IDV vs. BDVL

Last updated Apr 2, 2026

Compare and contrast key facts about iShares International Select Dividend ETF (IDV) and iShares Disciplined Volatility Equity Active ETF (BDVL).

IDV and BDVL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDV is a passively managed fund by iShares that tracks the performance of the Dow Jones EPAC Select Dividend. It was launched on Jun 11, 2007. BDVL is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Minimum Volatility Index. It was launched on Sep 12, 2025. Both IDV and BDVL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

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.

IDV vs. BDVL - Yearly Performance Comparison

	2026 (YTD)	2025
IDV iShares International Select Dividend ETF	8.60%	8.76%
BDVL iShares Disciplined Volatility Equity Active ETF	0.34%	1.97%

Returns By Period

In the year-to-date period, IDV achieves a 8.60% return, which is significantly higher than BDVL's 0.34% return.

IDV

• 1D: 0.19%
• 1M: -2.98%
• YTD: 8.60%
• 6M: 18.79%
• 1Y: 44.44%
• 3Y*: 22.95%
• 5Y*: 12.75%
• 10Y*: 10.20%

BDVL

• 1D: 0.97%
• 1M: -3.97%
• YTD: 0.34%
• 6M: 2.38%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IDV vs. BDVL - Expense Ratio Comparison

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

IDV

iShares International Select Dividend ETF

BDVL

iShares Disciplined Volatility Equity Active ETF

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: 96
IDV Sharpe Ratio Rank: 97
IDV Sortino Ratio Rank: 97
IDV Omega Ratio Rank: 97
IDV Calmar Ratio Rank: 95
IDV 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. 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.

	IDV	BDVL	Difference
Sharpe ratio Return per unit of total volatility	2.86	—	—
Sortino ratio Return per unit of downside risk	3.56	—	—
Omega ratio Gain probability vs. loss probability	1.58	—	—
Calmar ratio Return relative to maximum drawdown	4.18	—	—
Martin ratio Return relative to average drawdown	18.52	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IDV	BDVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.86	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.46	-0.25

Correlation

The correlation between IDV and BDVL is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IDV vs. BDVL - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.60%, more than BDVL's 2.78% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDV iShares International Select Dividend ETF	4.60%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
BDVL iShares Disciplined Volatility Equity Active ETF	2.78%	2.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	IDV	BDVL	Difference
Max Drawdown Largest peak-to-trough decline	-70.14%	-7.71%	-62.43%
Max Drawdown (1Y) Largest decline over 1 year	-10.76%	—	—
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	-4.37%	-4.53%	+0.16%
Average Drawdown Average peak-to-trough decline	-15.53%	-1.20%	-14.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.43%	—	—

Volatility

Volatility by Period

	IDV	BDVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.99%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.93%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.61%	9.35%	+6.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.48%	9.35%	+6.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.96%	9.35%	+8.61%