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

Correlation

The correlation between IDV and PID is 0.85, 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.


-0.50.00.51.00.8

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.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-0.20%
4.29%
IDV
PID

Key characteristics

Sharpe Ratio

IDV:

0.34

PID:

0.24

Sortino Ratio

IDV:

0.53

PID:

0.41

Omega Ratio

IDV:

1.07

PID:

1.05

Calmar Ratio

IDV:

0.43

PID:

0.32

Martin Ratio

IDV:

1.25

PID:

1.05

Ulcer Index

IDV:

3.49%

PID:

2.74%

Daily Std Dev

IDV:

12.89%

PID:

11.87%

Max Drawdown

IDV:

-70.14%

PID:

-66.34%

Current Drawdown

IDV:

-9.95%

PID:

-8.91%

Returns By Period

In the year-to-date period, IDV achieves a 2.78% return, which is significantly higher than PID's 1.88% return. Over the past 10 years, IDV has underperformed PID with an annualized return of 3.44%, while PID has yielded a comparatively higher 4.02% annualized return.


IDV

YTD

2.78%

1M

-3.32%

6M

-0.20%

1Y

5.46%

5Y*

2.43%

10Y*

3.44%

PID

YTD

1.88%

1M

-4.36%

6M

4.29%

1Y

4.36%

5Y*

4.99%

10Y*

4.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IDV vs. PID - Expense Ratio Comparison

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


PID
Invesco International Dividend Achievers™ ETF
Expense ratio chart for PID: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for IDV: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for IDV, currently valued at 0.34, compared to the broader market0.002.004.000.340.24
The chart of Sortino ratio for IDV, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.0010.000.530.41
The chart of Omega ratio for IDV, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.071.05
The chart of Calmar ratio for IDV, currently valued at 0.43, compared to the broader market0.005.0010.0015.000.430.32
The chart of Martin ratio for IDV, currently valued at 1.25, compared to the broader market0.0020.0040.0060.0080.00100.001.251.05
IDV
PID

The current IDV Sharpe Ratio is 0.34, which is higher than the PID Sharpe Ratio of 0.24. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.34
0.24
IDV
PID

Dividends

IDV vs. PID - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 6.53%, more than PID's 3.39% yield.


TTM20232022202120202019201820172016201520142013
IDV
iShares International Select Dividend ETF
6.53%6.51%7.33%5.78%5.47%5.15%5.93%4.53%4.70%5.08%6.03%4.48%
PID
Invesco International Dividend Achievers™ ETF
3.39%3.31%3.29%3.29%3.17%4.00%3.86%3.46%3.91%4.48%3.92%2.17%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.95%
-8.91%
IDV
PID

Volatility

IDV vs. PID - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 3.43%, while Invesco International Dividend Achievers™ ETF (PID) has a volatility of 3.66%. 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.43%
3.66%
IDV
PID
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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