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IDV vs. ICSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDV vs. ICSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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 12.82% return, which is significantly higher than ICSH's 1.57% return. Over the past 10 years, IDV has outperformed ICSH with an annualized return of 10.65%, while ICSH has yielded a comparatively lower 2.79% annualized return.


IDV

1D
-0.69%
1M
-0.26%
YTD
12.82%
6M
14.44%
1Y
35.47%
3Y*
24.42%
5Y*
12.20%
10Y*
10.65%

ICSH

1D
0.04%
1M
0.36%
YTD
1.57%
6M
1.81%
1Y
4.36%
3Y*
5.16%
5Y*
3.70%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. ICSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDV
iShares International Select Dividend ETF
12.82%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%
ICSH
iShares Ultra Short Duration Bond Active ETF
1.57%4.96%5.52%5.58%0.97%0.16%1.61%3.17%2.25%1.63%

Correlation

The correlation between IDV and ICSH is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

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

0.20

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

0.16

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

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2013

0.08

The correlation between IDV and ICSH shifts across timeframes, from 0.08 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IDV vs. ICSH — Risk / Return Rank

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

IDV
IDV Risk / Return Rank: 8787
Overall Rank
IDV Sharpe Ratio Rank: 9090
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: 8484
Martin Ratio Rank

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 9999
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
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. ICSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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.


IDVICSHDifference
Sharpe ratioReturn per unit of total volatility

-8.35

Sortino ratioReturn per unit of downside risk

-24.18

Omega ratioGain probability vs. loss probability

1.50

6.64

-5.15

Calmar ratioReturn relative to maximum drawdown

4.18

44.30

-40.11

Martin ratioReturn relative to average drawdown

15.48

292.98

-277.50

IDV vs. ICSH - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.73, which is lower than the ICSH Sharpe Ratio of 11.08. The chart below compares the historical Sharpe Ratios of IDV and ICSH, 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. ICSH - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for IDV and ICSH.


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Drawdown Indicators


IDVICSHDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-3.94%

-66.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-0.10%

-8.42%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-0.10%

-11.76%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-0.73%

-28.46%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

-3.94%

-38.56%

Current Drawdown

Current decline from peak

-2.37%

0.00%

-2.37%

Average Drawdown

Average peak-to-trough decline

-15.38%

-0.08%

-15.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

0.01%

+2.29%

Volatility

IDV vs. ICSH - Volatility Comparison

iShares International Select Dividend ETF (IDV) has a higher volatility of 4.28% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.13%. This indicates that IDV's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDVICSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

0.13%

+4.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

0.30%

+10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

13.07%

0.40%

+12.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.59%

0.48%

+15.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

1.06%

+16.87%

IDV vs. ICSH - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is higher than ICSH's 0.08% expense ratio.


Dividends

IDV vs. ICSH - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 7.09%, more than ICSH's 4.33% yield.


PositionTTM20252024202320222021202020192018201720162015
ICSH
iShares Ultra Short Duration Bond Active ETF
4.33%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%
IDV
iShares International Select Dividend ETF
7.09%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 ICSH have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDV has higher volatility (4.28%) compared to ICSH (0.13%). In terms of maximum drawdown, IDV dropped -70.14% vs ICSH's -3.94%.

On 10-year performance, IDV leads with 10.65% vs 2.79% for ICSH. On fees, ICSH is cheaper at 0.08% per year. On volatility, ICSH has been the lower-risk option at 0.13%. 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 10.65% return vs 2.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICSH is cheaper with a 0.08% expense ratio, compared with 0.49% for IDV.

IDV has the higher dividend yield at 7.09%, compared with 4.33% for ICSH.

IDV is categorized as Global Equities, while ICSH is Ultrashort Bond. Their fees differ too: 0.49% for IDV and 0.08% for ICSH.

ICSH currently has the higher Sharpe Ratio (11.08 vs 2.73), 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.

Portfolio Optimizer

Find the right allocation for IDV and ICSH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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