IDV vs. WDC
IDV (iShares International Select Dividend ETF) is Global Equities fund tracking the Dow Jones EPAC Select Dividend, while WDC (Western Digital Corporation) is a stock. Over the past 10 years, IDV returned 10.92%/yr vs 33.87%/yr for WDC. At a 0.46 correlation, their price movements are largely independent.
Performance
IDV vs. WDC - Performance Comparison
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Returns By Period
In the year-to-date period, IDV achieves a 13.60% return, which is significantly lower than WDC's 227.01% return. Over the past 10 years, IDV has underperformed WDC with an annualized return of 10.92%, while WDC has yielded a comparatively higher 33.87% annualized return.
IDV
- 1D
- 0.31%
- 1M
- 0.43%
- YTD
- 13.60%
- 6M
- 15.83%
- 1Y
- 36.40%
- 3Y*
- 25.11%
- 5Y*
- 12.17%
- 10Y*
- 10.92%
WDC
- 1D
- 6.35%
- 1M
- 16.82%
- YTD
- 227.01%
- 6M
- 219.46%
- 1Y
- 913.38%
- 3Y*
- 164.18%
- 5Y*
- 58.50%
- 10Y*
- 33.87%
IDV vs. WDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 13.60% | 52.16% | 4.00% | 10.32% | -6.40% | 12.00% | -5.94% | 23.56% | -10.37% | 19.74% |
WDC Western Digital Corporation | 227.01% | 283.68% | 13.86% | 65.99% | -51.62% | 17.73% | -10.89% | 77.14% | -51.90% | 19.83% |
Correlation
The correlation between IDV and WDC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2007 | 0.46 |
The correlation between IDV and WDC shifts across timeframes, from 0.31 (3 years) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDV vs. WDC — Risk / Return Rank
IDV
WDC
IDV vs. WDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Western Digital Corporation (WDC). 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 | WDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -11.38 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.95 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | 44.74 | -40.61 |
| Martin ratioReturn relative to average drawdown | 15.32 | 151.81 | -136.49 |
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Drawdowns
IDV vs. WDC - Drawdown Comparison
The maximum IDV drawdown since its inception was -70.14%, smaller than the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for IDV and WDC.
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Drawdown Indicators
| IDV | WDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.14% | -96.20% | +26.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -20.59% | +12.07% |
Max Drawdown (3Y)Largest decline over 3 years | -11.86% | -49.65% | +37.79% |
Max Drawdown (5Y)Largest decline over 5 years | -29.19% | -58.77% | +29.58% |
Max Drawdown (10Y)Largest decline over 10 years | -42.50% | -70.49% | +27.99% |
Current DrawdownCurrent decline from peak | -1.70% | -5.22% | +3.52% |
Average DrawdownAverage peak-to-trough decline | -15.38% | -52.07% | +36.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 6.06% | -3.76% |
Volatility
IDV vs. WDC - Volatility Comparison
The current volatility for iShares International Select Dividend ETF (IDV) is 4.24%, while Western Digital Corporation (WDC) has a volatility of 21.76%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDV | WDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 21.76% | -17.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 53.55% | -42.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.10% | 65.47% | -52.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 48.86% | -33.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 48.62% | -30.70% |
Dividends
IDV vs. WDC - Dividend Comparison
IDV's dividend yield for the trailing twelve months is around 4.40%, more than WDC's 0.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 4.40% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
WDC Western Digital Corporation | 0.09% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.51% | 2.94% | 3.33% |
Frequently Asked Questions
IDV and WDC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDC has higher volatility (21.76%) compared to IDV (4.24%). In terms of maximum drawdown, IDV dropped -70.14% vs WDC's -96.20%.
WDC currently has the higher Sharpe Ratio (14.07 vs 2.69), 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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