IDV vs. LRCU

Last updated Jun 14, 2026

IDV (iShares International Select Dividend ETF) and LRCU (Tradr 2X Long LRCX Daily ETF) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while LRCU is a Leveraged Equities fund actively managed by Tradr. IDV is passively managed, while LRCU is actively managed. At a 0.45 correlation, their price movements are largely independent. IDV charges 0.49%/yr vs 1.30%/yr for LRCU.

Performance

IDV vs. LRCU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and Tradr 2X Long LRCX Daily ETF (LRCU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDV achieves a 13.60% return, which is significantly lower than LRCU's 268.21% return.

IDV

• 1D: 0.31%
• 1M: 0.43%
• YTD: 13.60%
• 6M: 15.83%
• 1Y: 36.40%
• 3Y*: 25.11%
• 5Y*: 12.17%
• 10Y*: 10.92%

LRCU

• 1D: 1.75%
• 1M: 57.23%
• YTD: 268.21%
• 6M: 315.13%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IDV vs. LRCU - Yearly Performance Comparison

	2026 (YTD)	2025
IDV iShares International Select Dividend ETF	13.60%	10.66%
LRCU Tradr 2X Long LRCX Daily ETF	268.21%	172.36%

Correlation

The correlation between IDV and LRCU is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 19, 2025	0.45

Return for Risk

IDV vs. LRCU — Risk / Return Rank

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

IDV

IDV Risk / Return Rank: 88
IDV Sharpe Ratio Rank: 91
IDV Sortino Ratio Rank: 88
IDV Omega Ratio Rank: 89
IDV Calmar Ratio Rank: 85
IDV Martin Ratio Rank: 85

LRCU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. LRCU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Tradr 2X Long LRCX Daily ETF (LRCU). 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	LRCU	Difference
Sharpe ratio: Return per unit of total volatility	2.69	—	—
Sortino ratio: Return per unit of downside risk	3.52	—	—
Omega ratio: Gain probability vs. loss probability	1.49	—	—
Calmar ratio: Return relative to maximum drawdown	4.13	—	—
Martin ratio: Return relative to average drawdown	15.32	—	—

Drawdowns

IDV vs. LRCU - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than LRCU's maximum drawdown of -40.09%. Use the drawdown chart below to compare losses from any high point for IDV and LRCU.

Drawdown Indicators

	IDV	LRCU	Difference
Max Drawdown Largest peak-to-trough decline	-70.14%	-40.09%	-30.05%
Max Drawdown (1Y) Largest decline over 1 year	-8.52%	—	—
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	-1.70%	0.00%	-1.70%
Average Drawdown Average peak-to-trough decline	-15.38%	-9.34%	-6.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	—	—

Volatility

Volatility by Period

	IDV	LRCU	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.88%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.10%	113.97%	-100.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.58%	113.97%	-98.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.92%	113.97%	-96.05%

IDV vs. LRCU - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is lower than LRCU's 1.30% expense ratio.

Dividends

IDV vs. LRCU - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.40%, while LRCU has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
LRCU Tradr 2X Long LRCX Daily 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

Can I hold both IDV and LRCU in my portfolio?

IDV and LRCU have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IDV or LRCU?

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.

Which ETF is cheaper, IDV or LRCU?

IDV is cheaper with a 0.49% expense ratio, compared with 1.30% for LRCU.

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

IDV has the higher dividend yield at 4.40%, compared with 0.00% for LRCU.

What is the main difference between IDV and LRCU?

IDV is categorized as Global Equities, while LRCU is Leveraged Equities. They also come from different issuers: iShares and Tradr. Their fees differ too: 0.49% for IDV and 1.30% for LRCU.