IDEV vs. BND
IDEV (iShares Core MSCI International Developed Markets ETF) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - IDEV is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Investable Market Index, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 5 years, IDEV returned 8.52%/yr vs 0.03%/yr for BND. At a 0.11 correlation, their price movements are largely independent. IDEV charges 0.05%/yr vs 0.03%/yr for BND.
Performance
IDEV vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, IDEV achieves a 9.59% return, which is significantly higher than BND's 0.52% return.
IDEV
- 1D
- 0.42%
- 1M
- 0.95%
- YTD
- 9.59%
- 6M
- 11.02%
- 1Y
- 22.16%
- 3Y*
- 17.03%
- 5Y*
- 8.52%
- 10Y*
- —
BND
- 1D
- -0.12%
- 1M
- 0.42%
- YTD
- 0.52%
- 6M
- 0.91%
- 1Y
- 4.40%
- 3Y*
- 4.17%
- 5Y*
- 0.03%
- 10Y*
- 1.58%
IDEV vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDEV iShares Core MSCI International Developed Markets ETF | 9.59% | 32.56% | 4.54% | 17.36% | -14.99% | 13.00% | 8.32% | 23.12% | -14.10% | 17.43% |
BND Vanguard Total Bond Market ETF | 0.52% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 2.83% |
Correlation
The correlation between IDEV and BND is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2017 | 0.11 |
Over the past year, IDEV and BND have become more correlated (0.43) than their long-term average of 0.11, meaning their price movements have been converging.
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Return for Risk
IDEV vs. BND — Risk / Return Rank
IDEV
BND
IDEV vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI International Developed Markets ETF (IDEV) and Vanguard Total Bond Market ETF (BND). 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.
| IDEV | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.65 | +0.34 |
| Martin ratioReturn relative to average drawdown | 7.76 | 4.81 | +2.96 |
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Drawdowns
IDEV vs. BND - Drawdown Comparison
The maximum IDEV drawdown since its inception was -34.77%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for IDEV and BND.
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Drawdown Indicators
| IDEV | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.77% | -18.58% | -16.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -2.68% | -8.52% |
Max Drawdown (3Y)Largest decline over 3 years | -13.41% | -5.92% | -7.49% |
Max Drawdown (5Y)Largest decline over 5 years | -29.15% | -17.91% | -11.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.58% | — |
Current DrawdownCurrent decline from peak | -0.37% | -2.12% | +1.75% |
Average DrawdownAverage peak-to-trough decline | -6.55% | -3.06% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 0.92% | +1.95% |
Volatility
IDEV vs. BND - Volatility Comparison
iShares Core MSCI International Developed Markets ETF (IDEV) has a higher volatility of 5.30% compared to Vanguard Total Bond Market ETF (BND) at 1.28%. This indicates that IDEV's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDEV | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 1.28% | +4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.73% | 2.74% | +9.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 3.75% | +11.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.35% | 6.03% | +10.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 5.53% | +11.76% |
IDEV vs. BND - Expense Ratio Comparison
IDEV has a 0.05% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IDEV vs. BND - Dividend Comparison
IDEV's dividend yield for the trailing twelve months is around 3.11%, less than BND's 3.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
IDEV iShares Core MSCI International Developed Markets ETF | 3.11% | 3.40% | 3.30% | 3.07% | 2.69% | 3.05% | 2.00% | 3.18% | 3.16% | 1.54% | 0.00% | 0.00% |
Frequently Asked Questions
IDEV and BND have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDEV has higher volatility (5.30%) compared to BND (1.28%). In terms of maximum drawdown, IDEV dropped -34.77% vs BND's -18.58%.
On 5-year performance, IDEV leads with 8.52% vs 0.03% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IDEV has performed better with a 8.52% return vs 0.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BND is cheaper with a 0.03% expense ratio, compared with 0.05% for IDEV.
BND has the higher dividend yield at 3.96%, compared with 3.11% for IDEV.
IDEV is categorized as Foreign Large Cap Equities, while BND is Total Bond Market. IDEV tracks MSCI World ex USA Investable Market Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.05% for IDEV and 0.03% for BND.
IDEV currently has the higher Sharpe Ratio (1.48 vs 1.18), 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.
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