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IDEV vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDEV and VEA is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

IDEV vs. VEA - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.53%
-2.85%
IDEV
VEA

Key characteristics

Sharpe Ratio

IDEV:

0.52

VEA:

0.30

Sortino Ratio

IDEV:

0.79

VEA:

0.49

Omega Ratio

IDEV:

1.10

VEA:

1.06

Calmar Ratio

IDEV:

0.73

VEA:

0.36

Martin Ratio

IDEV:

2.10

VEA:

1.16

Ulcer Index

IDEV:

3.13%

VEA:

3.32%

Daily Std Dev

IDEV:

12.72%

VEA:

12.98%

Max Drawdown

IDEV:

-34.77%

VEA:

-60.70%

Current Drawdown

IDEV:

-9.04%

VEA:

-10.79%

Returns By Period

In the year-to-date period, IDEV achieves a 3.80% return, which is significantly higher than VEA's 1.07% return.


IDEV

YTD

3.80%

1M

-1.71%

6M

-0.53%

1Y

4.97%

5Y*

5.02%

10Y*

N/A

VEA

YTD

1.07%

1M

-3.53%

6M

-3.50%

1Y

3.87%

5Y*

4.47%

10Y*

5.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IDEV vs. VEA - Expense Ratio Comparison

Both IDEV and VEA have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


IDEV
iShares Core MSCI International Developed Markets ETF
Expense ratio chart for IDEV: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

IDEV vs. VEA - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for IDEV, currently valued at 0.52, compared to the broader market0.002.004.000.520.30
The chart of Sortino ratio for IDEV, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.0010.000.790.49
The chart of Omega ratio for IDEV, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.06
The chart of Calmar ratio for IDEV, currently valued at 0.73, compared to the broader market0.005.0010.0015.000.730.36
The chart of Martin ratio for IDEV, currently valued at 2.10, compared to the broader market0.0020.0040.0060.0080.00100.002.101.16
IDEV
VEA

The current IDEV Sharpe Ratio is 0.52, which is higher than the VEA Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of IDEV and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.52
0.30
IDEV
VEA

Dividends

IDEV vs. VEA - Dividend Comparison

IDEV's dividend yield for the trailing twelve months is around 3.33%, more than VEA's 1.88% yield.


TTM20232022202120202019201820172016201520142013
IDEV
iShares Core MSCI International Developed Markets ETF
3.33%3.06%2.69%3.05%2.00%3.19%3.16%1.54%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
1.88%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%

Drawdowns

IDEV vs. VEA - Drawdown Comparison

The maximum IDEV drawdown since its inception was -34.77%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for IDEV and VEA. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.04%
-10.79%
IDEV
VEA

Volatility

IDEV vs. VEA - Volatility Comparison

The current volatility for iShares Core MSCI International Developed Markets ETF (IDEV) is 3.51%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 3.77%. This indicates that IDEV experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.51%
3.77%
IDEV
VEA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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