IDEV vs. ML

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Core MSCI International Developed Markets ETF (IDEV) and MoneyLion Inc. (ML).

IDEV is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Investable Market Index. It was launched on Mar 21, 2017.

Performance

IDEV vs. ML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI International Developed Markets ETF (IDEV) and MoneyLion Inc. (ML). The values are adjusted to include any dividend payments, if applicable.

IDEV vs. ML - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IDEV iShares Core MSCI International Developed Markets ETF	1.32%	32.56%	4.54%	17.36%	-14.99%	13.00%	13.99%
ML MoneyLion Inc.	0.00%	-0.13%	37.20%	237.04%	-84.62%	-64.34%	15.31%

Returns By Period

IDEV

• 1D: 3.16%
• 1M: -7.78%
• YTD: 1.32%
• 6M: 6.19%
• 1Y: 25.70%
• 3Y*: 15.12%
• 5Y*: 8.28%
• 10Y*: —

ML

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

IDEV vs. ML — Risk / Return Rank

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

IDEV

IDEV Risk / Return Rank: 83
IDEV Sharpe Ratio Rank: 82
IDEV Sortino Ratio Rank: 83
IDEV Omega Ratio Rank: 83
IDEV Calmar Ratio Rank: 82
IDEV Martin Ratio Rank: 82

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.

IDEV vs. ML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI International Developed Markets ETF (IDEV) and MoneyLion Inc. (ML). 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.

	IDEV	ML	Difference
Sharpe ratio Return per unit of total volatility	1.51	—	—
Sortino ratio Return per unit of downside risk	2.11	—	—
Omega ratio Gain probability vs. loss probability	1.31	—	—
Calmar ratio Return relative to maximum drawdown	2.21	—	—
Martin ratio Return relative to average drawdown	8.73	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IDEV	ML	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	—	—

Correlation

The correlation between IDEV and ML is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IDEV vs. ML - Dividend Comparison

IDEV's dividend yield for the trailing twelve months is around 3.36%, while ML has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDEV iShares Core MSCI International Developed Markets ETF	3.36%	3.40%	3.30%	3.07%	2.69%	3.05%	2.00%	3.18%	3.16%	1.54%
ML MoneyLion Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	IDEV	ML	Difference
Max Drawdown Largest peak-to-trough decline	-34.77%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.20%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.15%	—	—
Current Drawdown Current decline from peak	-7.89%	—	—
Average Drawdown Average peak-to-trough decline	-6.64%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	—	—

Volatility

Volatility by Period

	IDEV	ML	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.65%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.90%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.11%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.26%	—	—