IDV vs. SPYD
Compare and contrast key facts about iShares International Select Dividend ETF (IDV) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
IDV and SPYD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDV is a passively managed fund by iShares that tracks the performance of the Dow Jones EPAC Select Dividend. It was launched on Jun 11, 2007. SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015. Both IDV and SPYD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDV or SPYD.
Performance
IDV vs. SPYD - Performance Comparison
Returns By Period
In the year-to-date period, IDV achieves a 6.23% return, which is significantly lower than SPYD's 22.20% return.
IDV
6.23%
-3.08%
1.01%
13.72%
4.00%
3.37%
SPYD
22.20%
1.64%
18.06%
35.66%
8.75%
N/A
Key characteristics
| IDV | SPYD | |
|---|---|---|
| Sharpe Ratio | 1.07 | 2.77 |
| Sortino Ratio | 1.50 | 3.83 |
| Omega Ratio | 1.19 | 1.50 |
| Calmar Ratio | 1.41 | 2.30 |
| Martin Ratio | 4.68 | 18.40 |
| Ulcer Index | 2.94% | 1.97% |
| Daily Std Dev | 12.82% | 13.05% |
| Max Drawdown | -70.14% | -46.42% |
| Current Drawdown | -6.93% | 0.00% |
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IDV vs. SPYD - Expense Ratio Comparison
IDV has a 0.49% expense ratio, which is higher than SPYD's 0.07% expense ratio.
Correlation
The correlation between IDV and SPYD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IDV vs. SPYD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.
Dividends
IDV vs. SPYD - Dividend Comparison
IDV's dividend yield for the trailing twelve months is around 6.21%, more than SPYD's 3.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 6.21% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.53% | 4.70% | 5.08% | 6.03% | 4.48% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 3.99% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% | 0.00% | 0.00% |
Drawdowns
IDV vs. SPYD - Drawdown Comparison
The maximum IDV drawdown since its inception was -70.14%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for IDV and SPYD. For additional features, visit the drawdowns tool.
Volatility
IDV vs. SPYD - Volatility Comparison
iShares International Select Dividend ETF (IDV) has a higher volatility of 4.58% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.38%. This indicates that IDV's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.