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IDV vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDV vs. BDVL

Last updated Jun 4, 2026

IDV (iShares International Select Dividend ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds from iShares - IDV tracks the Dow Jones EPAC Select Dividend while BDVL tracks the MSCI ACWI Minimum Volatility Index. Both are passively managed. A 0.67 correlation means they provide meaningful diversification when combined. IDV charges 0.49%/yr vs 0.40%/yr for BDVL.

Performance

IDV vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDV achieves a 12.32% return, which is significantly higher than BDVL's 4.71% return.

IDV

1D
-1.09%
1M
0.90%
YTD
12.32%
6M
15.21%
1Y
36.98%
3Y*
25.10%
5Y*
11.95%
10Y*
10.28%

BDVL

1D
-0.44%
1M
0.91%
YTD
4.71%
6M
5.43%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
IDV
iShares International Select Dividend ETF		12.32%8.76%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.71%1.97%

Correlation

The correlation between IDV and BDVL is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 16, 2025

0.67

IDV vs. BDVL - Sectors Allocation Comparison

Sectors
IDV
BDVL

Financial Services

30.1%
13.9%

Energy

15.6%
2.8%

Utilities

11.8%
4.8%

Communication Services

10.0%
10.7%

Consumer Cyclical

9.6%
8.5%

Consumer Defensive

7.2%
6.3%

Industrials

6.7%
15.4%

Basic Materials

5.8%
2.6%

Real Estate

2.4%
1.0%

Technology

0.9%
23.0%

Healthcare

-

11.1%

Financial Services

IDV
30.1%
BDVL
13.9%

Energy

IDV
15.6%
BDVL
2.8%

Utilities

IDV
11.8%
BDVL
4.8%

Communication Services

IDV
10.0%
BDVL
10.7%

Consumer Cyclical

IDV
9.6%
BDVL
8.5%

Consumer Defensive

IDV
7.2%
BDVL
6.3%

Industrials

IDV
6.7%
BDVL
15.4%

Basic Materials

IDV
5.8%
BDVL
2.6%

Real Estate

IDV
2.4%
BDVL
1.0%

Technology

IDV
0.9%
BDVL
23.0%

Healthcare

IDV

-

BDVL
11.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares International Select Dividend ETF

iShares Disciplined Volatility Equity Active ETF

Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVY
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. VTBDVL vs. DFAWBDVL vs. UFOBDVL vs. AVGVBDVL vs. IVESBDVL vs. PAWZ

Return for Risk

IDV vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDV
IDV Risk / Return Rank: 8383
Overall Rank
IDV Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDV Omega Ratio Rank: 8484
Omega Ratio Rank
IDV Calmar Ratio Rank: 8181
Calmar Ratio Rank
IDV Martin Ratio Rank: 8282
Martin Ratio Rank
BDVL
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. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

IDVBDVLDifference
Sharpe ratioReturn per unit of total volatility
2.90

—

—

Sortino ratioReturn per unit of downside risk
3.75

—

—

Omega ratioGain probability vs. loss probability

1.52

—

—

Calmar ratioReturn relative to maximum drawdown

4.36

—

—

Martin ratioReturn relative to average drawdown

16.67

—

—

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. BDVL - Sharpe Ratio Comparison

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Sharpe Ratios by Period

IDVBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.90

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

1.01

-0.80

Drawdowns

IDV vs. BDVL - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for IDV and BDVL.

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Drawdown Indicators

IDVBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-7.71%

-62.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

—

—

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

-2.80%

-0.95%

-1.85%

Average Drawdown

Average peak-to-trough decline

-15.40%

-1.19%

-14.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

—

—

Volatility

IDV vs. BDVL - Volatility Comparison

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Volatility by Period

IDVBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

9.49%

+3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.54%

9.49%

+6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

9.49%

+8.45%

IDV vs. BDVL - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

IDV vs. BDVL - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.45%, more than BDVL's 2.66% yield.

PositionTTM20252024202320222021202020192018201720162015
BDVL
iShares Disciplined Volatility Equity Active ETF		2.66%2.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDV
iShares International Select Dividend ETF		4.45%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

IDV and BDVL have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDVL is cheaper with a 0.40% expense ratio, compared with 0.49% for IDV.

IDV has the higher dividend yield at 4.45%, compared with 2.66% for BDVL.

IDV tracks Dow Jones EPAC Select Dividend, while BDVL tracks MSCI ACWI Minimum Volatility Index. Their fees differ too: 0.49% for IDV and 0.40% for BDVL.

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