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HAIL vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HAIL vs. IDV

Last updated Jun 24, 2026

HAIL (SPDR S&P Kensho Smart Mobility ETF) and IDV (iShares International Select Dividend ETF) are both Global Equities funds - HAIL tracks the S&P Kensho Smart Transportation Index while IDV tracks the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 5 years, HAIL returned -7.00%/yr vs 11.78%/yr for IDV. A 0.59 correlation means they provide meaningful diversification when combined. HAIL charges 0.45%/yr vs 0.49%/yr for IDV.

Performance

HAIL vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Smart Mobility ETF (HAIL) 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, HAIL achieves a 16.75% return, which is significantly higher than IDV's 9.00% return.

HAIL

1D
-3.39%
1M
-4.49%
YTD
16.75%
6M
13.47%
1Y
36.55%
3Y*
9.90%
5Y*
-7.00%
10Y*
—

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)

HAIL vs. IDV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HAIL
SPDR S&P Kensho Smart Mobility ETF		16.75%19.62%-6.98%9.65%-45.72%1.95%84.33%30.63%-19.96%-0.65%
IDV
iShares International Select Dividend ETF		9.00%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%0.78%

Correlation

The correlation between HAIL and IDV is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2017

0.59

The correlation between HAIL and IDV shifts across timeframes, from 0.48 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

HAIL vs. IDV - Sectors Allocation Comparison

Sectors
HAIL
IDV

Technology

39.4%
0.9%

Consumer Cyclical

32.6%
9.9%

Industrials

21.0%
6.9%

Communication Services

4.8%
9.9%

Financial Services

3.1%
30.6%

Basic Materials

1.2%
6.3%

Energy

1.1%
14.8%

Consumer Defensive

-

7.2%

Healthcare

-

-

Real Estate

-

2.3%

Utilities

-

11.5%

Technology

HAIL
39.4%
IDV
0.9%

Consumer Cyclical

HAIL
32.6%
IDV
9.9%

Industrials

HAIL
21.0%
IDV
6.9%

Communication Services

HAIL
4.8%
IDV
9.9%

Financial Services

HAIL
3.1%
IDV
30.6%

Basic Materials

HAIL
1.2%
IDV
6.3%

Energy

HAIL
1.1%
IDV
14.8%

Consumer Defensive

HAIL

-

IDV
7.2%

Healthcare

HAIL

-

IDV

-

Real Estate

HAIL

-

IDV
2.3%

Utilities

HAIL

-

IDV
11.5%

Compare stocks, funds, or ETFs

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

SPDR S&P Kensho Smart Mobility ETF

iShares International Select Dividend ETF

Often compared with HAIL:
HAIL vs. IDRVHAIL vs. KARSHAIL vs. TIMEHAIL vs. MOTOHAIL vs. DRIVHAIL vs. VOOHAIL vs. ^GSPC
Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVY

Return for Risk

HAIL vs. IDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HAIL
HAIL Risk / Return Rank: 3636
Overall Rank
HAIL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
HAIL Sortino Ratio Rank: 3434
Sortino Ratio Rank
HAIL Omega Ratio Rank: 3232
Omega Ratio Rank
HAIL Calmar Ratio Rank: 4242
Calmar Ratio Rank
HAIL Martin Ratio Rank: 3838
Martin Ratio Rank
IDV
IDV Risk / Return Rank: 7373
Overall Rank
IDV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 7171
Sortino Ratio Rank
IDV Omega Ratio Rank: 7575
Omega Ratio Rank
IDV Calmar Ratio Rank: 7373
Calmar Ratio Rank
IDV Martin Ratio Rank: 7171
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.

HAIL vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Smart Mobility ETF (HAIL) 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.

HAILIDVDifference
Sharpe ratioReturn per unit of total volatility
1.19
2.32

-1.13

Sortino ratioReturn per unit of downside risk
1.71
3.08

-1.37

Omega ratioGain probability vs. loss probability

1.21

1.42

-0.21

Calmar ratioReturn relative to maximum drawdown

1.97

3.59

-1.62

Martin ratioReturn relative to average drawdown

5.59

12.85

-7.26

HAIL vs. IDV - Sharpe Ratio Comparison

The current HAIL Sharpe Ratio is 1.19, which is lower than the IDV Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of HAIL 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

HAIL vs. IDV - Drawdown Comparison

The maximum HAIL drawdown since its inception was -65.98%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for HAIL and IDV.

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Drawdown Indicators

HAILIDVDifference

Max Drawdown

Largest peak-to-trough decline

-65.98%

-70.14%

+4.16%

Max Drawdown (1Y)

Largest decline over 1 year

-18.64%

-8.52%

-10.12%

Max Drawdown (3Y)

Largest decline over 3 years

-40.96%

-11.86%

-29.10%

Max Drawdown (5Y)

Largest decline over 5 years

-63.01%

-29.19%

-33.82%

Max Drawdown (10Y)

Largest decline over 10 years

—

-42.50%

—

Current Drawdown

Current decline from peak

-38.42%

-5.67%

-32.75%

Average Drawdown

Average peak-to-trough decline

-31.61%

-15.36%

-16.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.56%

2.37%

+4.19%

Volatility

HAIL vs. IDV - Volatility Comparison

SPDR S&P Kensho Smart Mobility ETF (HAIL) has a higher volatility of 13.59% compared to iShares International Select Dividend ETF (IDV) at 3.96%. This indicates that HAIL'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

HAILIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.59%

3.96%

+9.63%

Volatility (6M)

Calculated over the trailing 6-month period

24.74%

11.11%

+13.63%

Volatility (1Y)

Calculated over the trailing 1-year period

30.90%

13.18%

+17.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.16%

15.59%

+16.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.87%

17.70%

+14.17%

HAIL vs. IDV - Expense Ratio Comparison

HAIL has a 0.45% expense ratio, which is lower than IDV's 0.49% expense ratio.

Dividends

HAIL vs. IDV - Dividend Comparison

HAIL's dividend yield for the trailing twelve months is around 1.64%, less than IDV's 5.45% yield.

PositionTTM20252024202320222021202020192018201720162015
HAIL
SPDR S&P Kensho Smart Mobility ETF		1.64%2.00%2.98%2.62%2.09%1.36%0.52%1.17%2.54%0.00%0.00%0.00%
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

HAIL and IDV have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAIL has higher volatility (13.59%) compared to IDV (3.96%). In terms of maximum drawdown, HAIL dropped -65.98% vs IDV's -70.14%.

On 5-year performance, IDV leads with 11.78% vs -7.00% for HAIL. On fees, HAIL is cheaper at 0.45% 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.

Over the 5-year period, IDV has performed better with a 11.78% return vs -7.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HAIL is cheaper with a 0.45% expense ratio, compared with 0.49% for IDV.

IDV has the higher dividend yield at 5.45%, compared with 1.64% for HAIL.

HAIL tracks S&P Kensho Smart Transportation Index, while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: State Street and iShares. Their fees differ too: 0.45% for HAIL and 0.49% for IDV.

IDV currently has the higher Sharpe Ratio (2.32 vs 1.19), 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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