IDLV vs. XMU.TO
Compare and contrast key facts about Invesco S&P International Developed Low Volatility ETF (IDLV) and iShares MSCI Min Vol USA Index ETF (XMU.TO).
IDLV and XMU.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDLV is a passively managed fund by Invesco that tracks the performance of the S&P BMI International Developed Low Volatility Index. It was launched on Jan 13, 2012. XMU.TO is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Jul 24, 2012. Both IDLV and XMU.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDLV or XMU.TO.
Correlation
The correlation between IDLV and XMU.TO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IDLV vs. XMU.TO - Performance Comparison
Key characteristics
IDLV:
1.06
XMU.TO:
2.14
IDLV:
1.50
XMU.TO:
3.07
IDLV:
1.18
XMU.TO:
1.43
IDLV:
1.01
XMU.TO:
3.06
IDLV:
2.75
XMU.TO:
10.57
IDLV:
3.90%
XMU.TO:
1.95%
IDLV:
10.08%
XMU.TO:
9.60%
IDLV:
-34.65%
XMU.TO:
-27.31%
IDLV:
-2.81%
XMU.TO:
-2.24%
Returns By Period
In the year-to-date period, IDLV achieves a 6.29% return, which is significantly higher than XMU.TO's 4.02% return. Over the past 10 years, IDLV has underperformed XMU.TO with an annualized return of 3.09%, while XMU.TO has yielded a comparatively higher 10.68% annualized return.
IDLV
6.29%
4.15%
1.83%
9.74%
0.42%
3.09%
XMU.TO
4.02%
2.11%
6.80%
20.52%
7.97%
10.68%
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IDLV vs. XMU.TO - Expense Ratio Comparison
IDLV has a 0.25% expense ratio, which is lower than XMU.TO's 0.33% expense ratio.
Risk-Adjusted Performance
IDLV vs. XMU.TO — Risk-Adjusted Performance Rank
IDLV
XMU.TO
IDLV vs. XMU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Low Volatility ETF (IDLV) and iShares MSCI Min Vol USA Index ETF (XMU.TO). 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.
Dividends
IDLV vs. XMU.TO - Dividend Comparison
IDLV's dividend yield for the trailing twelve months is around 3.20%, more than XMU.TO's 1.13% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDLV Invesco S&P International Developed Low Volatility ETF | 3.20% | 3.41% | 3.59% | 4.69% | 2.99% | 2.31% | 5.48% | 3.94% | 3.05% | 3.92% | 3.93% | 3.25% |
XMU.TO iShares MSCI Min Vol USA Index ETF | 1.13% | 1.17% | 1.37% | 1.14% | 1.04% | 1.64% | 1.40% | 1.44% | 1.55% | 1.78% | 1.40% | 4.84% |
Drawdowns
IDLV vs. XMU.TO - Drawdown Comparison
The maximum IDLV drawdown since its inception was -34.65%, which is greater than XMU.TO's maximum drawdown of -27.31%. Use the drawdown chart below to compare losses from any high point for IDLV and XMU.TO. For additional features, visit the drawdowns tool.
Volatility
IDLV vs. XMU.TO - Volatility Comparison
The current volatility for Invesco S&P International Developed Low Volatility ETF (IDLV) is 2.59%, while iShares MSCI Min Vol USA Index ETF (XMU.TO) has a volatility of 2.85%. This indicates that IDLV experiences smaller price fluctuations and is considered to be less risky than XMU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.