GTPE vs. IDV
GTPE (Goldman Sachs MSCI World Private Equity Return Tracker ETF) and IDV (iShares International Select Dividend ETF) are both Global Equities funds - GTPE tracks the MSCI World Private Equity Return Tracker Index while IDV tracks the Dow Jones EPAC Select Dividend. Both are passively managed. A 0.59 correlation means they provide meaningful diversification when combined. GTPE charges 0.50%/yr vs 0.49%/yr for IDV.
Performance
GTPE vs. IDV - Performance Comparison
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Returns By Period
In the year-to-date period, GTPE achieves a 18.27% return, which is significantly higher than IDV's 9.89% return.
GTPE
- 1D
- 0.03%
- 1M
- 1.77%
- 6M
- 15.75%
- YTD
- 18.27%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDV
- 1D
- 0.38%
- 1M
- -2.96%
- 6M
- 9.12%
- YTD
- 9.89%
- 1Y
- 26.88%
- 3Y*
- 23.94%
- 5Y*
- 12.27%
- 10Y*
- 9.98%
GTPE vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF | 18.27% | 2.96% |
IDV iShares International Select Dividend ETF | 9.89% | 8.46% |
Correlation
The correlation between GTPE and IDV is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | 0.59 |
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Return for Risk
GTPE vs. IDV — Risk / Return Rank
GTPE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDV
GTPE vs. IDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MSCI World Private Equity Return Tracker ETF (GTPE) 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.
| GTPE | IDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.13 | — |
| Martin ratioReturn relative to average drawdown | — | 9.88 | — |
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Drawdowns
GTPE vs. IDV - Drawdown Comparison
The maximum GTPE drawdown since its inception was -8.91%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for GTPE and IDV.
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Drawdown Indicators
| GTPE | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.91% | -70.14% | +61.23% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.52% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.50% | — |
Current DrawdownCurrent decline from peak | -1.39% | -4.90% | +3.51% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -15.34% | +13.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.69% | — |
Volatility
GTPE vs. IDV - Volatility Comparison
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Volatility by Period
| GTPE | IDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.04% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.20% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 13.23% | +4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 15.56% | +2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 17.61% | +0.43% |
GTPE vs. IDV - Expense Ratio Comparison
GTPE has a 0.50% expense ratio, which is higher than IDV's 0.49% expense ratio.
Dividends
GTPE vs. IDV - Dividend Comparison
GTPE has not paid dividends to shareholders, while IDV's dividend yield for the trailing twelve months is around 5.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTPE Goldman Sachs MSCI World Private Equity Return Tracker ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDV iShares International Select Dividend ETF | 5.41% | 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
GTPE and IDV have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDV is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDV is cheaper with a 0.49% expense ratio, compared with 0.50% for GTPE.
IDV has the higher dividend yield at 5.41%, compared with 0.00% for GTPE.
GTPE tracks MSCI World Private Equity Return Tracker Index, while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.50% for GTPE and 0.49% for IDV.
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