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IDV vs. EWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDV vs. EWM

Last updated Jun 13, 2026

IDV (iShares International Select Dividend ETF) and EWM (iShares MSCI Malaysia ETF) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while EWM is a Asia Pacific Equities fund tracking the MSCI Malaysia Index. Both are passively managed. Over the past 10 years, IDV returned 10.92%/yr vs 2.79%/yr for EWM. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.49% expense ratio.

Performance

IDV vs. EWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and iShares MSCI Malaysia ETF (EWM). 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 13.60% return, which is significantly higher than EWM's 2.89% return. Over the past 10 years, IDV has outperformed EWM with an annualized return of 10.92%, while EWM has yielded a comparatively lower 2.79% annualized return.

IDV

1D
0.31%
1M
-0.71%
YTD
13.60%
6M
15.83%
1Y
35.03%
3Y*
25.11%
5Y*
12.17%
10Y*
10.92%

EWM

1D
0.25%
1M
-6.82%
YTD
2.89%
6M
6.00%
1Y
19.03%
3Y*
14.97%
5Y*
4.69%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. EWM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDV
iShares International Select Dividend ETF		13.60%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%
EWM
iShares MSCI Malaysia ETF		2.89%15.74%19.46%-3.61%-6.00%-7.40%3.12%-1.41%-6.28%24.25%

Correlation

The correlation between IDV and EWM is 0.56, 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

0.56

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

0.49

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

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2007

0.62

The correlation between IDV and EWM shifts across timeframes, from 0.49 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.

IDV vs. EWM - Sectors Allocation Comparison

Sectors
IDV
EWM

Financial Services

30.1%
46.6%

Energy

15.6%
3.9%

Utilities

11.8%
10.8%

Communication Services

10.0%
6.6%

Consumer Cyclical

9.6%
1.1%

Consumer Defensive

7.2%
7.3%

Industrials

6.7%
11.1%

Basic Materials

5.8%
8.9%

Real Estate

2.4%

-

Technology

0.9%

-

Healthcare

-

3.8%

Financial Services

IDV
30.1%
EWM
46.6%

Energy

IDV
15.6%
EWM
3.9%

Utilities

IDV
11.8%
EWM
10.8%

Communication Services

IDV
10.0%
EWM
6.6%

Consumer Cyclical

IDV
9.6%
EWM
1.1%

Consumer Defensive

IDV
7.2%
EWM
7.3%

Industrials

IDV
6.7%
EWM
11.1%

Basic Materials

IDV
5.8%
EWM
8.9%

Real Estate

IDV
2.4%
EWM

-

Technology

IDV
0.9%
EWM

-

Healthcare

IDV

-

EWM
3.8%

Compare stocks, funds, or ETFs

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iShares International Select Dividend ETF

iShares MSCI Malaysia ETF

Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVY
Often compared with EWM:
EWM vs. EIDOEWM vs. EWYEWM vs. EWTEWM vs. EPIEWM vs. AAXJEWM vs. VOOEWM vs. SCHD

Return for Risk

IDV vs. EWM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDV
IDV Risk / Return Rank: 8888
Overall Rank
IDV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8888
Sortino Ratio Rank
IDV Omega Ratio Rank: 8989
Omega Ratio Rank
IDV Calmar Ratio Rank: 8585
Calmar Ratio Rank
IDV Martin Ratio Rank: 8585
Martin Ratio Rank
EWM
EWM Risk / Return Rank: 4444
Overall Rank
EWM Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
EWM Sortino Ratio Rank: 4343
Sortino Ratio Rank
EWM Omega Ratio Rank: 4141
Omega Ratio Rank
EWM Calmar Ratio Rank: 4848
Calmar Ratio Rank
EWM Martin Ratio Rank: 4646
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. EWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and iShares MSCI Malaysia ETF (EWM). 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.

IDVEWMDifference
Sharpe ratioReturn per unit of total volatility
2.69
1.36

+1.34

Sortino ratioReturn per unit of downside risk
3.52
1.92

+1.60

Omega ratioGain probability vs. loss probability

1.49

1.24

+0.25

Calmar ratioReturn relative to maximum drawdown

4.13

2.09

+2.04

Martin ratioReturn relative to average drawdown

15.32

6.65

+8.67

IDV vs. EWM - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.69, which is higher than the EWM Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of IDV and EWM, 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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Drawdowns

IDV vs. EWM - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, smaller than the maximum EWM drawdown of -89.19%. Use the drawdown chart below to compare losses from any high point for IDV and EWM.

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Drawdown Indicators

IDVEWMDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-89.19%

+19.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-9.14%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-21.31%

+9.45%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-22.76%

-6.43%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

-43.81%

+1.31%

Current Drawdown

Current decline from peak

-1.70%

-9.08%

+7.38%

Average Drawdown

Average peak-to-trough decline

-15.38%

-31.80%

+16.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.87%

-0.57%

Volatility

IDV vs. EWM - Volatility Comparison

iShares International Select Dividend ETF (IDV) has a higher volatility of 4.24% compared to iShares MSCI Malaysia ETF (EWM) at 3.97%. This indicates that IDV's price experiences larger fluctuations and is considered to be riskier than EWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDVEWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

3.97%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

10.95%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

14.10%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

13.72%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

16.27%

+1.65%

IDV vs. EWM - Expense Ratio Comparison

Both IDV and EWM have an expense ratio of 0.49%.

Dividends

IDV vs. EWM - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.40%, more than EWM's 3.32% yield.

PositionTTM20252024202320222021202020192018201720162015
EWM
iShares MSCI Malaysia ETF		3.32%3.41%3.32%3.47%3.00%6.48%1.89%2.91%3.84%5.58%5.97%37.54%
IDV
iShares International Select Dividend ETF		4.40%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 EWM have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDV has higher volatility (4.24%) compared to EWM (3.97%). In terms of maximum drawdown, IDV dropped -70.14% vs EWM's -89.19%.

On 10-year performance, IDV leads with 10.92% vs 2.79% for EWM. Both ETFs have the same 0.49% expense ratio. On volatility, EWM has been the lower-risk option at 3.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IDV has performed better with a 10.92% return vs 2.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDV and EWM have the same expense ratio: 0.49% per year.

IDV has the higher dividend yield at 4.40%, compared with 3.32% for EWM.

IDV is categorized as Global Equities, while EWM is Asia Pacific Equities. IDV tracks Dow Jones EPAC Select Dividend, while EWM tracks MSCI Malaysia Index.

IDV currently has the higher Sharpe Ratio (2.69 vs 1.36), 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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