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IDV vs. DRIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDV vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and Global X Autonomous & Electric Vehicles ETF (DRIV). 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 lower than DRIV's 42.27% 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%

DRIV

1D
-1.04%
1M
12.34%
YTD
42.27%
6M
41.87%
1Y
92.43%
3Y*
21.80%
5Y*
9.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. DRIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IDV
iShares International Select Dividend ETF
12.32%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-12.03%
DRIV
Global X Autonomous & Electric Vehicles ETF
42.27%30.42%-5.04%26.14%-34.13%27.80%62.76%28.54%-21.49%

Correlation

The correlation between IDV and DRIV is 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2018

0.68

The correlation between IDV and DRIV shifts across timeframes, from 0.55 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

IDV vs. DRIV - Sectors Allocation Comparison


Sectors
IDV
DRIV

Financial Services

30.1%

-

Energy

15.6%

-

Utilities

11.8%

-

Communication Services

10.0%
5.4%

Consumer Cyclical

9.6%
26.8%

Consumer Defensive

7.2%

-

Industrials

6.7%
19.4%

Basic Materials

5.8%
14.4%

Real Estate

2.4%

-

Technology

0.9%
34.0%

Healthcare

-

-

Financial Services

IDV
30.1%
DRIV

-

Energy

IDV
15.6%
DRIV

-

Utilities

IDV
11.8%
DRIV

-

Communication Services

IDV
10.0%
DRIV
5.4%

Consumer Cyclical

IDV
9.6%
DRIV
26.8%

Consumer Defensive

IDV
7.2%
DRIV

-

Industrials

IDV
6.7%
DRIV
19.4%

Basic Materials

IDV
5.8%
DRIV
14.4%

Real Estate

IDV
2.4%
DRIV

-

Technology

IDV
0.9%
DRIV
34.0%

Healthcare

IDV

-

DRIV

-

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Return for Risk

IDV vs. DRIV — 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

DRIV
DRIV Risk / Return Rank: 9292
Overall Rank
DRIV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 9191
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8787
Omega Ratio Rank
DRIV Calmar Ratio Rank: 9393
Calmar Ratio Rank
DRIV Martin Ratio Rank: 9292
Martin Ratio Rank
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. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Global X Autonomous & Electric Vehicles ETF (DRIV). 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.


IDVDRIVDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.52

1.55

-0.03

Calmar ratioReturn relative to maximum drawdown

4.36

6.92

-2.56

Martin ratioReturn relative to average drawdown

16.67

24.10

-7.43

IDV vs. DRIV - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.90, which is comparable to the DRIV Sharpe Ratio of 3.70. The chart below compares the historical Sharpe Ratios of IDV and DRIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IDVDRIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.90

3.70

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.35

+0.42

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

0.54

-0.33

Drawdowns

IDV vs. DRIV - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than DRIV's maximum drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for IDV and DRIV.


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Drawdown Indicators


IDVDRIVDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-41.93%

-28.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-13.43%

+4.91%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-34.18%

+22.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-41.93%

+12.74%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

Current Drawdown

Current decline from peak

-2.80%

-1.04%

-1.76%

Average Drawdown

Average peak-to-trough decline

-15.40%

-15.13%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

3.85%

-1.63%

Volatility

IDV vs. DRIV - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 4.32%, while Global X Autonomous & Electric Vehicles ETF (DRIV) has a volatility of 9.36%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than DRIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDVDRIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

9.36%

-5.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

19.29%

-8.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

25.14%

-12.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.54%

27.07%

-11.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

27.40%

-9.46%

IDV vs. DRIV - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is lower than DRIV's 0.68% expense ratio.


Dividends

IDV vs. DRIV - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.45%, more than DRIV's 0.75% yield.


PositionTTM20252024202320222021202020192018201720162015
DRIV
Global X Autonomous & Electric Vehicles ETF
0.75%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%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 DRIV have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRIV has higher volatility (9.36%) compared to IDV (4.32%). In terms of maximum drawdown, IDV dropped -70.14% vs DRIV's -41.93%.

On 5-year performance, IDV leads with 11.95% vs 9.49% for DRIV. On fees, IDV is cheaper at 0.49% per year. On volatility, IDV has been the lower-risk option at 4.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IDV has performed better with a 11.95% return vs 9.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDV is cheaper with a 0.49% expense ratio, compared with 0.68% for DRIV.

IDV has the higher dividend yield at 4.45%, compared with 0.75% for DRIV.

IDV tracks Dow Jones EPAC Select Dividend, while DRIV tracks Solactive Autonomous & Electric Vehicles Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.49% for IDV and 0.68% for DRIV.

DRIV currently has the higher Sharpe Ratio (3.70 vs 2.90), 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.

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