IDV vs. COPY

Last updated Jul 17, 2026

IDV (iShares International Select Dividend ETF) and COPY (Tweedy, Browne Insider + Value ETF) are both Global Equities funds. IDV is passively managed, while COPY is actively managed. Over the past year, IDV returned 29.18% vs 30.93% for COPY. A 0.77 correlation means they provide meaningful diversification when combined. IDV charges 0.49%/yr vs 0.80%/yr for COPY.

Performance

IDV vs. COPY - Performance Comparison

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

Returns By Period

In the year-to-date period, IDV achieves a 11.69% return, which is significantly lower than COPY's 18.84% return.

IDV

• 1D: -0.16%
• 1M: -1.02%
• 6M: 9.20%
• YTD: 11.69%
• 1Y: 29.18%
• 3Y*: 23.59%
• 5Y*: 12.80%
• 10Y*: 10.13%

COPY

• 1D: 0.95%
• 1M: 2.00%
• 6M: 13.89%
• YTD: 18.84%
• 1Y: 30.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IDV vs. COPY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IDV iShares International Select Dividend ETF	11.69%	52.16%	-0.36%
COPY Tweedy, Browne Insider + Value ETF	18.84%	29.52%	0.05%

Correlation

The correlation between IDV and COPY is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.77

The correlation between IDV and COPY has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.

Return for Risk

IDV vs. COPY — Risk / Return Rank

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

IDV

IDV Risk / Return Rank: 82
IDV Sharpe Ratio Rank: 86
IDV Sortino Ratio Rank: 83
IDV Omega Ratio Rank: 85
IDV Calmar Ratio Rank: 81
IDV Martin Ratio Rank: 73

COPY

COPY Risk / Return Rank: 86
COPY Sharpe Ratio Rank: 89
COPY Sortino Ratio Rank: 90
COPY Omega Ratio Rank: 87
COPY Calmar Ratio Rank: 81
COPY Martin Ratio Rank: 84

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. COPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Tweedy, Browne Insider + Value ETF (COPY). 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	COPY	Difference
Sharpe ratio: Return per unit of total volatility	2.22	2.37	-0.15
Sortino ratio: Return per unit of downside risk	2.98	3.45	-0.47
Omega ratio: Gain probability vs. loss probability	1.40	1.42	-0.02
Calmar ratio: Return relative to maximum drawdown	3.44	3.43	+0.02
Martin ratio: Return relative to average drawdown	10.71	13.14	-2.43

IDV vs. COPY - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.22, which is comparable to the COPY Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of IDV and COPY, 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. COPY - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than COPY's maximum drawdown of -14.05%. Use the drawdown chart below to compare losses from any high point for IDV and COPY.

Drawdown Indicators

	IDV	COPY	Difference
Max Drawdown Largest peak-to-trough decline	-70.14%	-14.05%	-56.09%
Max Drawdown (1Y) Largest decline over 1 year	-8.52%	-9.07%	+0.55%
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	-3.34%	0.00%	-3.34%
Average Drawdown Average peak-to-trough decline	-15.33%	-1.52%	-13.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	2.36%	+0.37%

Volatility

IDV vs. COPY - Volatility Comparison

iShares International Select Dividend ETF (IDV) has a higher volatility of 3.48% compared to Tweedy, Browne Insider + Value ETF (COPY) at 2.50%. This indicates that IDV's price experiences larger fluctuations and is considered to be riskier than COPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDV	COPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.48%	2.50%	+0.98%
Volatility (6M) Calculated over the trailing 6-month period	11.23%	10.24%	+0.99%
Volatility (1Y) Calculated over the trailing 1-year period	13.20%	13.12%	+0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.57%	16.98%	-1.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.61%	16.98%	+0.63%

IDV vs. COPY - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is lower than COPY's 0.80% expense ratio.

Dividends

IDV vs. COPY - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 5.32%, more than COPY's 0.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COPY Tweedy, Browne Insider + Value ETF	0.80%	0.95%	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	5.32%	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 COPY in my portfolio?

IDV and COPY have a correlation of 0.78, 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 COPY?

IDV has higher volatility (3.48%) compared to COPY (2.50%). In terms of maximum drawdown, IDV dropped -70.14% vs COPY's -14.05%.

Which ETF is better, IDV or COPY?

On 1-year performance, COPY leads with 30.93% vs 29.18% for IDV. On fees, IDV is cheaper at 0.49% per year. On volatility, COPY has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDV or COPY?

Over the 1-year period, COPY has performed better with a 30.93% return vs 29.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDV or COPY?

IDV is cheaper with a 0.49% expense ratio, compared with 0.80% for COPY.

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

IDV has the higher dividend yield at 5.32%, compared with 0.80% for COPY.

What is the main difference between IDV and COPY?

They also come from different issuers: iShares and Tweedy, Browne. Their fees differ too: 0.49% for IDV and 0.80% for COPY.

Which has better risk-adjusted returns?

COPY currently has the higher Sharpe Ratio (2.37 vs 2.22), 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.