+41.12%
Max Drawdown (1Y) Largest decline over 1 year	-13.03%	-8.52%	-4.51%
Max Drawdown (3Y) Largest decline over 3 years	-29.02%	-11.86%	-17.16%
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	-0.27%	-2.80%	+2.53%
Average Drawdown Average peak-to-trough decline	-4.06%	-15.40%	+11.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	2.22%	+1.44%

Volatility

FWD vs. IDV - Volatility Comparison

AB Disruptors ETF (FWD) has a higher volatility of 7.77% compared to iShares International Select Dividend ETF (IDV) at 4.32%. This indicates that FWD'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

	FWD	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.77%	4.32%	+3.45%
Volatility (6M) Calculated over the trailing 6-month period	18.96%	10.60%	+8.36%
Volatility (1Y) Calculated over the trailing 1-year period	24.15%	12.85%	+11.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.72%	15.54%	+9.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.72%	17.94%	+6.78%

FWD vs. IDV - Expense Ratio Comparison

FWD has a 0.65% expense ratio, which is higher than IDV's 0.49% expense ratio.

Dividends

FWD vs. IDV - Dividend Comparison

FWD's dividend yield for the trailing twelve months is around 0.08%, less than IDV's 4.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FWD AB Disruptors ETF	0.08%	0.11%	1.89%	0.00%	0.00%	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 FWD and IDV in my portfolio?

FWD and IDV have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FWD or IDV?

FWD has higher volatility (7.77%) compared to IDV (4.32%). In terms of maximum drawdown, FWD dropped -29.02% vs IDV's -70.14%.

Which ETF is better, FWD or IDV?

On 3-year performance, FWD leads with 39.48% vs 25.10% for IDV. On fees, IDV is cheaper at 0.49% per year. On volatility, IDV has been the lower-risk option at 4.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FWD or IDV?

Over the 3-year period, FWD has performed better with a 39.48% return vs 25.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FWD or IDV?

IDV is cheaper with a 0.49% expense ratio, compared with 0.65% for FWD.

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

IDV has the higher dividend yield at 4.45%, compared with 0.08% for FWD.

What is the main difference between FWD and IDV?

They also come from different issuers: AllianceBernstein and iShares. Their fees differ too: 0.65% for FWD and 0.49% for IDV.

Which has better risk-adjusted returns?

FWD currently has the higher Sharpe Ratio (3.16 vs 2.90), 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.