PortfoliosLab logoPortfoliosLab logo
IDV vs. IS0E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDV vs. IS0E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and iShares Gold Producers UCITS ETF (IS0E.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IDV is traded in USD, while IS0E.DE is traded in EUR. To make them comparable, the IS0E.DE 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 IS0E.DE's -1.22% return. Over the past 10 years, IDV has underperformed IS0E.DE with an annualized return of 10.33%, while IS0E.DE has yielded a comparatively higher 14.17% annualized 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%

IS0E.DE

1D
0.99%
1M
-7.66%
YTD
-1.22%
6M
7.09%
1Y
66.84%
3Y*
41.90%
5Y*
18.65%
10Y*
14.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. IS0E.DE - 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%19.74%
IS0E.DE
iShares Gold Producers UCITS ETF
-1.22%159.19%11.97%9.64%-9.10%-10.69%24.55%41.01%-8.88%7.30%

Correlation

The correlation between IDV and IS0E.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.40

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

0.41

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

0.29

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2012

0.25

The correlation between IDV and IS0E.DE shifts across timeframes, from 0.25 (all time) to 0.41 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

IDV vs. IS0E.DE — 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

IS0E.DE
IS0E.DE Risk / Return Rank: 3737
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3636
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. IS0E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and iShares Gold Producers UCITS ETF (IS0E.DE). 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.


IDVIS0E.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.47

1.24

+0.23

Calmar ratioReturn relative to maximum drawdown

3.99

2.15

+1.84

Martin ratioReturn relative to average drawdown

15.00

5.42

+9.58

IDV vs. IS0E.DE - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.63, which is higher than the IS0E.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IDV and IS0E.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IDVIS0E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

1.26

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.51

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.41

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.14

+0.07

Drawdowns

IDV vs. IS0E.DE - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, smaller than the maximum IS0E.DE drawdown of -75.35%. Use the drawdown chart below to compare losses from any high point for IDV and IS0E.DE.


Loading charts...

Drawdown Indicators


IDVIS0E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-75.35%

+5.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-28.77%

+20.25%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-28.77%

+16.91%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-45.16%

+15.97%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

-51.30%

+8.80%

Current Drawdown

Current decline from peak

-4.08%

-24.28%

+20.20%

Average Drawdown

Average peak-to-trough decline

-15.39%

-40.13%

+24.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

11.42%

-9.16%

Volatility

IDV vs. IS0E.DE - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 3.91%, while iShares Gold Producers UCITS ETF (IS0E.DE) has a volatility of 13.44%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than IS0E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IDVIS0E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

13.44%

-9.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

34.90%

-24.19%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

49.04%

-36.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

36.08%

-20.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

34.40%

-16.46%

IDV vs. IS0E.DE - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is lower than IS0E.DE's 0.55% expense ratio.


Dividends

IDV vs. IS0E.DE - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.51%, while IS0E.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
IS0E.DE
iShares Gold Producers UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IDV and IS0E.DE have a correlation of 0.35, 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 0.55% for IS0E.DE.

IDV is categorized as Global Equities, while IS0E.DE is Precious Metals. IDV tracks Dow Jones EPAC Select Dividend, while IS0E.DE tracks S&P Commodity Producers Gold. Their fees differ too: 0.49% for IDV and 0.55% for IS0E.DE.

Portfolio Optimizer

Find the right allocation for IDV and IS0E.DE

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

Open Portfolio Optimizer