ICPY vs. IDEV
ICPY (Tweedy, Browne International Insider + Value ETF) and IDEV (iShares Core MSCI International Developed Markets ETF) are both Foreign Large Cap Equities funds. ICPY is actively managed, while IDEV is passively managed. A 0.79 correlation means they provide meaningful diversification when combined. ICPY charges 0.80%/yr vs 0.05%/yr for IDEV.
Performance
ICPY vs. IDEV - Performance Comparison
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Returns By Period
In the year-to-date period, ICPY achieves a 17.30% return, which is significantly higher than IDEV's 9.99% return.
ICPY
- 1D
- 0.51%
- 1M
- 2.06%
- 6M
- 13.08%
- YTD
- 17.30%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDEV
- 1D
- -0.69%
- 1M
- -0.49%
- 6M
- 6.42%
- YTD
- 9.99%
- 1Y
- 22.52%
- 3Y*
- 16.42%
- 5Y*
- 9.36%
- 10Y*
- —
ICPY vs. IDEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ICPY Tweedy, Browne International Insider + Value ETF | 17.30% | 13.79% |
IDEV iShares Core MSCI International Developed Markets ETF | 9.99% | 6.11% |
Correlation
The correlation between ICPY and IDEV is 0.79, 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 Sep 10, 2025 | 0.79 |
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Return for Risk
ICPY vs. IDEV — Risk / Return Rank
ICPY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDEV
ICPY vs. IDEV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne International Insider + Value ETF (ICPY) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.
| ICPY | IDEV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.02 | — |
| Martin ratioReturn relative to average drawdown | — | 7.86 | — |
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Drawdowns
ICPY vs. IDEV - Drawdown Comparison
The maximum ICPY drawdown since its inception was -8.86%, smaller than the maximum IDEV drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for ICPY and IDEV.
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Drawdown Indicators
| ICPY | IDEV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.86% | -34.77% | +25.91% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.20% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.41% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.15% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.20% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -1.53% | -6.50% | +4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.87% | — |
Volatility
ICPY vs. IDEV - Volatility Comparison
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Volatility by Period
| ICPY | IDEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.66% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.97% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 15.10% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 16.34% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 17.25% | -2.48% |
ICPY vs. IDEV - Expense Ratio Comparison
ICPY has a 0.80% expense ratio, which is higher than IDEV's 0.05% expense ratio.
Dividends
ICPY vs. IDEV - Dividend Comparison
ICPY's dividend yield for the trailing twelve months is around 3.89%, more than IDEV's 3.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ICPY Tweedy, Browne International Insider + Value ETF | 3.89% | 4.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDEV iShares Core MSCI International Developed Markets ETF | 3.21% | 3.40% | 3.30% | 3.07% | 2.69% | 3.05% | 2.00% | 3.18% | 3.16% | 1.54% |
Frequently Asked Questions
ICPY and IDEV have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDEV is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDEV is cheaper with a 0.05% expense ratio, compared with 0.80% for ICPY.
ICPY has the higher dividend yield at 3.89%, compared with 3.21% for IDEV.
They also come from different issuers: Tweedy, Browne and iShares. Their fees differ too: 0.80% for ICPY and 0.05% for IDEV.
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