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GLIN vs. IDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLIN vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors India Growth Leaders ETF (GLIN) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

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GLIN vs. IDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLIN
VanEck Vectors India Growth Leaders ETF
-12.04%-5.47%15.64%36.13%-21.46%29.57%-0.29%-21.49%-37.41%66.53%
IDV
iShares International Select Dividend ETF
8.40%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%

Returns By Period

In the year-to-date period, GLIN achieves a -12.04% return, which is significantly lower than IDV's 8.40% return. Over the past 10 years, GLIN has underperformed IDV with an annualized return of 1.38%, while IDV has yielded a comparatively higher 10.18% annualized return.


GLIN

1D
3.97%
1M
-12.80%
YTD
-12.04%
6M
-8.42%
1Y
-4.60%
3Y*
10.37%
5Y*
4.95%
10Y*
1.38%

IDV

1D
2.73%
1M
-4.29%
YTD
8.40%
6M
18.79%
1Y
44.72%
3Y*
22.87%
5Y*
12.71%
10Y*
10.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLIN vs. IDV - Expense Ratio Comparison

GLIN has a 0.82% expense ratio, which is higher than IDV's 0.49% expense ratio.


Return for Risk

GLIN vs. IDV — Risk / Return Rank

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

GLIN
GLIN Risk / Return Rank: 77
Overall Rank
GLIN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GLIN Sortino Ratio Rank: 77
Sortino Ratio Rank
GLIN Omega Ratio Rank: 77
Omega Ratio Rank
GLIN Calmar Ratio Rank: 88
Calmar Ratio Rank
GLIN Martin Ratio Rank: 66
Martin Ratio Rank

IDV
IDV Risk / Return Rank: 9797
Overall Rank
IDV Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 9797
Sortino Ratio Rank
IDV Omega Ratio Rank: 9797
Omega Ratio Rank
IDV Calmar Ratio Rank: 9696
Calmar Ratio Rank
IDV Martin Ratio Rank: 9797
Martin Ratio Rank
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.

GLIN vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors India Growth Leaders ETF (GLIN) 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.


GLINIDVDifference

Sharpe ratio

Return per unit of total volatility

-0.25

2.88

-3.13

Sortino ratio

Return per unit of downside risk

-0.23

3.58

-3.80

Omega ratio

Gain probability vs. loss probability

0.97

1.59

-0.62

Calmar ratio

Return relative to maximum drawdown

-0.24

4.08

-4.32

Martin ratio

Return relative to average drawdown

-0.78

18.18

-18.95

GLIN vs. IDV - Sharpe Ratio Comparison

The current GLIN Sharpe Ratio is -0.25, which is lower than the IDV Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of GLIN and IDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLINIDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

2.88

-3.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.83

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.57

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.21

-0.32

Correlation

The correlation between GLIN and IDV is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GLIN vs. IDV - Dividend Comparison

GLIN's dividend yield for the trailing twelve months is around 0.96%, less than IDV's 4.61% yield.


TTM20252024202320222021202020192018201720162015
GLIN
VanEck Vectors India Growth Leaders ETF
0.96%0.84%3.58%0.96%1.70%0.00%0.24%1.42%0.12%0.10%1.39%3.11%
IDV
iShares International Select Dividend ETF
4.61%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%

Drawdowns

GLIN vs. IDV - Drawdown Comparison

The maximum GLIN drawdown since its inception was -79.36%, which is greater than IDV's maximum drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for GLIN and IDV.


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Drawdown Indicators


GLINIDVDifference

Max Drawdown

Largest peak-to-trough decline

-79.36%

-70.14%

-9.22%

Max Drawdown (1Y)

Largest decline over 1 year

-18.56%

-10.76%

-7.80%

Max Drawdown (5Y)

Largest decline over 5 years

-30.97%

-29.19%

-1.78%

Max Drawdown (10Y)

Largest decline over 10 years

-74.80%

-42.50%

-32.30%

Current Drawdown

Current decline from peak

-50.00%

-4.55%

-45.45%

Average Drawdown

Average peak-to-trough decline

-51.04%

-15.53%

-35.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.66%

2.41%

+3.25%

Volatility

GLIN vs. IDV - Volatility Comparison

VanEck Vectors India Growth Leaders ETF (GLIN) has a higher volatility of 7.95% compared to iShares International Select Dividend ETF (IDV) at 6.94%. This indicates that GLIN'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


GLINIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

6.94%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.71%

9.93%

+2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.49%

15.62%

+2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.94%

15.48%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.62%

17.97%

+5.65%