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IDV vs. IHDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDV and IHDG is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

IDV vs. IHDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and WisdomTree International Hedged Dividend Growth Fund (IHDG). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
25.27%
145.62%
IDV
IHDG

Key characteristics

Sharpe Ratio

IDV:

0.40

IHDG:

0.65

Sortino Ratio

IDV:

0.62

IHDG:

0.97

Omega Ratio

IDV:

1.08

IHDG:

1.12

Calmar Ratio

IDV:

0.52

IHDG:

0.82

Martin Ratio

IDV:

1.51

IHDG:

2.53

Ulcer Index

IDV:

3.43%

IHDG:

3.03%

Daily Std Dev

IDV:

12.92%

IHDG:

11.79%

Max Drawdown

IDV:

-70.14%

IHDG:

-29.24%

Current Drawdown

IDV:

-10.05%

IHDG:

-5.57%

Returns By Period

In the year-to-date period, IDV achieves a 2.67% return, which is significantly lower than IHDG's 6.44% return. Over the past 10 years, IDV has underperformed IHDG with an annualized return of 3.51%, while IHDG has yielded a comparatively higher 9.28% annualized return.


IDV

YTD

2.67%

1M

-3.66%

6M

0.26%

1Y

4.24%

5Y*

2.41%

10Y*

3.51%

IHDG

YTD

6.44%

1M

1.45%

6M

-3.61%

1Y

6.90%

5Y*

8.40%

10Y*

9.28%

Compare stocks, funds, or ETFs

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


IDV vs. IHDG - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is lower than IHDG's 0.58% expense ratio.


IHDG
WisdomTree International Hedged Dividend Growth Fund
Expense ratio chart for IHDG: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for IDV: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

IDV vs. IHDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and WisdomTree International Hedged Dividend Growth Fund (IHDG). 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.


Sharpe ratio
The chart of Sharpe ratio for IDV, currently valued at 0.40, compared to the broader market0.002.004.000.400.65
The chart of Sortino ratio for IDV, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.0010.000.620.97
The chart of Omega ratio for IDV, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.12
The chart of Calmar ratio for IDV, currently valued at 0.52, compared to the broader market0.005.0010.0015.000.520.82
The chart of Martin ratio for IDV, currently valued at 1.51, compared to the broader market0.0020.0040.0060.0080.00100.001.512.53
IDV
IHDG

The current IDV Sharpe Ratio is 0.40, which is lower than the IHDG Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of IDV and IHDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.40
0.65
IDV
IHDG

Dividends

IDV vs. IHDG - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 7.92%, more than IHDG's 1.74% yield.


TTM20232022202120202019201820172016201520142013
IDV
iShares International Select Dividend ETF
7.92%6.51%7.33%5.78%5.47%5.15%5.93%4.53%4.70%5.08%6.03%4.48%
IHDG
WisdomTree International Hedged Dividend Growth Fund
1.74%1.70%13.79%2.77%1.95%1.99%0.22%1.28%1.91%3.04%3.86%0.00%

Drawdowns

IDV vs. IHDG - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than IHDG's maximum drawdown of -29.24%. Use the drawdown chart below to compare losses from any high point for IDV and IHDG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.05%
-5.57%
IDV
IHDG

Volatility

IDV vs. IHDG - Volatility Comparison

iShares International Select Dividend ETF (IDV) has a higher volatility of 3.42% compared to WisdomTree International Hedged Dividend Growth Fund (IHDG) at 2.94%. This indicates that IDV's price experiences larger fluctuations and is considered to be riskier than IHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.42%
2.94%
IDV
IHDG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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