IDVY.AS vs. ETSZ.DE
IDVY.AS (iShares Euro Dividend UCITS ETF) and ETSZ.DE (BNP Paribas Easy STOXX Europe 600 UCITS ETF) are both Europe Equities funds - IDVY.AS tracks the MSCI EMU NR EUR while ETSZ.DE tracks the STOXX® Europe 600. Both are passively managed. Over the past 10 years, IDVY.AS returned 7.33%/yr vs 9.16%/yr for ETSZ.DE. Their correlation of 0.85 suggests significant overlap in exposure. IDVY.AS charges 0.40%/yr vs 0.20%/yr for ETSZ.DE.
Performance
IDVY.AS vs. ETSZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IDVY.AS achieves a 8.21% return, which is significantly higher than ETSZ.DE's 7.24% return. Over the past 10 years, IDVY.AS has underperformed ETSZ.DE with an annualized return of 7.33%, while ETSZ.DE has yielded a comparatively higher 9.16% annualized return.
IDVY.AS
- 1D
- 0.33%
- 1M
- 2.29%
- YTD
- 8.21%
- 6M
- 10.99%
- 1Y
- 20.66%
- 3Y*
- 20.03%
- 5Y*
- 9.08%
- 10Y*
- 7.33%
ETSZ.DE
- 1D
- 0.59%
- 1M
- 2.47%
- YTD
- 7.24%
- 6M
- 9.85%
- 1Y
- 15.63%
- 3Y*
- 13.72%
- 5Y*
- 9.62%
- 10Y*
- 9.16%
IDVY.AS vs. ETSZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDVY.AS iShares Euro Dividend UCITS ETF | 8.21% | 41.92% | 8.62% | 4.42% | -13.82% | 24.39% | -17.87% | 20.43% | -10.28% | 9.96% |
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS ETF | 7.24% | 20.43% | 8.21% | 15.61% | -10.31% | 24.89% | -1.49% | 28.86% | -11.18% | 10.63% |
Correlation
The correlation between IDVY.AS and ETSZ.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2013 | 0.85 |
The correlation between IDVY.AS and ETSZ.DE has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
IDVY.AS vs. ETSZ.DE — Risk / Return Rank
IDVY.AS
ETSZ.DE
IDVY.AS vs. ETSZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IDVY.AS) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.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.
| IDVY.AS | ETSZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.24 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 1.72 | +0.90 |
| Martin ratioReturn relative to average drawdown | 8.13 | 6.45 | +1.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDVY.AS | ETSZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.26 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.66 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.59 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.52 | -0.29 |
Drawdowns
IDVY.AS vs. ETSZ.DE - Drawdown Comparison
The maximum IDVY.AS drawdown since its inception was -71.33%, which is greater than ETSZ.DE's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for IDVY.AS and ETSZ.DE.
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Drawdown Indicators
| IDVY.AS | ETSZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.33% | -35.51% | -35.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -9.39% | +1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -12.81% | -16.35% | +3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -24.57% | -20.55% | -4.02% |
Max Drawdown (10Y)Largest decline over 10 years | -42.34% | -35.51% | -6.83% |
Current DrawdownCurrent decline from peak | -1.42% | -1.70% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -5.41% | -17.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.51% | +0.06% |
Volatility
IDVY.AS vs. ETSZ.DE - Volatility Comparison
The current volatility for iShares Euro Dividend UCITS ETF (IDVY.AS) is 3.54%, while BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) has a volatility of 4.34%. This indicates that IDVY.AS experiences smaller price fluctuations and is considered to be less risky than ETSZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDVY.AS | ETSZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 4.34% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 10.64% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 12.84% | -1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 14.39% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 15.54% | +1.72% |
IDVY.AS vs. ETSZ.DE - Expense Ratio Comparison
IDVY.AS has a 0.40% expense ratio, which is higher than ETSZ.DE's 0.20% expense ratio.
Dividends
IDVY.AS vs. ETSZ.DE - Dividend Comparison
IDVY.AS's dividend yield for the trailing twelve months is around 3.99%, while ETSZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETSZ.DE BNP Paribas Easy STOXX Europe 600 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% |
IDVY.AS iShares Euro Dividend UCITS ETF | 3.99% | 4.36% | 5.85% | 5.84% | 5.28% | 3.68% | 3.57% | 4.84% | 4.76% | 3.91% | 3.97% | 4.00% |
Frequently Asked Questions
IDVY.AS and ETSZ.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETSZ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETSZ.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for IDVY.AS.
IDVY.AS tracks MSCI EMU NR EUR, while ETSZ.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.40% for IDVY.AS and 0.20% for ETSZ.DE.
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