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HDAW vs. IDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HDAW and IDV is 0.70, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

HDAW vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI All World ex US High Dividend Yield Equity ETF (HDAW) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

50.00%55.00%60.00%65.00%70.00%75.00%NovemberDecember2025FebruaryMarchApril
53.31%
77.13%
HDAW
IDV

Key characteristics

Returns By Period


HDAW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IDV

YTD

16.21%

1M

1.77%

6M

10.76%

1Y

19.59%

5Y*

13.52%

10Y*

4.83%

*Annualized

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


HDAW vs. IDV - Expense Ratio Comparison

HDAW has a 0.20% expense ratio, which is lower than IDV's 0.49% expense ratio.


IDV
iShares International Select Dividend ETF
Expense ratio chart for IDV: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDV: 0.49%
Expense ratio chart for HDAW: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HDAW: 0.20%

Risk-Adjusted Performance

HDAW vs. IDV — Risk-Adjusted Performance Rank

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

HDAW
The Risk-Adjusted Performance Rank of HDAW is 3737
Overall Rank
The Sharpe Ratio Rank of HDAW is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of HDAW is 3333
Sortino Ratio Rank
The Omega Ratio Rank of HDAW is 3131
Omega Ratio Rank
The Calmar Ratio Rank of HDAW is 5858
Calmar Ratio Rank
The Martin Ratio Rank of HDAW is 3232
Martin Ratio Rank

IDV
The Risk-Adjusted Performance Rank of IDV is 8989
Overall Rank
The Sharpe Ratio Rank of IDV is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of IDV is 8888
Sortino Ratio Rank
The Omega Ratio Rank of IDV is 8989
Omega Ratio Rank
The Calmar Ratio Rank of IDV is 9393
Calmar Ratio Rank
The Martin Ratio Rank of IDV is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HDAW vs. IDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI All World ex US High Dividend Yield Equity ETF (HDAW) 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.


Sharpe ratio
The chart of Sharpe ratio for HDAW, currently valued at 1.14, compared to the broader market-1.000.001.002.003.004.00
HDAW: 1.14
IDV: 1.39
The chart of Sortino ratio for HDAW, currently valued at 1.83, compared to the broader market-2.000.002.004.006.008.00
HDAW: 1.83
IDV: 1.88
The chart of Omega ratio for HDAW, currently valued at 1.42, compared to the broader market0.501.001.502.002.50
HDAW: 1.42
IDV: 1.26
The chart of Calmar ratio for HDAW, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.00
HDAW: 1.29
IDV: 1.89
The chart of Martin ratio for HDAW, currently valued at 3.92, compared to the broader market0.0020.0040.0060.00
HDAW: 3.92
IDV: 4.95


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.14
1.39
HDAW
IDV

Dividends

HDAW vs. IDV - Dividend Comparison

HDAW has not paid dividends to shareholders, while IDV's dividend yield for the trailing twelve months is around 5.44%.


TTM20242023202220212020201920182017201620152014
HDAW
Xtrackers MSCI All World ex US High Dividend Yield Equity ETF
2.20%2.68%4.85%1.35%4.84%4.27%3.95%4.02%4.09%1.42%0.11%0.00%
IDV
iShares International Select Dividend ETF
5.44%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.53%4.70%5.08%6.03%

Drawdowns

HDAW vs. IDV - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.69%
-0.19%
HDAW
IDV

Volatility

HDAW vs. IDV - Volatility Comparison

The current volatility for Xtrackers MSCI All World ex US High Dividend Yield Equity ETF (HDAW) is 0.00%, while iShares International Select Dividend ETF (IDV) has a volatility of 10.40%. This indicates that HDAW experiences smaller price fluctuations and is considered to be less risky than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril0
10.40%
HDAW
IDV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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