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

IDVY.AS vs. IESE.AS

Last updated Jun 5, 2026

IDVY.AS (iShares Euro Dividend UCITS ETF) and IESE.AS (iShares MSCI Europe SRI UCITS ETF EUR (Acc)) are both Europe Equities funds from iShares - IDVY.AS tracks the MSCI EMU NR EUR while IESE.AS tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, IDVY.AS returned 7.33%/yr vs 7.87%/yr for IESE.AS. A 0.71 correlation means they provide meaningful diversification when combined. IDVY.AS charges 0.40%/yr vs 0.20%/yr for IESE.AS.

Performance

IDVY.AS vs. IESE.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Dividend UCITS ETF (IDVY.AS) and iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS). The values are adjusted to include any dividend payments, if applicable.

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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 IESE.AS's 7.16% return. Over the past 10 years, IDVY.AS has underperformed IESE.AS with an annualized return of 7.33%, while IESE.AS has yielded a comparatively higher 7.87% annualized return.

IDVY.AS

1D
0.33%
1M
3.43%
YTD
8.21%
6M
11.08%
1Y
21.10%
3Y*
20.03%
5Y*
9.08%
10Y*
7.33%

IESE.AS

1D
0.85%
1M
3.61%
YTD
7.16%
6M
8.48%
1Y
5.39%
3Y*
7.02%
5Y*
5.38%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVY.AS vs. IESE.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
IESE.AS
iShares MSCI Europe SRI UCITS ETF EUR (Acc)		7.16%2.40%6.46%16.38%-14.87%27.26%3.74%29.04%-6.71%11.41%

Correlation

The correlation between IDVY.AS and IESE.AS is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.69

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

0.69

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

0.74

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

0.78

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2011

0.71

The correlation between IDVY.AS and IESE.AS has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.

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iShares Euro Dividend UCITS ETF

iShares MSCI Europe SRI UCITS ETF EUR (Acc)

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 IESE.AS:
IESE.AS vs. EUEA.ASIESE.AS vs. VWCE.DEIESE.AS vs. 2B7K.DEIESE.AS vs. EUMD.LIESE.AS vs. VTIESE.AS vs. IWDA.ASIESE.AS vs. VGEU.DE

Return for Risk

IDVY.AS vs. IESE.AS — 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: 5252
Overall Rank
IDVY.AS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IDVY.AS Sortino Ratio Rank: 5252
Sortino Ratio Rank
IDVY.AS Omega Ratio Rank: 5454
Omega Ratio Rank
IDVY.AS Calmar Ratio Rank: 5454
Calmar Ratio Rank
IDVY.AS Martin Ratio Rank: 4949
Martin Ratio Rank
IESE.AS
IESE.AS Risk / Return Rank: 1515
Overall Rank
IESE.AS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IESE.AS Sortino Ratio Rank: 1515
Sortino Ratio Rank
IESE.AS Omega Ratio Rank: 1515
Omega Ratio Rank
IESE.AS Calmar Ratio Rank: 1616
Calmar Ratio Rank
IESE.AS Martin Ratio Rank: 1616
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. IESE.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IDVY.AS) and iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS). 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.ASIESE.ASDifference
Sharpe ratioReturn per unit of total volatility
1.77
0.40

+1.37

Sortino ratioReturn per unit of downside risk
2.47
0.67

+1.81

Omega ratioGain probability vs. loss probability

1.33

1.08

+0.25

Calmar ratioReturn relative to maximum drawdown

2.61

0.53

+2.08

Martin ratioReturn relative to average drawdown

8.13

1.40

+6.73

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDVY.AS vs. IESE.AS - Sharpe Ratio Comparison

The current IDVY.AS Sharpe Ratio is 1.77, which is higher than the IESE.AS Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of IDVY.AS and IESE.AS, 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

IDVY.ASIESE.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.40

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.37

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.51

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.51

-0.27

Drawdowns

IDVY.AS vs. IESE.AS - Drawdown Comparison

The maximum IDVY.AS drawdown since its inception was -71.33%, which is greater than IESE.AS's maximum drawdown of -33.34%. Use the drawdown chart below to compare losses from any high point for IDVY.AS and IESE.AS.

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Drawdown Indicators

IDVY.ASIESE.ASDifference

Max Drawdown

Largest peak-to-trough decline

-71.33%

-33.34%

-37.99%

Max Drawdown (1Y)

Largest decline over 1 year

-7.97%

-10.05%

+2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-12.81%

-15.79%

+2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

-23.66%

-0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

-33.34%

-9.00%

Current Drawdown

Current decline from peak

-1.42%

-1.05%

-0.37%

Average Drawdown

Average peak-to-trough decline

-22.54%

-6.13%

-16.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

3.84%

-1.27%

Volatility

IDVY.AS vs. IESE.AS - Volatility Comparison

The current volatility for iShares Euro Dividend UCITS ETF (IDVY.AS) is 3.54%, while iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS) has a volatility of 4.41%. This indicates that IDVY.AS experiences smaller price fluctuations and is considered to be less risky than IESE.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDVY.ASIESE.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

4.41%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

10.88%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

11.77%

13.42%

-1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

14.49%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

15.29%

+1.97%

IDVY.AS vs. IESE.AS - Expense Ratio Comparison

IDVY.AS has a 0.40% expense ratio, which is higher than IESE.AS's 0.20% expense ratio.

Dividends

IDVY.AS vs. IESE.AS - Dividend Comparison

IDVY.AS's dividend yield for the trailing twelve months is around 3.99%, while IESE.AS has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
IESE.AS
iShares MSCI Europe SRI UCITS ETF EUR (Acc)		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

IDVY.AS and IESE.AS have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESE.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESE.AS is cheaper with a 0.20% expense ratio, compared with 0.40% for IDVY.AS.

IDVY.AS tracks MSCI EMU NR EUR, while IESE.AS tracks MSCI Europe NR EUR. Their fees differ too: 0.40% for IDVY.AS and 0.20% for IESE.AS.

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