IDV vs. KNO

Last updated Aug 6, 2026

IDV (iShares International Select Dividend ETF) and KNO (AXS Knowledge Leaders ETF) are both Global Equities funds. IDV is passively managed, while KNO is actively managed. Over the past year, IDV returned 32.40% vs 32.48% for KNO. Their 0.64 correlation means they have sometimes moved together and sometimes differently. IDV charges 0.49%/yr vs 0.84%/yr for KNO.

Performance

IDV vs. KNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and AXS Knowledge Leaders ETF (KNO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDV achieves a 15.85% return, which is significantly lower than KNO's 25.64% return.

IDV

• 1D: -0.25%
• 1M: 5.34%
• 6M: 6.55%
• YTD: 15.85%
• 1Y: 32.40%
• 3Y*: 25.76%
• 5Y*: 13.38%
• 10Y*: 10.46%
• ALL TIME*: 4.99%

KNO

• 1D: 0.37%
• 1M: 1.71%
• 6M: 17.68%
• YTD: 25.64%
• 1Y: 32.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IDV iShares International Select Dividend ETF	$33.01M	$32.79M	$39.75M
KNO AXS Knowledge Leaders ETF	$33.95K	$26.25K	$36.90K

IDV vs. KNO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IDV iShares International Select Dividend ETF	15.85%	52.16%	-1.80%
KNO AXS Knowledge Leaders ETF	25.64%	19.84%	-1.19%

Correlation

The correlation between IDV and KNO is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.58
Correlation (All Time) Calculated using the full available price history since Jul 22, 2024	0.64

The correlation between IDV and KNO has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.

IDV vs. KNO - Sectors Allocation Comparison

Sectors	IDV	KNO
Financial Services	33.3%	1.8%
Energy	13.9%	4.2%
Utilities	12.1%	1.5%
Communication Services	9.5%	1.2%
Consumer Cyclical	8.6%	5.8%
Consumer Defensive	7.6%	3.3%
Industrials	6.4%	22.9%
Basic Materials	5.7%	6.5%
Real Estate	2.0%	0.8%
Technology	0.8%	38.5%
Healthcare	-	13.6%

Return for Risk

IDV vs. KNO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IDV

IDV Risk / Return Rank: 87
IDV Sharpe Ratio Rank: 91
IDV Sortino Ratio Rank: 89
IDV Omega Ratio Rank: 90
IDV Calmar Ratio Rank: 87
IDV Martin Ratio Rank: 80

KNO

KNO Risk / Return Rank: 70
KNO Sharpe Ratio Rank: 69
KNO Sortino Ratio Rank: 69
KNO Omega Ratio Rank: 70
KNO Calmar Ratio Rank: 70
KNO Martin Ratio Rank: 72

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IDV vs. KNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and AXS Knowledge Leaders ETF (KNO). 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.

	IDV	KNO	Difference
Sharpe ratio: Return per unit of total volatility	2.50	1.81	+0.69
Sortino ratio: Return per unit of downside risk	3.34	2.56	+0.78
Omega ratio: Gain probability vs. loss probability	1.46	1.33	+0.12
Calmar ratio: Return relative to maximum drawdown	3.82	2.80	+1.03
Martin ratio: Return relative to average drawdown	11.86	10.14	+1.71

IDV vs. KNO - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.50, which is higher than the KNO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of IDV and KNO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDV vs. KNO - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than KNO's maximum drawdown of -15.50%. Use the drawdown chart below to compare losses from any high point for IDV and KNO.

Drawdown Indicators

	IDV	KNO	Difference
Max Drawdown Largest peak-to-trough decline	-70.14%	-15.50%	-54.64%
Max Drawdown (1Y) Largest decline over 1 year	-8.52%	-11.67%	+3.15%
Max Drawdown (3Y) Largest decline over 3 years	-11.86%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.19%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.50%	—	—
Current Drawdown Current decline from peak	-0.25%	-1.08%	+0.83%
Average Drawdown Average peak-to-trough decline	-15.29%	-2.99%	-12.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	3.21%	-0.47%

Volatility

IDV vs. KNO - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 2.76%, while AXS Knowledge Leaders ETF (KNO) has a volatility of 5.14%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than KNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDV	KNO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.76%	5.14%	-2.38%
Volatility (6M) Calculated over the trailing 6-month period	10.86%	16.18%	-5.32%
Volatility (1Y) Calculated over the trailing 1-year period	13.01%	18.00%	-4.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.54%	17.41%	-1.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.62%	17.41%	+0.21%

IDV vs. KNO - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is lower than KNO's 0.84% expense ratio.

Dividends

IDV vs. KNO - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 5.13%, more than KNO's 0.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDV iShares International Select Dividend ETF	5.13%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
KNO AXS Knowledge Leaders ETF	0.86%	1.08%	3.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDV and KNO in my portfolio?

IDV and KNO have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDV or KNO?

KNO has higher volatility (5.14%) compared to IDV (2.76%). In terms of maximum drawdown, IDV dropped -70.14% vs KNO's -15.50%.

Which ETF is better, IDV or KNO?

On 1-year performance, KNO leads with 32.48% vs 32.40% for IDV. On fees, IDV is cheaper at 0.49% per year. On volatility, IDV has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDV or KNO?

Over the 1-year period, KNO has performed better with a 32.48% return vs 32.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDV or KNO?

IDV is cheaper with a 0.49% expense ratio, compared with 0.84% for KNO.

Which ETF pays a higher dividend yield, IDV or KNO?

IDV has the higher dividend yield at 5.13%, compared with 0.86% for KNO.

What is the main difference between IDV and KNO?

They also come from different issuers: iShares and AXS. Their fees differ too: 0.49% for IDV and 0.84% for KNO.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.50 vs 1.81), 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.