IDV vs. ASML.AS

Last updated Jun 9, 2026

IDV (iShares International Select Dividend ETF) is Global Equities fund tracking the Dow Jones EPAC Select Dividend, while ASML.AS (ASML Holding NV) is a stock. Over the past 10 years, IDV returned 10.33%/yr vs 34.26%/yr for ASML.AS. At a 0.42 correlation, their price movements are largely independent.

Performance

IDV vs. ASML.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and ASML Holding NV (ASML.AS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IDV is traded in USD, while ASML.AS is traded in EUR. To make them comparable, the ASML.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDV achieves a 10.84% return, which is significantly lower than ASML.AS's 61.28% return. Over the past 10 years, IDV has underperformed ASML.AS with an annualized return of 10.33%, while ASML.AS has yielded a comparatively higher 34.26% annualized return.

IDV

• 1D: 0.23%
• 1M: -2.36%
• YTD: 10.84%
• 6M: 14.01%
• 1Y: 33.84%
• 3Y*: 24.24%
• 5Y*: 11.70%
• 10Y*: 10.33%

ASML.AS

• 1D: 0.97%
• 1M: 11.86%
• YTD: 61.28%
• 6M: 57.53%
• 1Y: 130.51%
• 3Y*: 35.15%
• 5Y*: 21.82%
• 10Y*: 34.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. ASML.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDV iShares International Select Dividend ETF	10.84%	52.16%	4.00%	10.32%	-6.40%	12.00%	-5.94%	23.56%	-10.37%	19.74%
ASML.AS ASML Holding NV	61.28%	55.50%	-5.84%	40.98%	-32.17%	66.56%	65.57%	91.52%	-9.12%	56.88%

Correlation

The correlation between IDV and ASML.AS is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (10Y) Calculated over the trailing 10-year period	0.42
Correlation (All Time) Calculated using the full available price history since Jun 22, 2007	0.42

The correlation between IDV and ASML.AS shifts across timeframes, from 0.27 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IDV vs. ASML.AS — Risk / Return Rank

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

IDV

IDV Risk / Return Rank: 84
IDV Sharpe Ratio Rank: 88
IDV Sortino Ratio Rank: 84
IDV Omega Ratio Rank: 86
IDV Calmar Ratio Rank: 83
IDV Martin Ratio Rank: 82

ASML.AS

ASML.AS Risk / Return Rank: 94
ASML.AS Sharpe Ratio Rank: 95
ASML.AS Sortino Ratio Rank: 93
ASML.AS Omega Ratio Rank: 92
ASML.AS Calmar Ratio Rank: 96
ASML.AS Martin Ratio Rank: 96

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.

IDV vs. ASML.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and ASML Holding NV (ASML.AS). 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.

	IDV	ASML.AS	Difference
Sharpe ratio: Return per unit of total volatility	2.63	3.28	-0.65
Sortino ratio: Return per unit of downside risk	3.42	3.69	-0.26
Omega ratio: Gain probability vs. loss probability	1.47	1.47	0.00
Calmar ratio: Return relative to maximum drawdown	3.99	8.19	-4.20
Martin ratio: Return relative to average drawdown	15.00	20.88	-5.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDV vs. ASML.AS - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.63, which is comparable to the ASML.AS Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of IDV and ASML.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IDV	ASML.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	3.28	-0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.53	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.95	-0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.71	-0.50

Drawdowns

IDV vs. ASML.AS - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than ASML.AS's maximum drawdown of -62.08%. Use the drawdown chart below to compare losses from any high point for IDV and ASML.AS.

Drawdown Indicators

	IDV	ASML.AS	Difference
Max Drawdown Largest peak-to-trough decline	-70.14%	-62.08%	-8.06%
Max Drawdown (1Y) Largest decline over 1 year	-8.52%	-16.24%	+7.72%
Max Drawdown (3Y) Largest decline over 3 years	-11.86%	-44.77%	+32.91%
Max Drawdown (5Y) Largest decline over 5 years	-29.19%	-56.04%	+26.85%
Max Drawdown (10Y) Largest decline over 10 years	-42.50%	-56.04%	+13.54%
Current Drawdown Current decline from peak	-4.08%	0.00%	-4.08%
Average Drawdown Average peak-to-trough decline	-15.39%	-14.20%	-1.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	6.41%	-4.15%

Volatility

IDV vs. ASML.AS - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 3.91%, while ASML Holding NV (ASML.AS) has a volatility of 13.70%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than ASML.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDV	ASML.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.91%	13.70%	-9.79%
Volatility (6M) Calculated over the trailing 6-month period	10.71%	31.71%	-21.00%
Volatility (1Y) Calculated over the trailing 1-year period	12.96%	40.61%	-27.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	40.20%	-24.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.94%	35.39%	-17.45%

Dividends

IDV vs. ASML.AS - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.51%, more than ASML.AS's 0.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASML.AS ASML Holding NV	0.50%	0.71%	0.92%	0.87%	1.28%	0.47%	0.64%	1.19%	1.02%	0.83%	0.98%	0.85%
IDV iShares International Select Dividend ETF	4.51%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%

Frequently Asked Questions

Can I hold both IDV and ASML.AS in my portfolio?

IDV and ASML.AS have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.