IDRV vs. MCD
IDRV (iShares Self-Driving EV and Tech ETF) is Technology Equities fund tracking the NYSE FactSet Global Autonomous Driving and Electric Vehicle Index, while MCD (McDonald's Corporation) is a stock. Over the past 5 years, IDRV returned -3.11%/yr vs 5.74%/yr for MCD. At a 0.29 correlation, their price movements are largely independent.
Performance
IDRV vs. MCD - Performance Comparison
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Returns By Period
In the year-to-date period, IDRV achieves a 0.80% return, which is significantly higher than MCD's -9.28% return.
IDRV
- 1D
- -0.68%
- 1M
- -10.56%
- YTD
- 0.80%
- 6M
- -1.27%
- 1Y
- 25.43%
- 3Y*
- 1.85%
- 5Y*
- -3.11%
- 10Y*
- —
MCD
- 1D
- 0.82%
- 1M
- -2.31%
- YTD
- -9.28%
- 6M
- -11.51%
- 1Y
- -3.75%
- 3Y*
- 0.46%
- 5Y*
- 5.74%
- 10Y*
- 11.30%
IDRV vs. MCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IDRV iShares Self-Driving EV and Tech ETF | 0.80% | 32.24% | -16.05% | 7.83% | -36.37% | 26.99% | 59.46% | 7.24% |
MCD McDonald's Corporation | -9.28% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 4.95% |
Correlation
The correlation between IDRV and MCD is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2019 | 0.29 |
Over the past year, the correlation between IDRV and MCD has dropped to 0.01 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
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Return for Risk
IDRV vs. MCD — Risk / Return Rank
IDRV
MCD
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.
| IDRV | MCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.98 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | -0.19 | +1.79 |
| Martin ratioReturn relative to average drawdown | 5.59 | -0.47 | +6.06 |
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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
| IDRV | MCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.00% | -73.20% | +20.20% |
Max Drawdown (1Y)Largest decline over 1 year | -15.94% | -19.82% | +3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -44.00% | -19.82% | -24.18% |
Max Drawdown (5Y)Largest decline over 5 years | -53.00% | -19.82% | -33.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.90% | — |
Current DrawdownCurrent decline from peak | -25.84% | -18.70% | -7.14% |
Average DrawdownAverage peak-to-trough decline | -22.35% | -14.90% | -7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 8.00% | -3.44% |
Volatility
IDRV vs. MCD - Volatility Comparison
iShares Self-Driving EV and Tech ETF (IDRV) has a higher volatility of 11.44% compared to McDonald's Corporation (MCD) at 5.87%. This indicates that IDRV's price experiences larger fluctuations and is considered to be riskier 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
| IDRV | MCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.44% | 5.87% | +5.57% |
Volatility (6M)Calculated over the trailing 6-month period | 21.52% | 12.42% | +9.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.57% | 16.89% | +9.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.08% | 17.35% | +10.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.25% | 20.44% | +7.81% |
Dividends
IDRV vs. MCD - Dividend Comparison
IDRV's dividend yield for the trailing twelve months is around 1.69%, less than MCD's 2.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDRV iShares Self-Driving EV and Tech ETF | 1.69% | 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 | 2.68% | 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 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDRV has higher volatility (11.44%) compared to MCD (5.87%). In terms of maximum drawdown, IDRV dropped -53.00% vs MCD's -73.20%.
IDRV currently has the higher Sharpe Ratio (0.97 vs -0.22), 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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