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IDV vs. PJBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDV vs. PJBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and PGIM Jennison Better Future ETF (PJBF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IDV

1D
-0.16%
1M
-1.02%
6M
9.20%
YTD
11.69%
1Y
29.18%
3Y*
23.59%
5Y*
12.80%
10Y*
10.13%

PJBF

1D
0.00%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. PJBF - Yearly Performance Comparison


IDV vs. PJBF - Sectors Allocation Comparison


Sectors
IDV
PJBF

Financial Services

33.3%
2.5%

Energy

13.6%

-

Utilities

11.9%
2.0%

Communication Services

9.3%
11.5%

Consumer Cyclical

8.6%
13.8%

Consumer Defensive

7.4%
2.3%

Industrials

6.5%
16.5%

Basic Materials

5.7%

-

Real Estate

2.0%

-

Technology

0.8%
40.0%

Healthcare

-

11.5%

Financial Services

IDV
33.3%
PJBF
2.5%

Energy

IDV
13.6%
PJBF

-

Utilities

IDV
11.9%
PJBF
2.0%

Communication Services

IDV
9.3%
PJBF
11.5%

Consumer Cyclical

IDV
8.6%
PJBF
13.8%

Consumer Defensive

IDV
7.4%
PJBF
2.3%

Industrials

IDV
6.5%
PJBF
16.5%

Basic Materials

IDV
5.7%
PJBF

-

Real Estate

IDV
2.0%
PJBF

-

Technology

IDV
0.8%
PJBF
40.0%

Healthcare

IDV

-

PJBF
11.5%

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Return for Risk

IDV vs. PJBF — Risk / Return Rank

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

IDV
IDV Risk / Return Rank: 8282
Overall Rank
IDV Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8383
Sortino Ratio Rank
IDV Omega Ratio Rank: 8585
Omega Ratio Rank
IDV Calmar Ratio Rank: 8181
Calmar Ratio Rank
IDV Martin Ratio Rank: 7373
Martin Ratio Rank

PJBF

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. PJBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and PGIM Jennison Better Future ETF (PJBF). 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.


IDVPJBFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.44

Martin ratioReturn relative to average drawdown

10.71

IDV vs. PJBF - Sharpe Ratio Comparison


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Drawdowns

IDV vs. PJBF - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than PJBF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IDV and PJBF.


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Drawdown Indicators


IDVPJBFDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

0.00%

-70.14%

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

-3.34%

0.00%

-3.34%

Average Drawdown

Average peak-to-trough decline

-15.33%

0.00%

-15.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

Volatility

IDV vs. PJBF - Volatility Comparison


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Volatility by Period


IDVPJBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

0.00%

+13.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

0.00%

+15.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

0.00%

+17.61%

IDV vs. PJBF - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is lower than PJBF's 0.59% expense ratio.


Dividends

IDV vs. PJBF - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 5.32%, while PJBF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF
5.32%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
PJBF
PGIM Jennison Better Future 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


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.

IDV is cheaper with a 0.49% expense ratio, compared with 0.59% for PJBF.

IDV has the higher dividend yield at 5.32%, compared with 0.00% for PJBF.

They also come from different issuers: iShares and PGIM. Their fees differ too: 0.49% for IDV and 0.59% for PJBF.

Portfolio Optimizer

Find the right allocation for IDV and PJBF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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