IDV vs. VNQI
Compare and contrast key facts about iShares International Select Dividend ETF (IDV) and Vanguard Global ex-U.S. Real Estate ETF (VNQI).
IDV and VNQI 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. VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010. Both IDV and VNQI 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 VNQI.
Performance
IDV vs. VNQI - Performance Comparison
Returns By Period
In the year-to-date period, IDV achieves a 6.23% return, which is significantly higher than VNQI's -0.77% return. Over the past 10 years, IDV has outperformed VNQI with an annualized return of 3.37%, while VNQI has yielded a comparatively lower 0.91% annualized return.
IDV
6.23%
-3.08%
1.01%
13.72%
4.00%
3.37%
VNQI
-0.77%
-4.67%
1.73%
7.81%
-3.41%
0.91%
Key characteristics
| IDV | VNQI | |
|---|---|---|
| Sharpe Ratio | 1.07 | 0.57 |
| Sortino Ratio | 1.50 | 0.89 |
| Omega Ratio | 1.19 | 1.11 |
| Calmar Ratio | 1.41 | 0.29 |
| Martin Ratio | 4.68 | 1.92 |
| Ulcer Index | 2.94% | 4.24% |
| Daily Std Dev | 12.82% | 14.38% |
| Max Drawdown | -70.14% | -38.35% |
| Current Drawdown | -6.93% | -22.65% |
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IDV vs. VNQI - Expense Ratio Comparison
IDV has a 0.49% expense ratio, which is higher than VNQI's 0.12% expense ratio.
Correlation
The correlation between IDV and VNQI is 0.79, 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.
Risk-Adjusted Performance
IDV vs. VNQI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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. VNQI - Dividend Comparison
IDV's dividend yield for the trailing twelve months is around 6.21%, more than VNQI's 3.76% 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% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 3.76% | 3.74% | 0.57% | 6.48% | 0.93% | 7.57% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% | 3.27% |
Drawdowns
IDV vs. VNQI - Drawdown Comparison
The maximum IDV drawdown since its inception was -70.14%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for IDV and VNQI. For additional features, visit the drawdowns tool.
Volatility
IDV vs. VNQI - Volatility Comparison
iShares International Select Dividend ETF (IDV) has a higher volatility of 4.58% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 3.90%. This indicates that IDV's price experiences larger fluctuations and is considered to be riskier than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.