IDV vs. AVIV

Last updated Jun 16, 2026

IDV (iShares International Select Dividend ETF) and AVIV (Avantis International Large Cap Value ETF) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while AVIV is a Foreign Large Cap Equities fund actively managed by Avantis. IDV is passively managed, while AVIV is actively managed. Over the past 3 years, IDV returned 24.42%/yr vs 21.08%/yr for AVIV. Their correlation of 0.91 suggests significant overlap in exposure. IDV charges 0.49%/yr vs 0.25%/yr for AVIV.

Performance

IDV vs. AVIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and Avantis International Large Cap Value ETF (AVIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with IDV having a 12.82% return and AVIV slightly lower at 12.69%.

IDV

• 1D: -0.69%
• 1M: -0.26%
• YTD: 12.82%
• 6M: 14.44%
• 1Y: 35.47%
• 3Y*: 24.42%
• 5Y*: 12.20%
• 10Y*: 10.65%

AVIV

• 1D: 0.56%
• 1M: 2.69%
• YTD: 12.69%
• 6M: 13.58%
• 1Y: 32.96%
• 3Y*: 21.08%
• 5Y*: —
• 10Y*: —

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

IDV vs. AVIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IDV iShares International Select Dividend ETF	12.82%	52.16%	4.00%	10.32%	-6.40%	3.34%
AVIV Avantis International Large Cap Value ETF	12.69%	41.80%	4.30%	18.47%	-8.26%	1.83%

Correlation

The correlation between IDV and AVIV is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (All Time) Calculated using the full available price history since Sep 30, 2021	0.91

The correlation between IDV and AVIV has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

IDV vs. AVIV - Sectors Allocation Comparison

Sectors	IDV	AVIV
Financial Services	30.6%	27.3%
Energy	14.8%	13.0%
Utilities	11.5%	0.7%
Communication Services	9.9%	4.7%
Consumer Cyclical	9.9%	10.2%
Consumer Defensive	7.2%	3.2%
Industrials	6.9%	18.5%
Basic Materials	6.3%	12.7%
Real Estate	2.3%	1.0%
Technology	0.9%	4.0%
Healthcare	-	4.7%

Return for Risk

IDV vs. AVIV — Risk / Return Rank

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

IDV

IDV Risk / Return Rank: 87
IDV Sharpe Ratio Rank: 90
IDV Sortino Ratio Rank: 88
IDV Omega Ratio Rank: 89
IDV Calmar Ratio Rank: 85
IDV Martin Ratio Rank: 84

AVIV

AVIV Risk / Return Rank: 75
AVIV Sharpe Ratio Rank: 79
AVIV Sortino Ratio Rank: 78
AVIV Omega Ratio Rank: 78
AVIV Calmar Ratio Rank: 67
AVIV Martin Ratio Rank: 71

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. AVIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Avantis International Large Cap Value ETF (AVIV). 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.

	IDV	AVIV	Difference
Sharpe ratio: Return per unit of total volatility	2.73	2.27	+0.46
Sortino ratio: Return per unit of downside risk	3.57	3.10	+0.47
Omega ratio: Gain probability vs. loss probability	1.50	1.41	+0.08
Calmar ratio: Return relative to maximum drawdown	4.18	3.07	+1.11
Martin ratio: Return relative to average drawdown	15.48	11.98	+3.49

IDV vs. AVIV - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.73, which is comparable to the AVIV Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of IDV and AVIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDV vs. AVIV - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than AVIV's maximum drawdown of -27.69%. Use the drawdown chart below to compare losses from any high point for IDV and AVIV.

Drawdown Indicators

	IDV	AVIV	Difference
Max Drawdown Largest peak-to-trough decline	-70.14%	-27.69%	-42.45%
Max Drawdown (1Y) Largest decline over 1 year	-8.52%	-10.78%	+2.26%
Max Drawdown (3Y) Largest decline over 3 years	-11.86%	-14.13%	+2.27%
Max Drawdown (5Y) Largest decline over 5 years	-29.19%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.50%	—	—
Current Drawdown Current decline from peak	-2.37%	-0.34%	-2.03%
Average Drawdown Average peak-to-trough decline	-15.38%	-5.09%	-10.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	2.76%	-0.46%

Volatility

IDV vs. AVIV - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 4.28%, while Avantis International Large Cap Value ETF (AVIV) has a volatility of 5.15%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than AVIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDV	AVIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.28%	5.15%	-0.87%
Volatility (6M) Calculated over the trailing 6-month period	10.90%	12.32%	-1.42%
Volatility (1Y) Calculated over the trailing 1-year period	13.07%	14.61%	-1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.59%	16.92%	-1.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.93%	16.92%	+1.01%

IDV vs. AVIV - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is higher than AVIV's 0.25% expense ratio.

Dividends

IDV vs. AVIV - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 7.09%, more than AVIV's 3.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVIV Avantis International Large Cap Value ETF	3.92%	3.01%	3.46%	3.64%	2.84%	0.57%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDV iShares International Select Dividend ETF	7.09%	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 AVIV in my portfolio?

IDV and AVIV have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDV or AVIV?

AVIV has higher volatility (5.15%) compared to IDV (4.28%). In terms of maximum drawdown, IDV dropped -70.14% vs AVIV's -27.69%.

Which ETF is better, IDV or AVIV?

On 3-year performance, IDV leads with 24.42% vs 21.08% for AVIV. On fees, AVIV is cheaper at 0.25% per year. On volatility, IDV has been the lower-risk option at 4.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDV or AVIV?

Over the 3-year period, IDV has performed better with a 24.42% return vs 21.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDV or AVIV?

AVIV is cheaper with a 0.25% expense ratio, compared with 0.49% for IDV.

Which ETF pays a higher dividend yield, IDV or AVIV?

IDV has the higher dividend yield at 7.09%, compared with 3.92% for AVIV.

What is the main difference between IDV and AVIV?

IDV is categorized as Global Equities, while AVIV is Foreign Large Cap Equities. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.49% for IDV and 0.25% for AVIV.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.73 vs 2.27), 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.