IDV vs. M
IDV (iShares International Select Dividend ETF) is Global Equities fund tracking the Dow Jones EPAC Select Dividend, while M (Macy's, Inc.) is a stock. Over the past 10 years, IDV returned 10.65%/yr vs 1.41%/yr for M. At a 0.40 correlation, their price movements are largely independent.
Performance
IDV vs. M - Performance Comparison
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Returns By Period
In the year-to-date period, IDV achieves a 12.82% return, which is significantly lower than M's 14.05% return. Over the past 10 years, IDV has outperformed M with an annualized return of 10.65%, while M has yielded a comparatively lower 1.41% annualized return.
IDV
- 1D
- -0.69%
- 1M
- -0.26%
- YTD
- 12.82%
- 6M
- 14.44%
- 1Y
- 35.47%
- 3Y*
- 24.42%
- 5Y*
- 12.20%
- 10Y*
- 10.65%
M
- 1D
- -1.98%
- 1M
- 35.08%
- YTD
- 14.05%
- 6M
- 5.49%
- 1Y
- 127.89%
- 3Y*
- 21.01%
- 5Y*
- 9.92%
- 10Y*
- 1.41%
IDV vs. M - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 12.82% | 52.16% | 4.00% | 10.32% | -6.40% | 12.00% | -5.94% | 23.56% | -10.37% | 19.74% |
M Macy's, Inc. | 14.05% | 36.55% | -12.41% | 1.64% | -18.66% | 135.80% | -31.08% | -38.20% | 23.64% | -25.29% |
Correlation
The correlation between IDV and M is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2007 | 0.40 |
The correlation between IDV and M shifts across timeframes, from 0.29 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDV vs. M — Risk / Return Rank
IDV
M
IDV vs. M - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Macy's, Inc. (M). 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 | M | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.44 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.18 | 4.50 | -0.31 |
| Martin ratioReturn relative to average drawdown | 15.48 | 10.89 | +4.59 |
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Drawdowns
IDV vs. M - Drawdown Comparison
The maximum IDV drawdown since its inception was -70.14%, smaller than the maximum M drawdown of -91.95%. Use the drawdown chart below to compare losses from any high point for IDV and M.
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Drawdown Indicators
| IDV | M | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.14% | -91.95% | +21.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -28.61% | +20.09% |
Max Drawdown (3Y)Largest decline over 3 years | -11.86% | -51.33% | +39.47% |
Max Drawdown (5Y)Largest decline over 5 years | -29.19% | -69.65% | +40.46% |
Max Drawdown (10Y)Largest decline over 10 years | -42.50% | -87.79% | +45.29% |
Current DrawdownCurrent decline from peak | -2.37% | -45.61% | +43.24% |
Average DrawdownAverage peak-to-trough decline | -15.38% | -34.61% | +19.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 11.79% | -9.49% |
Volatility
IDV vs. M - Volatility Comparison
The current volatility for iShares International Select Dividend ETF (IDV) is 4.28%, while Macy's, Inc. (M) has a volatility of 14.88%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than M based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDV | M | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 14.88% | -10.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 29.42% | -18.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.07% | 46.25% | -33.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 54.14% | -38.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 56.19% | -38.26% |
Dividends
IDV vs. M - Dividend Comparison
IDV's dividend yield for the trailing twelve months is around 7.09%, more than M's 3.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 7.09% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
M Macy's, Inc. | 3.03% | 3.31% | 4.10% | 3.29% | 3.05% | 1.15% | 3.36% | 8.88% | 5.07% | 5.99% | 4.17% | 3.98% |
Frequently Asked Questions
IDV and M have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
M has higher volatility (14.88%) compared to IDV (4.28%). In terms of maximum drawdown, IDV dropped -70.14% vs M's -91.95%.
M currently has the higher Sharpe Ratio (2.79 vs 2.73), 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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