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IDV vs. HIGH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDV vs. HIGH.L

Last updated Jun 9, 2026

IDV (iShares International Select Dividend ETF) and HIGH.L (iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while HIGH.L is a European High Yield Bonds fund tracking the Bloomberg Pan Euro HY Euro TR EUR. Both are passively managed. Over the past 5 years, IDV returned 11.70%/yr vs 1.47%/yr for HIGH.L. A 0.59 correlation means they provide meaningful diversification when combined. IDV charges 0.49%/yr vs 0.50%/yr for HIGH.L.

Performance

IDV vs. HIGH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDV is traded in USD, while HIGH.L is traded in EUR. To make them comparable, the HIGH.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDV achieves a 10.84% return, which is significantly higher than HIGH.L's -1.19% return.

IDV

1D
0.23%
1M
-2.36%
YTD
10.84%
6M
14.01%
1Y
33.84%
3Y*
24.24%
5Y*
11.70%
10Y*
10.33%

HIGH.L

1D
-0.08%
1M
-1.99%
YTD
-1.19%
6M
0.22%
1Y
4.05%
3Y*
8.56%
5Y*
1.47%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. HIGH.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDV
iShares International Select Dividend ETF		10.84%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%1.68%
HIGH.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)		-1.19%18.98%-0.83%15.11%-14.77%-4.19%10.05%7.62%-7.91%1.16%

Correlation

The correlation between IDV and HIGH.L is 0.54, 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

0.54

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

0.61

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

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2017

0.59

The correlation between IDV and HIGH.L has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.

IDV vs. HIGH.L - Sectors Allocation Comparison

Sectors
IDV
HIGH.L

Financial Services

30.1%
100.0%

Energy

15.6%

-

Utilities

11.8%

-

Communication Services

10.0%

-

Consumer Cyclical

9.6%

-

Consumer Defensive

7.2%

-

Industrials

6.7%

-

Basic Materials

5.8%

-

Real Estate

2.4%

-

Technology

0.9%

-

Healthcare

-

-

Financial Services

IDV
30.1%
HIGH.L
100.0%

Energy

IDV
15.6%
HIGH.L

-

Utilities

IDV
11.8%
HIGH.L

-

Communication Services

IDV
10.0%
HIGH.L

-

Consumer Cyclical

IDV
9.6%
HIGH.L

-

Consumer Defensive

IDV
7.2%
HIGH.L

-

Industrials

IDV
6.7%
HIGH.L

-

Basic Materials

IDV
5.8%
HIGH.L

-

Real Estate

IDV
2.4%
HIGH.L

-

Technology

IDV
0.9%
HIGH.L

-

Healthcare

IDV

-

HIGH.L

-

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iShares International Select Dividend ETF

iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)

Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVY
Often compared with HIGH.L:
HIGH.L vs. SGOVHIGH.L vs. ARCCHIGH.L vs. EUNW.DEHIGH.L vs. SPYIHIGH.L vs. JEPQHIGH.L vs. SPYHIGH.L vs. IEAA.L

Return for Risk

IDV vs. HIGH.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDV
IDV Risk / Return Rank: 8484
Overall Rank
IDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDV Omega Ratio Rank: 8686
Omega Ratio Rank
IDV Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDV Martin Ratio Rank: 8282
Martin Ratio Rank
HIGH.L
HIGH.L Risk / Return Rank: 2525
Overall Rank
HIGH.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HIGH.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
HIGH.L Omega Ratio Rank: 2424
Omega Ratio Rank
HIGH.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
HIGH.L Martin Ratio Rank: 3030
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. HIGH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L). 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.

IDVHIGH.LDifference
Sharpe ratioReturn per unit of total volatility
2.63
0.52

+2.11

Sortino ratioReturn per unit of downside risk
3.42
0.79

+2.63

Omega ratioGain probability vs. loss probability

1.47

1.09

+0.38

Calmar ratioReturn relative to maximum drawdown

3.99

0.54

+3.45

Martin ratioReturn relative to average drawdown

15.00

1.59

+13.41

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. HIGH.L - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.63, which is higher than the HIGH.L Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of IDV and HIGH.L, 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

IDVHIGH.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

0.52

+2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.14

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.20

+0.01

Drawdowns

IDV vs. HIGH.L - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than HIGH.L's maximum drawdown of -31.47%. Use the drawdown chart below to compare losses from any high point for IDV and HIGH.L.

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Drawdown Indicators

IDVHIGH.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-31.47%

-38.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-7.40%

-1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-7.61%

-4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-31.42%

+2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

—

—

Current Drawdown

Current decline from peak

-4.08%

-4.07%

-0.01%

Average Drawdown

Average peak-to-trough decline

-15.39%

-8.41%

-6.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.53%

-0.27%

Volatility

IDV vs. HIGH.L - Volatility Comparison

iShares International Select Dividend ETF (IDV) has a higher volatility of 3.91% compared to iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) at 2.11%. This indicates that IDV's price experiences larger fluctuations and is considered to be riskier than HIGH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDVHIGH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

2.11%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

5.84%

+4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

7.83%

+5.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

10.52%

+5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

10.92%

+7.02%

IDV vs. HIGH.L - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is lower than HIGH.L's 0.50% expense ratio.

Dividends

IDV vs. HIGH.L - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.51%, while HIGH.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
HIGH.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)		0.00%0.00%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		4.51%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 HIGH.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDV is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDV is cheaper with a 0.49% expense ratio, compared with 0.50% for HIGH.L.

IDV is categorized as Global Equities, while HIGH.L is European High Yield Bonds. IDV tracks Dow Jones EPAC Select Dividend, while HIGH.L tracks Bloomberg Pan Euro HY Euro TR EUR. Their fees differ too: 0.49% for IDV and 0.50% for HIGH.L.

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