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IDV vs. FWD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDV vs. FWD

Last updated Jun 4, 2026

IDV (iShares International Select Dividend ETF) and FWD (AB Disruptors ETF) are both Global Equities funds. IDV is passively managed, while FWD is actively managed. Over the past 3 years, IDV returned 25.10%/yr vs 39.48%/yr for FWD. At a 0.46 correlation, their price movements are largely independent. IDV charges 0.49%/yr vs 0.65%/yr for FWD.

Performance

IDV vs. FWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and AB Disruptors ETF (FWD). 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 FWD's 40.11% 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%

FWD

1D
-0.27%
1M
14.15%
YTD
40.11%
6M
39.78%
1Y
75.95%
3Y*
39.48%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. FWD - Yearly Performance Comparison

2026 (YTD)202520242023
IDV
iShares International Select Dividend ETF		12.32%52.16%4.00%10.69%
FWD
AB Disruptors ETF		40.11%32.00%29.23%25.66%

Correlation

The correlation between IDV and FWD 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

0.46

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2023

0.46

IDV vs. FWD - Sectors Allocation Comparison

Sectors
IDV
FWD

Financial Services

30.1%
0.5%

Energy

15.6%
2.6%

Utilities

11.8%
1.0%

Communication Services

10.0%
2.6%

Consumer Cyclical

9.6%
2.4%

Consumer Defensive

7.2%
0.8%

Industrials

6.7%
17.7%

Basic Materials

5.8%
1.8%

Real Estate

2.4%
0.7%

Technology

0.9%
52.6%

Healthcare

-

6.6%

Financial Services

IDV
30.1%
FWD
0.5%

Energy

IDV
15.6%
FWD
2.6%

Utilities

IDV
11.8%
FWD
1.0%

Communication Services

IDV
10.0%
FWD
2.6%

Consumer Cyclical

IDV
9.6%
FWD
2.4%

Consumer Defensive

IDV
7.2%
FWD
0.8%

Industrials

IDV
6.7%
FWD
17.7%

Basic Materials

IDV
5.8%
FWD
1.8%

Real Estate

IDV
2.4%
FWD
0.7%

Technology

IDV
0.9%
FWD
52.6%

Healthcare

IDV

-

FWD
6.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares International Select Dividend ETF

AB Disruptors ETF

Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVY
Often compared with FWD:
FWD vs. QQQFWD vs. ARKKFWD vs. SPMOFWD vs. SMHFWD vs. VOOFWD vs. ARKFFWD vs. VGT

Return for Risk

IDV vs. FWD — 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
FWD
FWD Risk / Return Rank: 8787
Overall Rank
FWD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FWD Sortino Ratio Rank: 8383
Sortino Ratio Rank
FWD Omega Ratio Rank: 8383
Omega Ratio Rank
FWD Calmar Ratio Rank: 9191
Calmar Ratio Rank
FWD Martin Ratio Rank: 9090
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. FWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and AB Disruptors ETF (FWD). 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.

IDVFWDDifference
Sharpe ratioReturn per unit of total volatility
2.90
3.16

-0.27

Sortino ratioReturn per unit of downside risk
3.75
3.78

-0.03

Omega ratioGain probability vs. loss probability

1.52

1.50

+0.02

Calmar ratioReturn relative to maximum drawdown

4.36

5.86

-1.50

Martin ratioReturn relative to average drawdown

16.67

20.83

-4.16

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDV vs. FWD - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.90, which is comparable to the FWD Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of IDV and FWD, 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

IDVFWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.90

3.16

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

—

—

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

1.67

-1.45

Drawdowns

IDV vs. FWD - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than FWD's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for IDV and FWD.

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Drawdown Indicators

IDVFWDDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-29.02%

-41.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-13.03%

+4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-29.02%

+17.16%

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

-2.80%

-0.27%

-2.53%

Average Drawdown

Average peak-to-trough decline

-15.40%

-4.06%

-11.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

3.66%

-1.44%

Volatility

IDV vs. FWD - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 4.32%, while AB Disruptors ETF (FWD) has a volatility of 7.77%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than FWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDVFWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

7.77%

-3.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

18.96%

-8.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

24.15%

-11.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.54%

24.72%

-9.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

24.72%

-6.78%

IDV vs. FWD - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is lower than FWD's 0.65% expense ratio.

Dividends

IDV vs. FWD - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.45%, more than FWD's 0.08% yield.

PositionTTM20252024202320222021202020192018201720162015
FWD
AB Disruptors ETF		0.08%0.11%1.89%0.00%0.00%0.00%0.00%0.00%0.00%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 FWD 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.

FWD has higher volatility (7.77%) compared to IDV (4.32%). In terms of maximum drawdown, IDV dropped -70.14% vs FWD's -29.02%.

On 3-year performance, FWD leads with 39.48% vs 25.10% for IDV. 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 3-year period, FWD has performed better with a 39.48% return vs 25.10%. 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 0.65% for FWD.

IDV has the higher dividend yield at 4.45%, compared with 0.08% for FWD.

They also come from different issuers: iShares and AllianceBernstein. Their fees differ too: 0.49% for IDV and 0.65% for FWD.

FWD currently has the higher Sharpe Ratio (3.16 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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