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

Correlation

The correlation between IDEV and VOO is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IDEV vs. VOO - 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 S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
74.39%
169.70%
IDEV
VOO

Key characteristics

Sharpe Ratio

IDEV:

0.69

VOO:

0.54

Sortino Ratio

IDEV:

1.08

VOO:

0.88

Omega Ratio

IDEV:

1.15

VOO:

1.13

Calmar Ratio

IDEV:

0.89

VOO:

0.55

Martin Ratio

IDEV:

2.81

VOO:

2.27

Ulcer Index

IDEV:

4.23%

VOO:

4.55%

Daily Std Dev

IDEV:

17.20%

VOO:

19.19%

Max Drawdown

IDEV:

-34.77%

VOO:

-33.99%

Current Drawdown

IDEV:

-0.52%

VOO:

-9.90%

Returns By Period

In the year-to-date period, IDEV achieves a 10.11% return, which is significantly higher than VOO's -5.74% return.


IDEV

YTD

10.11%

1M

1.36%

6M

6.20%

1Y

12.65%

5Y*

12.19%

10Y*

N/A

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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IDEV vs. VOO - Expense Ratio Comparison

IDEV has a 0.05% expense ratio, which is higher than VOO'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%.


Expense ratio chart for IDEV: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDEV: 0.05%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

IDEV vs. VOO — Risk-Adjusted Performance Rank

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

IDEV
The Risk-Adjusted Performance Rank of IDEV is 7171
Overall Rank
The Sharpe Ratio Rank of IDEV is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of IDEV is 6969
Sortino Ratio Rank
The Omega Ratio Rank of IDEV is 6767
Omega Ratio Rank
The Calmar Ratio Rank of IDEV is 8080
Calmar Ratio Rank
The Martin Ratio Rank of IDEV is 7070
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDEV vs. VOO - 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 S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for IDEV, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.00
IDEV: 0.69
VOO: 0.54
The chart of Sortino ratio for IDEV, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.00
IDEV: 1.08
VOO: 0.88
The chart of Omega ratio for IDEV, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
IDEV: 1.15
VOO: 1.13
The chart of Calmar ratio for IDEV, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.00
IDEV: 0.89
VOO: 0.55
The chart of Martin ratio for IDEV, currently valued at 2.81, compared to the broader market0.0020.0040.0060.00
IDEV: 2.81
VOO: 2.27

The current IDEV Sharpe Ratio is 0.69, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of IDEV and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.69
0.54
IDEV
VOO

Dividends

IDEV vs. VOO - Dividend Comparison

IDEV's dividend yield for the trailing twelve months is around 3.00%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
IDEV
iShares Core MSCI International Developed Markets ETF
3.00%3.30%3.06%2.69%3.05%2.00%3.19%3.16%1.54%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

IDEV vs. VOO - Drawdown Comparison

The maximum IDEV drawdown since its inception was -34.77%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IDEV and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.52%
-9.90%
IDEV
VOO

Volatility

IDEV vs. VOO - Volatility Comparison

The current volatility for iShares Core MSCI International Developed Markets ETF (IDEV) is 11.47%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that IDEV experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.47%
13.96%
IDEV
VOO