IDV vs. VEGA
IDV (iShares International Select Dividend ETF) and VEGA (AdvisorShares STAR Global Buy-Write ETF) are both Global Equities funds. IDV is passively managed, while VEGA is actively managed. Over the past 10 years, IDV returned 10.63%/yr vs 7.93%/yr for VEGA. A 0.58 correlation means they provide meaningful diversification when combined. IDV charges 0.49%/yr vs 2.02%/yr for VEGA.
Performance
IDV vs. VEGA - Performance Comparison
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Returns By Period
In the year-to-date period, IDV achieves a 9.00% return, which is significantly higher than VEGA's 5.66% return. Over the past 10 years, IDV has outperformed VEGA with an annualized return of 10.63%, while VEGA has yielded a comparatively lower 7.93% annualized return.
IDV
- 1D
- -1.21%
- 1M
- -4.79%
- YTD
- 9.00%
- 6M
- 9.11%
- 1Y
- 30.43%
- 3Y*
- 24.49%
- 5Y*
- 11.78%
- 10Y*
- 10.63%
VEGA
- 1D
- -1.18%
- 1M
- -0.24%
- YTD
- 5.66%
- 6M
- 4.89%
- 1Y
- 16.81%
- 3Y*
- 13.24%
- 5Y*
- 6.73%
- 10Y*
- 7.93%
IDV vs. VEGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 9.00% | 52.16% | 4.00% | 10.32% | -6.40% | 12.00% | -5.94% | 23.56% | -10.37% | 19.74% |
VEGA AdvisorShares STAR Global Buy-Write ETF | 5.66% | 15.83% | 11.20% | 15.12% | -15.02% | 12.36% | 8.37% | 19.29% | -6.58% | 11.50% |
Correlation
The correlation between IDV and VEGA is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2012 | 0.58 |
The correlation between IDV and VEGA has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.
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Return for Risk
IDV vs. VEGA — Risk / Return Rank
IDV
VEGA
IDV vs. VEGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and AdvisorShares STAR Global Buy-Write ETF (VEGA). 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 | VEGA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.33 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 2.46 | +1.13 |
| Martin ratioReturn relative to average drawdown | 12.85 | 10.76 | +2.08 |
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Drawdowns
IDV vs. VEGA - Drawdown Comparison
The maximum IDV drawdown since its inception was -70.14%, which is greater than VEGA's maximum drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for IDV and VEGA.
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Drawdown Indicators
| IDV | VEGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.14% | -28.37% | -41.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -6.86% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -11.86% | -11.62% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.19% | -22.78% | -6.41% |
Max Drawdown (10Y)Largest decline over 10 years | -42.50% | -28.37% | -14.13% |
Current DrawdownCurrent decline from peak | -5.67% | -1.85% | -3.82% |
Average DrawdownAverage peak-to-trough decline | -15.36% | -3.78% | -11.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.57% | +0.80% |
Volatility
IDV vs. VEGA - Volatility Comparison
iShares International Select Dividend ETF (IDV) and AdvisorShares STAR Global Buy-Write ETF (VEGA) have volatilities of 3.96% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDV | VEGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 3.86% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | 8.10% | +3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.18% | 9.61% | +3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 12.36% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.70% | 12.74% | +4.96% |
IDV vs. VEGA - Expense Ratio Comparison
IDV has a 0.49% expense ratio, which is lower than VEGA's 2.02% expense ratio.
Dividends
IDV vs. VEGA - Dividend Comparison
IDV's dividend yield for the trailing twelve months is around 5.45%, more than VEGA's 1.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 5.45% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
VEGA AdvisorShares STAR Global Buy-Write ETF | 1.27% | 1.34% | 1.05% | 1.12% | 1.89% | 0.55% | 0.28% | 0.44% | 0.45% | 0.00% | 0.81% | 0.00% |
Frequently Asked Questions
IDV and VEGA have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDV has higher volatility (3.96%) compared to VEGA (3.86%). In terms of maximum drawdown, IDV dropped -70.14% vs VEGA's -28.37%.
On 10-year performance, IDV leads with 10.63% vs 7.93% for VEGA. On fees, IDV is cheaper at 0.49% per year. On volatility, VEGA has been the lower-risk option at 3.86%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IDV has performed better with a 10.63% return vs 7.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDV is cheaper with a 0.49% expense ratio, compared with 2.02% for VEGA.
IDV has the higher dividend yield at 5.45%, compared with 1.27% for VEGA.
They also come from different issuers: iShares and AdvisorShares. Their fees differ too: 0.49% for IDV and 2.02% for VEGA.
IDV currently has the higher Sharpe Ratio (2.32 vs 1.76), 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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