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IDV vs. VMOT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDV vs. VMOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and Alpha Architect Value Momentum Trend ETF (VMOT). The values are adjusted to include any dividend payments, if applicable.

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IDV vs. VMOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDV
iShares International Select Dividend ETF
8.60%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%4.83%
VMOT
Alpha Architect Value Momentum Trend ETF
8.20%18.54%12.07%-0.74%-7.00%3.52%4.69%4.59%-15.64%14.62%

Returns By Period

The year-to-date returns for both stocks are quite close, with IDV having a 8.60% return and VMOT slightly lower at 8.20%.


IDV

1D
0.19%
1M
-2.98%
YTD
8.60%
6M
18.79%
1Y
44.44%
3Y*
22.95%
5Y*
12.75%
10Y*
10.20%

VMOT

1D
1.90%
1M
-5.09%
YTD
8.20%
6M
13.04%
1Y
32.67%
3Y*
14.52%
5Y*
5.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDV vs. VMOT - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is lower than VMOT's 1.75% expense ratio.


Return for Risk

IDV vs. VMOT — Risk / Return Rank

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

IDV
IDV Risk / Return Rank: 9696
Overall Rank
IDV Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 9797
Sortino Ratio Rank
IDV Omega Ratio Rank: 9797
Omega Ratio Rank
IDV Calmar Ratio Rank: 9595
Calmar Ratio Rank
IDV Martin Ratio Rank: 9696
Martin Ratio Rank

VMOT
VMOT Risk / Return Rank: 8585
Overall Rank
VMOT Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VMOT Sortino Ratio Rank: 8585
Sortino Ratio Rank
VMOT Omega Ratio Rank: 8787
Omega Ratio Rank
VMOT Calmar Ratio Rank: 8282
Calmar Ratio Rank
VMOT Martin Ratio Rank: 8686
Martin Ratio Rank
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. VMOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Alpha Architect Value Momentum Trend ETF (VMOT). 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.


IDVVMOTDifference

Sharpe ratio

Return per unit of total volatility

2.86

1.74

+1.13

Sortino ratio

Return per unit of downside risk

3.56

2.36

+1.20

Omega ratio

Gain probability vs. loss probability

1.58

1.36

+0.22

Calmar ratio

Return relative to maximum drawdown

4.18

2.51

+1.67

Martin ratio

Return relative to average drawdown

18.52

10.98

+7.53

IDV vs. VMOT - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.86, which is higher than the VMOT Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of IDV and VMOT, 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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Sharpe Ratios by Period


IDVVMOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

1.74

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.35

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.29

-0.09

Correlation

The correlation between IDV and VMOT is 0.61, 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.


Dividends

IDV vs. VMOT - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.60%, more than VMOT's 1.90% yield.


TTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF
4.60%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
VMOT
Alpha Architect Value Momentum Trend ETF
1.90%2.05%2.54%4.13%2.24%0.82%0.00%1.76%0.93%0.81%0.00%0.00%

Drawdowns

IDV vs. VMOT - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than VMOT's maximum drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for IDV and VMOT.


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Drawdown Indicators


IDVVMOTDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-34.71%

-35.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-13.08%

+2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-23.73%

-5.46%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

Current Drawdown

Current decline from peak

-4.37%

-5.82%

+1.45%

Average Drawdown

Average peak-to-trough decline

-15.53%

-13.55%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.99%

-0.56%

Volatility

IDV vs. VMOT - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 5.99%, while Alpha Architect Value Momentum Trend ETF (VMOT) has a volatility of 7.71%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than VMOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDVVMOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

7.71%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

11.88%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

18.91%

-3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

15.66%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

14.83%

+3.13%