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IDVY.AS vs. AMZN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDVY.AS vs. AMZN

Last updated Jul 22, 2026
Documentation

IDVY.AS (iShares Euro Dividend UCITS ETF) is Europe Equities fund tracking the MSCI EMU NR EUR, while AMZN (Amazon.com, Inc) is a stock. Over the past 10 years, IDVY.AS returned 7.93%/yr vs 20.50%/yr for AMZN. At a 0.20 correlation, their price movements are largely independent.

Performance

IDVY.AS vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Dividend UCITS ETF (IDVY.AS) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDVY.AS is traded in EUR, while AMZN is traded in USD. To make them comparable, the AMZN values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDVY.AS achieves a 13.01% return, which is significantly higher than AMZN's 11.45% return. Over the past 10 years, IDVY.AS has underperformed AMZN with an annualized return of 7.93%, while AMZN has yielded a comparatively higher 20.50% annualized return.

IDVY.AS

1D
0.00%
1M
2.07%
6M
13.73%
YTD
13.01%
1Y
24.09%
3Y*
21.03%
5Y*
10.42%
10Y*
7.93%
ALL TIME*
1.98%

AMZN

1D
0.00%
1M
2.71%
6M
11.15%
YTD
11.45%
1Y
11.67%
3Y*
23.29%
5Y*
7.23%
10Y*
20.50%
ALL TIME*
25.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVY.AS vs. AMZN - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDVY.AS
iShares Euro Dividend UCITS ETF		13.01%41.92%8.62%4.42%-13.82%24.39%-17.87%20.43%-10.28%9.96%
AMZN
Amazon.com, Inc		10.44%-7.28%53.92%75.46%-46.49%10.03%61.73%25.81%34.46%36.79%

Correlation

The correlation between IDVY.AS and AMZN is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.14

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

0.08

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

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.20

The correlation between IDVY.AS and AMZN shifts across timeframes, from 0.08 (3 years) to 0.20 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Euro Dividend UCITS ETF

Amazon.com, Inc

Often compared with IDVY.AS:
IDVY.AS vs. VHYL.ASIDVY.AS vs. SPYW.DEIDVY.AS vs. DIVIDVY.AS vs. SCHDIDVY.AS vs. HDVIDVY.AS vs. DECD.DEIDVY.AS vs. HPRD.L
Often compared with AMZN:
AMZN vs. MSFTAMZN vs. GOOGAMZN vs. NVDAAMZN vs. AAPLAMZN vs. SPYAMZN vs. TSLAAMZN vs. META

Return for Risk

IDVY.AS vs. AMZN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDVY.AS
IDVY.AS Risk / Return Rank: 7979
Overall Rank
IDVY.AS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IDVY.AS Sortino Ratio Rank: 8181
Sortino Ratio Rank
IDVY.AS Omega Ratio Rank: 8484
Omega Ratio Rank
IDVY.AS Calmar Ratio Rank: 7878
Calmar Ratio Rank
IDVY.AS Martin Ratio Rank: 7070
Martin Ratio Rank
AMZN
AMZN Risk / Return Rank: 5353
Overall Rank
AMZN Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5050
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4848
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5555
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5555
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.

IDVY.AS vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IDVY.AS) and Amazon.com, Inc (AMZN). 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.

IDVY.ASAMZNDifference
Sharpe ratioReturn per unit of total volatility
2.02
0.38

+1.64

Sortino ratioReturn per unit of downside risk
2.77
0.72

+2.05

Omega ratioGain probability vs. loss probability

1.37

1.09

+0.28

Calmar ratioReturn relative to maximum drawdown

3.00

0.49

+2.51

Martin ratioReturn relative to average drawdown

9.32

1.12

+8.20

IDVY.AS vs. AMZN - Sharpe Ratio Comparison

The current IDVY.AS Sharpe Ratio is 2.02, which is higher than the AMZN Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IDVY.AS and AMZN, 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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Drawdowns

IDVY.AS vs. AMZN - Drawdown Comparison

The maximum IDVY.AS drawdown since its inception was -68.85%, which is greater than AMZN's maximum drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for IDVY.AS and AMZN.

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Drawdown Indicators

IDVY.ASAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-68.85%

-60.20%

-8.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.97%

-24.04%

+16.07%

Max Drawdown (3Y)

Largest decline over 3 years

-12.81%

-37.68%

+24.87%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

-52.70%

+28.13%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

-52.70%

+10.36%

Current Drawdown

Current decline from peak

0.00%

-6.88%

+6.88%

Average Drawdown

Average peak-to-trough decline

-29.04%

-12.45%

-16.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

10.44%

-7.87%

Volatility

IDVY.AS vs. AMZN - Volatility Comparison

The current volatility for iShares Euro Dividend UCITS ETF (IDVY.AS) is 2.86%, while Amazon.com, Inc (AMZN) has a volatility of 8.41%. This indicates that IDVY.AS experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDVY.ASAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

8.41%

-5.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

21.02%

-11.40%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

31.11%

-19.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

35.47%

-20.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

32.87%

-15.99%

Dividends

IDVY.AS vs. AMZN - Dividend Comparison

IDVY.AS's dividend yield for the trailing twelve months is around 4.40%, while AMZN has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
AMZN
Amazon.com, Inc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDVY.AS
iShares Euro Dividend UCITS ETF		4.40%4.36%5.85%5.84%5.28%3.68%3.57%4.84%4.76%3.91%3.97%3.99%

Frequently Asked Questions

IDVY.AS and AMZN have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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