HOLA vs. IDV

Last updated Jul 18, 2026

HOLA (JPMorgan International Hedged Equity Laddered Overlay ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - HOLA is a Equity Hedged fund actively managed by JPMorgan, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. HOLA is actively managed, while IDV is passively managed. Over the past year, HOLA returned 13.85% vs 30.43% for IDV. A 0.70 correlation means they provide meaningful diversification when combined. HOLA charges 0.50%/yr vs 0.49%/yr for IDV.

Performance

HOLA vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Hedged Equity Laddered Overlay ETF (HOLA) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HOLA achieves a 5.36% return, which is significantly lower than IDV's 12.32% return.

HOLA

• 1D: -0.42%
• 1M: 1.53%
• 6M: 1.89%
• YTD: 5.36%
• 1Y: 13.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDV

• 1D: 0.56%
• 1M: 1.01%
• 6M: 9.65%
• YTD: 12.32%
• 1Y: 30.43%
• 3Y*: 23.60%
• 5Y*: 12.93%
• 10Y*: 10.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HOLA vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025
HOLA JPMorgan International Hedged Equity Laddered Overlay ETF	5.36%	7.60%
IDV iShares International Select Dividend ETF	12.32%	15.46%

Correlation

The correlation between HOLA and IDV is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.70

The correlation between HOLA and IDV has been stable across timeframes, ranging from 0.69 to 0.70 - a consistent structural relationship.

HOLA vs. IDV - Sectors Allocation Comparison

Sectors	HOLA	IDV
Financial Services	25.7%	33.3%
Industrials	18.5%	6.5%
Technology	12.2%	0.8%
Healthcare	10.1%	-
Consumer Cyclical	8.3%	8.6%
Consumer Defensive	6.6%	7.4%
Basic Materials	5.4%	5.7%
Communication Services	4.4%	9.3%
Utilities	4.3%	11.9%
Energy	3.4%	13.6%
Real Estate	1.0%	2.0%

Return for Risk

HOLA vs. IDV — Risk / Return Rank

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

HOLA

HOLA Risk / Return Rank: 52
HOLA Sharpe Ratio Rank: 53
HOLA Sortino Ratio Rank: 54
HOLA Omega Ratio Rank: 50
HOLA Calmar Ratio Rank: 50
HOLA Martin Ratio Rank: 51

IDV

IDV Risk / Return Rank: 84
IDV Sharpe Ratio Rank: 88
IDV Sortino Ratio Rank: 85
IDV Omega Ratio Rank: 87
IDV Calmar Ratio Rank: 83
IDV Martin Ratio Rank: 76

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.

HOLA vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Hedged Equity Laddered Overlay ETF (HOLA) 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.

	HOLA	IDV	Difference
Sharpe ratio: Return per unit of total volatility	1.40	2.32	-0.92
Sortino ratio: Return per unit of downside risk	2.05	3.09	-1.04
Omega ratio: Gain probability vs. loss probability	1.25	1.42	-0.17
Calmar ratio: Return relative to maximum drawdown	1.99	3.59	-1.60
Martin ratio: Return relative to average drawdown	6.62	11.14	-4.52

HOLA vs. IDV - Sharpe Ratio Comparison

The current HOLA Sharpe Ratio is 1.40, which is lower than the IDV Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of HOLA 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.

Drawdowns

HOLA vs. IDV - Drawdown Comparison

The maximum HOLA drawdown since its inception was -6.99%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for HOLA and IDV.

Drawdown Indicators

	HOLA	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-6.99%	-70.14%	+63.15%
Max Drawdown (1Y) Largest decline over 1 year	-6.99%	-8.52%	+1.53%
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 Drawdown Current decline from peak	-1.47%	-2.80%	+1.33%
Average Drawdown Average peak-to-trough decline	-1.41%	-15.33%	+13.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	2.74%	-0.64%

Volatility

HOLA vs. IDV - Volatility Comparison

JPMorgan International Hedged Equity Laddered Overlay ETF (HOLA) has a higher volatility of 3.93% compared to iShares International Select Dividend ETF (IDV) at 3.53%. This indicates that HOLA'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.

Volatility by Period

	HOLA	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.93%	3.53%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	8.05%	11.16%	-3.11%
Volatility (1Y) Calculated over the trailing 1-year period	9.93%	13.20%	-3.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.92%	15.56%	-5.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.92%	17.61%	-7.69%

HOLA vs. IDV - Expense Ratio Comparison

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

Dividends

HOLA vs. IDV - Dividend Comparison

HOLA's dividend yield for the trailing twelve months is around 2.87%, less than IDV's 5.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HOLA JPMorgan International Hedged Equity Laddered Overlay ETF	2.87%	3.02%	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	5.29%	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

Can I hold both HOLA and IDV in my portfolio?

HOLA and IDV have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HOLA or IDV?

HOLA has higher volatility (3.93%) compared to IDV (3.53%). In terms of maximum drawdown, HOLA dropped -6.99% vs IDV's -70.14%.

Which ETF is better, HOLA or IDV?

On 1-year performance, IDV leads with 30.43% vs 13.85% for HOLA. On fees, IDV is cheaper at 0.49% per year. On volatility, IDV has been the lower-risk option at 3.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HOLA or IDV?

Over the 1-year period, IDV has performed better with a 30.43% return vs 13.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HOLA or IDV?

IDV is cheaper with a 0.49% expense ratio, compared with 0.50% for HOLA.

Which ETF pays a higher dividend yield, HOLA or IDV?

IDV has the higher dividend yield at 5.29%, compared with 2.87% for HOLA.

What is the main difference between HOLA and IDV?

HOLA is categorized as Equity Hedged, while IDV is Global Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.50% for HOLA and 0.49% for IDV.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.32 vs 1.40), 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.