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IDV vs. XNKY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDV vs. XNKY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and Xtrackers Nikkei 225 UCITS ETF (XNKY.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDV is traded in USD, while XNKY.DE is traded in EUR. To make them comparable, the XNKY.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDV achieves a 10.84% return, which is significantly lower than XNKY.DE's 30.80% return.


IDV

1D
0.23%
1M
-2.36%
YTD
10.84%
6M
14.01%
1Y
33.84%
3Y*
24.24%
5Y*
11.70%
10Y*
10.33%

XNKY.DE

1D
-1.33%
1M
4.00%
YTD
30.80%
6M
31.21%
1Y
62.58%
3Y*
24.12%
5Y*
11.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. XNKY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IDV
iShares International Select Dividend ETF
10.84%52.16%4.00%10.32%-6.40%12.00%20.62%
XNKY.DE
Xtrackers Nikkei 225 UCITS ETF
30.80%31.13%7.80%21.76%-20.02%-4.98%19.91%

Correlation

The correlation between IDV and XNKY.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2020

0.50

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Return for Risk

IDV vs. XNKY.DE — Risk / Return Rank

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

IDV
IDV Risk / Return Rank: 8484
Overall Rank
IDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDV Omega Ratio Rank: 8686
Omega Ratio Rank
IDV Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDV Martin Ratio Rank: 8282
Martin Ratio Rank

XNKY.DE
XNKY.DE Risk / Return Rank: 7979
Overall Rank
XNKY.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XNKY.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
XNKY.DE Omega Ratio Rank: 7272
Omega Ratio Rank
XNKY.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XNKY.DE Martin Ratio Rank: 7474
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. XNKY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Xtrackers Nikkei 225 UCITS ETF (XNKY.DE). 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.


IDVXNKY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.47

1.42

+0.06

Calmar ratioReturn relative to maximum drawdown

3.99

4.10

-0.11

Martin ratioReturn relative to average drawdown

15.00

13.45

+1.55

IDV vs. XNKY.DE - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.63, which is comparable to the XNKY.DE Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of IDV and XNKY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IDVXNKY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

2.49

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.56

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.68

-0.47

Drawdowns

IDV vs. XNKY.DE - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than XNKY.DE's maximum drawdown of -35.76%. Use the drawdown chart below to compare losses from any high point for IDV and XNKY.DE.


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Drawdown Indicators


IDVXNKY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-35.76%

-34.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-15.19%

+6.67%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-18.89%

+7.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-33.88%

+4.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

Current Drawdown

Current decline from peak

-4.08%

-1.33%

-2.75%

Average Drawdown

Average peak-to-trough decline

-15.39%

-12.31%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

4.64%

-2.38%

Volatility

IDV vs. XNKY.DE - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 3.91%, while Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) has a volatility of 6.98%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than XNKY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDVXNKY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

6.98%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

19.80%

-9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

25.01%

-12.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

20.03%

-4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

19.90%

-1.96%

IDV vs. XNKY.DE - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is higher than XNKY.DE's 0.09% expense ratio.


Dividends

IDV vs. XNKY.DE - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.51%, while XNKY.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF
4.51%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
XNKY.DE
Xtrackers Nikkei 225 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IDV and XNKY.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XNKY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNKY.DE is cheaper with a 0.09% expense ratio, compared with 0.49% for IDV.

IDV is categorized as Global Equities, while XNKY.DE is Japan Equities. IDV tracks Dow Jones EPAC Select Dividend, while XNKY.DE tracks Nikkei 225®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.49% for IDV and 0.09% for XNKY.DE.

Portfolio Optimizer

Find the right allocation for IDV and XNKY.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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