IDV vs. VYMI

Last updated Jun 21, 2026

IDV (iShares International Select Dividend ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 10 years, IDV returned 10.11%/yr vs 10.72%/yr for VYMI. Their correlation of 0.93 suggests significant overlap in exposure. IDV charges 0.49%/yr vs 0.07%/yr for VYMI.

Performance

IDV vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDV achieves a 10.05% return, which is significantly lower than VYMI's 12.54% return. Over the past 10 years, IDV has underperformed VYMI with an annualized return of 10.11%, while VYMI has yielded a comparatively higher 10.72% annualized return.

IDV

• 1D: -1.03%
• 1M: -4.77%
• YTD: 10.05%
• 6M: 11.49%
• 1Y: 32.74%
• 3Y*: 23.40%
• 5Y*: 12.32%
• 10Y*: 10.11%

VYMI

• 1D: 0.02%
• 1M: 0.37%
• YTD: 12.54%
• 6M: 13.53%
• 1Y: 32.55%
• 3Y*: 21.05%
• 5Y*: 13.03%
• 10Y*: 10.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDV iShares International Select Dividend ETF	10.05%	52.16%	4.00%	10.32%	-6.40%	12.00%	-5.94%	23.56%	-10.37%	19.74%
VYMI Vanguard International High Dividend Yield ETF	12.54%	38.05%	7.06%	17.07%	-7.02%	15.39%	-1.11%	18.43%	-12.65%	22.36%

Correlation

The correlation between IDV and VYMI is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016	0.93

The correlation between IDV and VYMI has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

IDV vs. VYMI - Sectors Allocation Comparison

Sectors	IDV	VYMI
Financial Services	30.6%	40.7%
Energy	14.8%	8.6%
Utilities	11.5%	5.0%
Communication Services	9.9%	3.7%
Consumer Cyclical	9.9%	6.4%
Consumer Defensive	7.2%	6.7%
Industrials	6.9%	6.2%
Basic Materials	6.3%	6.9%
Real Estate	2.3%	1.3%
Technology	0.9%	5.2%
Healthcare	-	6.5%

Return for Risk

IDV vs. VYMI — Risk / Return Rank

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

IDV

IDV Risk / Return Rank: 79
IDV Sharpe Ratio Rank: 82
IDV Sortino Ratio Rank: 78
IDV Omega Ratio Rank: 80
IDV Calmar Ratio Rank: 78
IDV Martin Ratio Rank: 77

VYMI

VYMI Risk / Return Rank: 75
VYMI Sharpe Ratio Rank: 80
VYMI Sortino Ratio Rank: 79
VYMI Omega Ratio Rank: 79
VYMI Calmar Ratio Rank: 66
VYMI Martin Ratio Rank: 70

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. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Vanguard International High Dividend Yield ETF (VYMI). 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	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	2.48	2.40	+0.08
Sortino ratio: Return per unit of downside risk	3.27	3.27	0.00
Omega ratio: Gain probability vs. loss probability	1.45	1.43	+0.01
Calmar ratio: Return relative to maximum drawdown	3.82	3.13	+0.68
Martin ratio: Return relative to average drawdown	13.92	12.29	+1.62

IDV vs. VYMI - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.48, which is comparable to the VYMI Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of IDV and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDV vs. VYMI - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for IDV and VYMI.

Drawdown Indicators

	IDV	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-70.14%	-40.00%	-30.14%
Max Drawdown (1Y) Largest decline over 1 year	-8.52%	-10.14%	+1.62%
Max Drawdown (3Y) Largest decline over 3 years	-11.86%	-12.84%	+0.98%
Max Drawdown (5Y) Largest decline over 5 years	-29.19%	-24.05%	-5.14%
Max Drawdown (10Y) Largest decline over 10 years	-42.50%	-40.00%	-2.50%
Current Drawdown Current decline from peak	-4.77%	-0.95%	-3.82%
Average Drawdown Average peak-to-trough decline	-15.37%	-6.29%	-9.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.33%	2.58%	-0.25%

Volatility

IDV vs. VYMI - Volatility Comparison

iShares International Select Dividend ETF (IDV) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 4.03% and 4.13%, 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.

Volatility by Period

	IDV	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.03%	4.13%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	11.03%	11.13%	-0.10%
Volatility (1Y) Calculated over the trailing 1-year period	13.12%	13.23%	-0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.58%	14.87%	+0.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.92%	16.84%	+1.08%

IDV vs. VYMI - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is higher than VYMI's 0.07% expense ratio.

Dividends

IDV vs. VYMI - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 5.40%, more than VYMI's 4.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDV iShares International Select Dividend ETF	5.40%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
VYMI Vanguard International High Dividend Yield ETF	3.63%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%

Frequently Asked Questions

Can I hold both IDV and VYMI in my portfolio?

With a correlation of 0.91, IDV and VYMI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, IDV or VYMI?

VYMI has higher volatility (4.13%) compared to IDV (4.03%). In terms of maximum drawdown, IDV dropped -70.14% vs VYMI's -40.00%.

Which ETF is better, IDV or VYMI?

On 10-year performance, VYMI leads with 10.72% vs 10.11% for IDV. On fees, VYMI is cheaper at 0.07% per year. On volatility, IDV has been the lower-risk option at 4.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDV or VYMI?

Over the 10-year period, VYMI has performed better with a 10.72% return vs 10.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDV or VYMI?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.49% for IDV.

Which ETF pays a higher dividend yield, IDV or VYMI?

IDV has the higher dividend yield at 5.40%, compared with 3.63% for VYMI.

What is the main difference between IDV and VYMI?

IDV is categorized as Global Equities, while VYMI is Dividend. IDV tracks Dow Jones EPAC Select Dividend, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.49% for IDV and 0.07% for VYMI.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.48 vs 2.40), 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.