IDEQ vs. BKIE
IDEQ (Lazard International Dynamic Equity ETF) and BKIE (BNY Mellon International Equity ETF) are both Foreign Large Cap Equities funds. IDEQ is actively managed, while BKIE is passively managed. Their correlation of 0.90 suggests significant overlap in exposure. IDEQ charges 0.40%/yr vs 0.04%/yr for BKIE.
Performance
IDEQ vs. BKIE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IDEQ achieves a 15.58% return, which is significantly higher than BKIE's 8.20% return.
IDEQ
- 1D
- -3.09%
- 1M
- 1.29%
- YTD
- 15.58%
- 6M
- 15.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BKIE
- 1D
- -1.71%
- 1M
- 0.06%
- YTD
- 8.20%
- 6M
- 7.80%
- 1Y
- 22.90%
- 3Y*
- 17.32%
- 5Y*
- 9.19%
- 10Y*
- —
IDEQ vs. BKIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDEQ Lazard International Dynamic Equity ETF | 15.58% | 12.10% |
BKIE BNY Mellon International Equity ETF | 8.20% | 6.99% |
Correlation
The correlation between IDEQ and BKIE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 29, 2025 | 0.90 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDEQ vs. BKIE — Risk / Return Rank
IDEQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BKIE
IDEQ vs. BKIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Dynamic Equity ETF (IDEQ) and BNY Mellon International Equity ETF (BKIE). 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.
| IDEQ | BKIE | 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 | — | 7.76 | — |
Loading charts...
Drawdowns
IDEQ vs. BKIE - Drawdown Comparison
The maximum IDEQ drawdown since its inception was -12.95%, smaller than the maximum BKIE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for IDEQ and BKIE.
Loading charts...
Drawdown Indicators
| IDEQ | BKIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.95% | -28.19% | +15.24% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.41% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.19% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.19% | — |
Current DrawdownCurrent decline from peak | -3.09% | -1.87% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -2.07% | -4.94% | +2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.96% | — |
Volatility
IDEQ vs. BKIE - Volatility Comparison
Loading charts...
Volatility by Period
| IDEQ | BKIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.96% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.84% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.48% | 15.14% | +4.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.48% | 16.21% | +3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 16.37% | +3.11% |
IDEQ vs. BKIE - Expense Ratio Comparison
IDEQ has a 0.40% expense ratio, which is higher than BKIE's 0.04% expense ratio.
Dividends
IDEQ vs. BKIE - Dividend Comparison
IDEQ's dividend yield for the trailing twelve months is around 1.34%, less than BKIE's 3.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BKIE BNY Mellon International Equity ETF | 3.27% | 3.12% | 3.31% | 2.88% | 2.97% | 2.58% | 1.49% |
IDEQ Lazard International Dynamic Equity ETF | 1.34% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, IDEQ and BKIE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, BKIE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BKIE is cheaper with a 0.04% expense ratio, compared with 0.40% for IDEQ.
BKIE has the higher dividend yield at 3.27%, compared with 1.34% for IDEQ.
They also come from different issuers: Lazard and BNY Mellon. Their fees differ too: 0.40% for IDEQ and 0.04% for BKIE.
Find the right allocation for IDEQ and BKIE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer