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IDV vs. IYH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDV vs. IYH

Last updated Jun 13, 2026

IDV (iShares International Select Dividend ETF) and IYH (iShares U.S. Healthcare ETF) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while IYH is a Health & Biotech Equities fund tracking the Dow Jones U.S. Health Care Index. Both are passively managed. Over the past 10 years, IDV returned 10.92%/yr vs 9.52%/yr for IYH. A 0.57 correlation means they provide meaningful diversification when combined. IDV charges 0.49%/yr vs 0.43%/yr for IYH.

Performance

IDV vs. IYH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and iShares U.S. Healthcare ETF (IYH). 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 13.60% return, which is significantly higher than IYH's -0.65% return. Over the past 10 years, IDV has outperformed IYH with an annualized return of 10.92%, while IYH has yielded a comparatively lower 9.52% annualized return.

IDV

1D
0.31%
1M
-0.71%
YTD
13.60%
6M
15.83%
1Y
35.03%
3Y*
25.11%
5Y*
12.17%
10Y*
10.92%

IYH

1D
-0.20%
1M
4.45%
YTD
-0.65%
6M
0.07%
1Y
14.13%
3Y*
6.45%
5Y*
4.89%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. IYH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDV
iShares International Select Dividend ETF		13.60%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%
IYH
iShares U.S. Healthcare ETF		-0.65%13.16%2.99%2.14%-4.46%23.41%15.56%20.80%5.80%22.27%

Correlation

The correlation between IDV and IYH is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.38

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

0.39

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

0.46

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2007

0.57

The correlation between IDV and IYH shifts across timeframes, from 0.38 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

IDV vs. IYH - Sectors Allocation Comparison

Sectors
IDV
IYH

Financial Services

30.1%

-

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

-

100.0%

Financial Services

IDV
30.1%
IYH

-

Energy

IDV
15.6%
IYH

-

Utilities

IDV
11.8%
IYH

-

Communication Services

IDV
10.0%
IYH

-

Consumer Cyclical

IDV
9.6%
IYH

-

Consumer Defensive

IDV
7.2%
IYH

-

Industrials

IDV
6.7%
IYH

-

Basic Materials

IDV
5.8%
IYH

-

Real Estate

IDV
2.4%
IYH

-

Technology

IDV
0.9%
IYH

-

Healthcare

IDV

-

IYH
100.0%

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

iShares U.S. Healthcare ETF

Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVY
Often compared with IYH:
IYH vs. VHTIYH vs. XLVIYH vs. SPYIYH vs. IYEIYH vs. BMEDIYH vs. IFRAIYH vs. IBB

Return for Risk

IDV vs. IYH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDV
IDV Risk / Return Rank: 8888
Overall Rank
IDV Sharpe Ratio Rank: 9191
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: 8585
Martin Ratio Rank
IYH
IYH Risk / Return Rank: 2929
Overall Rank
IYH Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IYH Sortino Ratio Rank: 3131
Sortino Ratio Rank
IYH Omega Ratio Rank: 2828
Omega Ratio Rank
IYH Calmar Ratio Rank: 3131
Calmar Ratio Rank
IYH Martin Ratio Rank: 2727
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. IYH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and iShares U.S. Healthcare ETF (IYH). 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.

IDVIYHDifference
Sharpe ratioReturn per unit of total volatility
2.69
0.94

+1.75

Sortino ratioReturn per unit of downside risk
3.52
1.52

+2.01

Omega ratioGain probability vs. loss probability

1.49

1.17

+0.32

Calmar ratioReturn relative to maximum drawdown

4.13

1.33

+2.80

Martin ratioReturn relative to average drawdown

15.32

3.18

+12.14

IDV vs. IYH - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.69, which is higher than the IYH Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of IDV and IYH, 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. IYH - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than IYH's maximum drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for IDV and IYH.

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Drawdown Indicators

IDVIYHDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-43.12%

-27.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-10.64%

+2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-17.91%

+6.05%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-17.91%

-11.28%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

-28.40%

-14.10%

Current Drawdown

Current decline from peak

-1.70%

-3.94%

+2.24%

Average Drawdown

Average peak-to-trough decline

-15.38%

-8.96%

-6.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

4.46%

-2.16%

Volatility

IDV vs. IYH - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 4.24%, while iShares U.S. Healthcare ETF (IYH) has a volatility of 4.94%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than IYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDVIYHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.94%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

10.64%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

15.10%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

14.96%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

16.74%

+1.18%

IDV vs. IYH - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is higher than IYH's 0.43% expense ratio.

Dividends

IDV vs. IYH - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.40%, more than IYH's 1.25% yield.

PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF		4.40%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
IYH
iShares U.S. Healthcare ETF		1.25%1.19%1.25%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%

Frequently Asked Questions

IDV and IYH have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYH has higher volatility (4.94%) compared to IDV (4.24%). In terms of maximum drawdown, IDV dropped -70.14% vs IYH's -43.12%.

On 10-year performance, IDV leads with 10.92% vs 9.52% for IYH. On fees, IYH is cheaper at 0.43% per year. On volatility, IDV has been the lower-risk option at 4.24%. 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 10.92% return vs 9.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYH is cheaper with a 0.43% expense ratio, compared with 0.49% for IDV.

IDV has the higher dividend yield at 4.40%, compared with 1.25% for IYH.

IDV is categorized as Global Equities, while IYH is Health & Biotech Equities. IDV tracks Dow Jones EPAC Select Dividend, while IYH tracks Dow Jones U.S. Health Care Index. Their fees differ too: 0.49% for IDV and 0.43% for IYH.

IDV currently has the higher Sharpe Ratio (2.69 vs 0.94), 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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