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IDV vs. PID
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDV and PID is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

IDV vs. PID - Performance Comparison

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

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Key characteristics

Sharpe Ratio

IDV:

1.27

PID:

0.72

Sortino Ratio

IDV:

1.79

PID:

1.28

Omega Ratio

IDV:

1.25

PID:

1.17

Calmar Ratio

IDV:

1.76

PID:

1.03

Martin Ratio

IDV:

4.62

PID:

3.12

Ulcer Index

IDV:

4.53%

PID:

3.76%

Daily Std Dev

IDV:

16.03%

PID:

13.88%

Max Drawdown

IDV:

-70.14%

PID:

-66.34%

Current Drawdown

IDV:

-0.30%

PID:

0.00%

Returns By Period

In the year-to-date period, IDV achieves a 20.29% return, which is significantly higher than PID's 8.70% return. Over the past 10 years, IDV has outperformed PID with an annualized return of 5.05%, while PID has yielded a comparatively lower 4.47% annualized return.


IDV

YTD

20.29%

1M

12.20%

6M

17.22%

1Y

19.48%

5Y*

13.49%

10Y*

5.05%

PID

YTD

8.70%

1M

9.25%

6M

3.70%

1Y

9.30%

5Y*

14.60%

10Y*

4.47%

*Annualized

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IDV vs. PID - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is lower than PID's 0.56% expense ratio.


Risk-Adjusted Performance

IDV vs. PID — Risk-Adjusted Performance Rank

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

IDV
The Risk-Adjusted Performance Rank of IDV is 8888
Overall Rank
The Sharpe Ratio Rank of IDV is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of IDV is 8787
Sortino Ratio Rank
The Omega Ratio Rank of IDV is 8888
Omega Ratio Rank
The Calmar Ratio Rank of IDV is 9292
Calmar Ratio Rank
The Martin Ratio Rank of IDV is 8484
Martin Ratio Rank

PID
The Risk-Adjusted Performance Rank of PID is 7777
Overall Rank
The Sharpe Ratio Rank of PID is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of PID is 7878
Sortino Ratio Rank
The Omega Ratio Rank of PID is 7575
Omega Ratio Rank
The Calmar Ratio Rank of PID is 8484
Calmar Ratio Rank
The Martin Ratio Rank of PID is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDV vs. PID - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Invesco International Dividend Achievers™ ETF (PID). 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.


The current IDV Sharpe Ratio is 1.27, which is higher than the PID Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IDV and PID, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IDV vs. PID - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 5.25%, more than PID's 3.56% yield.


TTM20242023202220212020201920182017201620152014
IDV
iShares International Select Dividend ETF
5.25%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.53%4.70%5.08%6.03%
PID
Invesco International Dividend Achievers™ ETF
3.56%3.88%3.31%3.30%3.30%3.16%4.00%3.87%3.46%3.90%4.48%3.92%

Drawdowns

IDV vs. PID - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than PID's maximum drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for IDV and PID. For additional features, visit the drawdowns tool.


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Volatility

IDV vs. PID - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 4.05%, while Invesco International Dividend Achievers™ ETF (PID) has a volatility of 4.55%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than PID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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