IDV vs. VNQI
IDV (iShares International Select Dividend ETF) and VNQI (Vanguard Global ex-U.S. Real Estate ETF) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while VNQI is a REIT fund tracking the S&P Global ex-U.S. Property Index. Both are passively managed. Over the past 10 years, IDV returned 10.63%/yr vs 2.59%/yr for VNQI. A 0.79 correlation means they provide meaningful diversification when combined. IDV charges 0.49%/yr vs 0.12%/yr for VNQI.
Performance
IDV vs. VNQI - 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 VNQI's -3.45% return. Over the past 10 years, IDV has outperformed VNQI with an annualized return of 10.63%, while VNQI has yielded a comparatively lower 2.59% 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%
VNQI
- 1D
- -0.96%
- 1M
- -2.96%
- YTD
- -3.45%
- 6M
- -3.64%
- 1Y
- 2.19%
- 3Y*
- 8.69%
- 5Y*
- -1.70%
- 10Y*
- 2.59%
IDV vs. VNQI - 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% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | -3.45% | 21.38% | -2.22% | 6.99% | -22.94% | 5.93% | -7.22% | 21.59% | -9.44% | 26.91% |
Correlation
The correlation between IDV and VNQI is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2010 | 0.79 |
The correlation between IDV and VNQI has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.
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Return for Risk
IDV vs. VNQI — Risk / Return Rank
IDV
VNQI
IDV vs. VNQI - Risk-Adjusted Trends 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.
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 | VNQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.16 | ||
| Sortino ratioReturn per unit of downside risk | +2.75 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.04 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 0.15 | +3.44 |
| Martin ratioReturn relative to average drawdown | 12.85 | 0.40 | +12.45 |
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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.
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Drawdown Indicators
| IDV | VNQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.14% | -38.35% | -31.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -14.78% | +6.26% |
Max Drawdown (3Y)Largest decline over 3 years | -11.86% | -16.35% | +4.49% |
Max Drawdown (5Y)Largest decline over 5 years | -29.19% | -34.92% | +5.73% |
Max Drawdown (10Y)Largest decline over 10 years | -42.50% | -38.35% | -4.15% |
Current DrawdownCurrent decline from peak | -5.67% | -12.81% | +7.14% |
Average DrawdownAverage peak-to-trough decline | -15.36% | -10.89% | -4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 5.48% | -3.11% |
Volatility
IDV vs. VNQI - Volatility Comparison
The current volatility for iShares International Select Dividend ETF (IDV) is 3.96%, while Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a volatility of 4.49%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDV | VNQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 4.49% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | 11.91% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.18% | 13.81% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 15.55% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.70% | 15.95% | +1.75% |
IDV vs. VNQI - Expense Ratio Comparison
IDV has a 0.49% expense ratio, which is higher than VNQI's 0.12% expense ratio.
Dividends
IDV vs. VNQI - Dividend Comparison
IDV's dividend yield for the trailing twelve months is around 5.45%, more than VNQI's 4.87% 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% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.87% | 4.70% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% |
Frequently Asked Questions
IDV and VNQI have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNQI has higher volatility (4.49%) compared to IDV (3.96%). In terms of maximum drawdown, IDV dropped -70.14% vs VNQI's -38.35%.
On 10-year performance, IDV leads with 10.63% vs 2.59% for VNQI. On fees, VNQI is cheaper at 0.12% per year. On volatility, IDV has been the lower-risk option at 3.96%. 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 2.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VNQI is cheaper with a 0.12% expense ratio, compared with 0.49% for IDV.
IDV has the higher dividend yield at 5.45%, compared with 4.87% for VNQI.
IDV is categorized as Global Equities, while VNQI is REIT. IDV tracks Dow Jones EPAC Select Dividend, while VNQI tracks S&P Global ex-U.S. Property Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.49% for IDV and 0.12% for VNQI.
IDV currently has the higher Sharpe Ratio (2.32 vs 0.16), 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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