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IDRV vs. MCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDRV vs. MCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Self-Driving EV and Tech ETF (IDRV) and McDonald's Corporation (MCD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDRV achieves a -2.90% return, which is significantly higher than MCD's -9.42% return.


IDRV

1D
-1.00%
1M
-11.00%
6M
-7.06%
YTD
-2.90%
1Y
14.64%
3Y*
-3.96%
5Y*
-3.37%
10Y*

MCD

1D
3.21%
1M
-5.03%
6M
-10.29%
YTD
-9.42%
1Y
-6.29%
3Y*
-0.14%
5Y*
5.50%
10Y*
10.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDRV vs. MCD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IDRV
iShares Self-Driving EV and Tech ETF
-2.90%32.24%-16.05%7.83%-36.37%26.99%59.46%7.24%
MCD
McDonald's Corporation
-9.42%7.89%0.14%15.06%0.51%27.79%11.30%4.95%

Correlation

The correlation between IDRV and MCD is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2019

0.28

The correlation between IDRV and MCD shifts across timeframes, from -0.02 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IDRV vs. MCD — Risk / Return Rank

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

IDRV
IDRV Risk / Return Rank: 2121
Overall Rank
IDRV Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IDRV Sortino Ratio Rank: 2020
Sortino Ratio Rank
IDRV Omega Ratio Rank: 2020
Omega Ratio Rank
IDRV Calmar Ratio Rank: 2121
Calmar Ratio Rank
IDRV Martin Ratio Rank: 2424
Martin Ratio Rank

MCD
MCD Risk / Return Rank: 2929
Overall Rank
MCD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MCD Sortino Ratio Rank: 2525
Sortino Ratio Rank
MCD Omega Ratio Rank: 2525
Omega Ratio Rank
MCD Calmar Ratio Rank: 3535
Calmar Ratio Rank
MCD Martin Ratio Rank: 3131
Martin Ratio Rank
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.

IDRV vs. MCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Self-Driving EV and Tech ETF (IDRV) and McDonald's Corporation (MCD). 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.


IDRVMCDDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.12

0.96

+0.16

Calmar ratioReturn relative to maximum drawdown

0.75

-0.29

+1.05

Martin ratioReturn relative to average drawdown

2.34

-0.68

+3.02

IDRV vs. MCD - Sharpe Ratio Comparison

The current IDRV Sharpe Ratio is 0.55, which is higher than the MCD Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of IDRV and MCD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IDRV vs. MCD - Drawdown Comparison

The maximum IDRV drawdown since its inception was -53.00%, smaller than the maximum MCD drawdown of -73.20%. Use the drawdown chart below to compare losses from any high point for IDRV and MCD.


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Drawdown Indicators


IDRVMCDDifference

Max Drawdown

Largest peak-to-trough decline

-53.00%

-73.20%

+20.20%

Max Drawdown (1Y)

Largest decline over 1 year

-19.49%

-21.47%

+1.98%

Max Drawdown (3Y)

Largest decline over 3 years

-44.00%

-21.47%

-22.53%

Max Drawdown (5Y)

Largest decline over 5 years

-53.00%

-21.47%

-31.53%

Max Drawdown (10Y)

Largest decline over 10 years

-36.90%

Current Drawdown

Current decline from peak

-28.55%

-18.83%

-9.72%

Average Drawdown

Average peak-to-trough decline

-22.40%

-14.90%

-7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.27%

9.25%

-2.98%

Volatility

IDRV vs. MCD - Volatility Comparison

The current volatility for iShares Self-Driving EV and Tech ETF (IDRV) is 7.80%, while McDonald's Corporation (MCD) has a volatility of 8.51%. This indicates that IDRV experiences smaller price fluctuations and is considered to be less risky than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDRVMCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

8.51%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

22.15%

14.01%

+8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

26.74%

17.91%

+8.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.17%

17.63%

+10.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.23%

20.53%

+7.70%

Dividends

IDRV vs. MCD - Dividend Comparison

IDRV's dividend yield for the trailing twelve months is around 1.75%, less than MCD's 2.69% yield.


PositionTTM20252024202320222021202020192018201720162015
IDRV
iShares Self-Driving EV and Tech ETF
1.75%1.70%2.68%2.17%2.29%1.12%0.69%1.29%0.00%0.00%0.00%0.00%
MCD
McDonald's Corporation
2.69%2.35%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%

Frequently Asked Questions


IDRV and MCD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MCD has higher volatility (8.51%) compared to IDRV (7.80%). In terms of maximum drawdown, IDRV dropped -53.00% vs MCD's -73.20%.

IDRV currently has the higher Sharpe Ratio (0.55 vs -0.35), 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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