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HIGH.L vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HIGH.L vs. IDV

Last updated Jun 5, 2026

HIGH.L (iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - HIGH.L is a European High Yield Bonds fund tracking the Bloomberg Pan Euro HY Euro TR EUR, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 5 years, HIGH.L returned 2.71%/yr vs 13.01%/yr for IDV. At a 0.44 correlation, their price movements are largely independent. HIGH.L charges 0.50%/yr vs 0.49%/yr for IDV.

Performance

HIGH.L vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HIGH.L is traded in EUR, while IDV is traded in USD. To make them comparable, the IDV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, HIGH.L achieves a 1.03% return, which is significantly lower than IDV's 13.70% return.

HIGH.L

1D
0.13%
1M
0.90%
YTD
1.03%
6M
1.37%
1Y
3.20%
3Y*
6.34%
5Y*
2.71%
10Y*
—

IDV

1D
-0.05%
1M
0.26%
YTD
13.70%
6M
15.52%
1Y
34.40%
3Y*
21.91%
5Y*
13.01%
10Y*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIGH.L vs. IDV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HIGH.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)		1.03%4.81%5.78%11.51%-9.32%2.82%1.10%9.76%-3.46%0.37%
IDV
iShares International Select Dividend ETF		13.70%34.10%10.86%7.01%-0.60%20.37%-13.69%26.35%-6.16%0.44%

Correlation

The correlation between HIGH.L and IDV is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.30

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

0.36

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

0.40

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2017

0.44

The correlation between HIGH.L and IDV shifts across timeframes, from 0.30 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

HIGH.L vs. IDV - Sectors Allocation Comparison

Sectors
HIGH.L
IDV

Financial Services

100.0%
30.1%

Basic Materials

-

5.8%

Communication Services

-

10.0%

Consumer Cyclical

-

9.6%

Consumer Defensive

-

7.2%

Energy

-

15.6%

Healthcare

-

-

Industrials

-

6.7%

Real Estate

-

2.4%

Technology

-

0.9%

Utilities

-

11.8%

Financial Services

HIGH.L
100.0%
IDV
30.1%

Basic Materials

HIGH.L

-

IDV
5.8%

Communication Services

HIGH.L

-

IDV
10.0%

Consumer Cyclical

HIGH.L

-

IDV
9.6%

Consumer Defensive

HIGH.L

-

IDV
7.2%

Energy

HIGH.L

-

IDV
15.6%

Healthcare

HIGH.L

-

IDV

-

Industrials

HIGH.L

-

IDV
6.7%

Real Estate

HIGH.L

-

IDV
2.4%

Technology

HIGH.L

-

IDV
0.9%

Utilities

HIGH.L

-

IDV
11.8%

Compare stocks, funds, or ETFs

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

iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)

iShares International Select Dividend ETF

Often compared with HIGH.L:
HIGH.L vs. SGOVHIGH.L vs. ARCCHIGH.L vs. EUNW.DEHIGH.L vs. SPYIHIGH.L vs. JEPQHIGH.L vs. SPYHIGH.L vs. IEAA.L
Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVY

Return for Risk

HIGH.L vs. IDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HIGH.L
HIGH.L Risk / Return Rank: 2727
Overall Rank
HIGH.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HIGH.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
HIGH.L Omega Ratio Rank: 2727
Omega Ratio Rank
HIGH.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
HIGH.L Martin Ratio Rank: 3232
Martin Ratio Rank
IDV
IDV Risk / Return Rank: 8484
Overall Rank
IDV Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDV Omega Ratio Rank: 8686
Omega Ratio Rank
IDV Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDV Martin Ratio Rank: 8383
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.

HIGH.L vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) 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.

HIGH.LIDVDifference
Sharpe ratioReturn per unit of total volatility
0.92
3.19

-2.27

Sortino ratioReturn per unit of downside risk
1.47
4.21

-2.74

Omega ratioGain probability vs. loss probability

1.18

1.60

-0.42

Calmar ratioReturn relative to maximum drawdown

1.11

5.23

-4.12

Martin ratioReturn relative to average drawdown

4.65

21.70

-17.05

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HIGH.L vs. IDV - Sharpe Ratio Comparison

The current HIGH.L Sharpe Ratio is 0.92, which is lower than the IDV Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of HIGH.L 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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Sharpe Ratios by Period

HIGH.LIDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

3.19

-2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

1.02

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.30

+0.07

Drawdowns

HIGH.L vs. IDV - Drawdown Comparison

The maximum HIGH.L drawdown since its inception was -25.42%, smaller than the maximum IDV drawdown of -65.73%. Use the drawdown chart below to compare losses from any high point for HIGH.L and IDV.

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Drawdown Indicators

HIGH.LIDVDifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-65.73%

+40.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-6.61%

+3.73%

Max Drawdown (3Y)

Largest decline over 3 years

-3.70%

-12.78%

+9.08%

Max Drawdown (5Y)

Largest decline over 5 years

-14.64%

-18.92%

+4.28%

Max Drawdown (10Y)

Largest decline over 10 years

—

-42.12%

—

Current Drawdown

Current decline from peak

-0.14%

-2.65%

+2.51%

Average Drawdown

Average peak-to-trough decline

-2.72%

-12.35%

+9.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

1.59%

-0.90%

Volatility

HIGH.L vs. IDV - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) is 1.09%, while iShares International Select Dividend ETF (IDV) has a volatility of 3.37%. This indicates that HIGH.L 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.

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Volatility by Period

HIGH.LIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

3.37%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

9.04%

-6.13%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

10.84%

-7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.32%

12.77%

-7.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.15%

16.57%

-9.42%

HIGH.L vs. IDV - Expense Ratio Comparison

HIGH.L has a 0.50% expense ratio, which is higher than IDV's 0.49% expense ratio.

Dividends

HIGH.L vs. IDV - Dividend Comparison

HIGH.L has not paid dividends to shareholders, while IDV's dividend yield for the trailing twelve months is around 4.45%.

PositionTTM20252024202320222021202020192018201720162015
HIGH.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)		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		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

HIGH.L and IDV have a correlation of 0.30, 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 HIGH.L.

HIGH.L is categorized as European High Yield Bonds, while IDV is Global Equities. HIGH.L tracks Bloomberg Pan Euro HY Euro TR EUR, while IDV tracks Dow Jones EPAC Select Dividend. Their fees differ too: 0.50% for HIGH.L and 0.49% for IDV.

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