IDV vs. DIV

Last updated Jun 12, 2026

IDV (iShares International Select Dividend ETF) and DIV (Global X SuperDividend U.S. ETF) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while DIV is a Mid Cap Value Equities fund tracking the Indxx SuperDividend® U.S. Low Volatility Index. Both are passively managed. Over the past 10 years, IDV returned 10.72%/yr vs 4.23%/yr for DIV. A 0.63 correlation means they provide meaningful diversification when combined. IDV charges 0.49%/yr vs 0.45%/yr for DIV.

Performance

IDV vs. DIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and Global X SuperDividend U.S. ETF (DIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with IDV having a 13.24% return and DIV slightly higher at 13.71%. Over the past 10 years, IDV has outperformed DIV with an annualized return of 10.72%, while DIV has yielded a comparatively lower 4.23% annualized return.

IDV

• 1D: 2.21%
• 1M: -0.80%
• YTD: 13.24%
• 6M: 14.83%
• 1Y: 35.93%
• 3Y*: 25.31%
• 5Y*: 12.10%
• 10Y*: 10.72%

DIV

• 1D: 0.10%
• 1M: -0.17%
• YTD: 13.71%
• 6M: 12.70%
• 1Y: 15.27%
• 3Y*: 11.83%
• 5Y*: 5.17%
• 10Y*: 4.23%

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

IDV vs. DIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDV iShares International Select Dividend ETF	13.24%	52.16%	4.00%	10.32%	-6.40%	12.00%	-5.94%	23.56%	-10.37%	19.74%
DIV Global X SuperDividend U.S. ETF	13.71%	3.10%	11.27%	-1.73%	-3.92%	30.60%	-22.85%	14.50%	-6.60%	9.90%

Correlation

The correlation between IDV and DIV is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.62
Correlation (All Time) Calculated using the full available price history since Mar 12, 2013	0.63

The correlation between IDV and DIV shifts across timeframes, from 0.49 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.

IDV vs. DIV - Sectors Allocation Comparison

Sectors	IDV	DIV
Financial Services	30.1%	3.9%
Energy	15.6%	21.5%
Utilities	11.8%	12.0%
Communication Services	10.0%	6.3%
Consumer Cyclical	9.6%	3.5%
Consumer Defensive	7.2%	13.4%
Industrials	6.7%	11.5%
Basic Materials	5.8%	4.6%
Real Estate	2.4%	19.8%
Technology	0.9%	-
Healthcare	-	3.6%

Return for Risk

IDV vs. DIV — Risk / Return Rank

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

IDV

IDV Risk / Return Rank: 90
IDV Sharpe Ratio Rank: 92
IDV Sortino Ratio Rank: 90
IDV Omega Ratio Rank: 90
IDV Calmar Ratio Rank: 87
IDV Martin Ratio Rank: 87

DIV

DIV Risk / Return Rank: 56
DIV Sharpe Ratio Rank: 52
DIV Sortino Ratio Rank: 53
DIV Omega Ratio Rank: 47
DIV Calmar Ratio Rank: 70
DIV Martin Ratio Rank: 55

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. DIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Global X SuperDividend U.S. ETF (DIV). 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	DIV	Difference
Sharpe ratio: Return per unit of total volatility	2.76	1.49	+1.27
Sortino ratio: Return per unit of downside risk	3.60	2.14	+1.46
Omega ratio: Gain probability vs. loss probability	1.50	1.25	+0.25
Calmar ratio: Return relative to maximum drawdown	4.24	2.93	+1.31
Martin ratio: Return relative to average drawdown	15.72	8.13	+7.58

IDV vs. DIV - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.76, which is higher than the DIV Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of IDV and DIV, 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. DIV - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than DIV's maximum drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for IDV and DIV.

Drawdown Indicators

	IDV	DIV	Difference
Max Drawdown Largest peak-to-trough decline	-70.14%	-52.74%	-17.40%
Max Drawdown (1Y) Largest decline over 1 year	-8.52%	-5.23%	-3.29%
Max Drawdown (3Y) Largest decline over 3 years	-11.86%	-12.33%	+0.47%
Max Drawdown (5Y) Largest decline over 5 years	-29.19%	-21.14%	-8.05%
Max Drawdown (10Y) Largest decline over 10 years	-42.50%	-52.74%	+10.24%
Current Drawdown Current decline from peak	-2.01%	-1.40%	-0.61%
Average Drawdown Average peak-to-trough decline	-15.38%	-7.02%	-8.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	1.88%	+0.41%

Volatility

IDV vs. DIV - Volatility Comparison

iShares International Select Dividend ETF (IDV) has a higher volatility of 4.24% compared to Global X SuperDividend U.S. ETF (DIV) at 3.15%. This indicates that IDV's price experiences larger fluctuations and is considered to be riskier than DIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDV	DIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	3.15%	+1.09%
Volatility (6M) Calculated over the trailing 6-month period	10.91%	7.07%	+3.84%
Volatility (1Y) Calculated over the trailing 1-year period	13.10%	10.31%	+2.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.59%	13.69%	+1.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.93%	17.98%	-0.05%

IDV vs. DIV - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is higher than DIV's 0.45% expense ratio.

Dividends

IDV vs. DIV - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.41%, less than DIV's 6.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIV Global X SuperDividend U.S. ETF	6.65%	7.30%	5.74%	7.13%	6.62%	5.24%	8.01%	7.65%	7.08%	5.92%	6.78%	8.44%
IDV iShares International Select Dividend ETF	4.41%	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 DIV in my portfolio?

IDV and DIV have a correlation of 0.49, 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 DIV?

IDV has higher volatility (4.24%) compared to DIV (3.15%). In terms of maximum drawdown, IDV dropped -70.14% vs DIV's -52.74%.

Which ETF is better, IDV or DIV?

On 10-year performance, IDV leads with 10.72% vs 4.23% for DIV. On fees, DIV is cheaper at 0.45% per year. On volatility, DIV has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDV or DIV?

Over the 10-year period, IDV has performed better with a 10.72% return vs 4.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDV or DIV?

DIV is cheaper with a 0.45% expense ratio, compared with 0.49% for IDV.

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

DIV has the higher dividend yield at 6.65%, compared with 4.41% for IDV.

What is the main difference between IDV and DIV?

IDV is categorized as Global Equities, while DIV is Mid Cap Value Equities. IDV tracks Dow Jones EPAC Select Dividend, while DIV tracks Indxx SuperDividend® U.S. Low Volatility Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.49% for IDV and 0.45% for DIV.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.76 vs 1.49), 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.