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

Performance

IDVY.AS vs. TEET.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Dividend UCITS ETF (IDVY.AS) and VanEck Sustainable European Equal Weight UCITS ETF (TEET.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 9.05% return, which is significantly lower than TEET.AS's 10.00% return. Over the past 10 years, IDVY.AS has underperformed TEET.AS with an annualized return of 8.59%, while TEET.AS has yielded a comparatively higher 11.26% annualized return.


IDVY.AS

1D
0.00%
1M
-0.14%
YTD
9.05%
6M
9.65%
1Y
23.61%
3Y*
20.90%
5Y*
9.45%
10Y*
8.59%

TEET.AS

1D
0.97%
1M
2.15%
YTD
10.00%
6M
10.33%
1Y
21.46%
3Y*
16.98%
5Y*
11.05%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IDVY.AS
iShares Euro Dividend UCITS ETF
9.05%41.92%8.62%4.42%-13.82%24.39%-17.87%20.43%-10.28%9.96%
TEET.AS
VanEck Sustainable European Equal Weight UCITS ETF
10.00%20.97%12.42%19.69%-12.13%27.86%-2.86%23.12%-8.79%10.93%

Correlation

The correlation between IDVY.AS and TEET.AS is 0.78, 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

0.78

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

0.76

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

0.79

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

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2014

0.85

The correlation between IDVY.AS and TEET.AS has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.

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Return for Risk

IDVY.AS vs. TEET.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: 6868
Overall Rank
IDVY.AS Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IDVY.AS Sortino Ratio Rank: 6969
Sortino Ratio Rank
IDVY.AS Omega Ratio Rank: 7272
Omega Ratio Rank
IDVY.AS Calmar Ratio Rank: 6868
Calmar Ratio Rank
IDVY.AS Martin Ratio Rank: 5959
Martin Ratio Rank

TEET.AS
TEET.AS Risk / Return Rank: 4848
Overall Rank
TEET.AS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
TEET.AS Sortino Ratio Rank: 4949
Sortino Ratio Rank
TEET.AS Omega Ratio Rank: 4848
Omega Ratio Rank
TEET.AS Calmar Ratio Rank: 4545
Calmar Ratio Rank
TEET.AS Martin Ratio Rank: 5151
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. TEET.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IDVY.AS) and VanEck Sustainable European Equal Weight UCITS ETF (TEET.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.

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.ASTEET.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.37

1.28

+0.09

Calmar ratioReturn relative to maximum drawdown

2.94

2.06

+0.88

Martin ratioReturn relative to average drawdown

9.16

7.85

+1.31

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

The current IDVY.AS Sharpe Ratio is 1.98, which is higher than the TEET.AS Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of IDVY.AS and TEET.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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Drawdowns

IDVY.AS vs. TEET.AS - Drawdown Comparison

The maximum IDVY.AS drawdown since its inception was -68.85%, which is greater than TEET.AS's maximum drawdown of -37.48%. Use the drawdown chart below to compare losses from any high point for IDVY.AS and TEET.AS.


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Drawdown Indicators


IDVY.ASTEET.ASDifference

Max Drawdown

Largest peak-to-trough decline

-68.85%

-37.48%

-31.37%

Max Drawdown (1Y)

Largest decline over 1 year

-7.97%

-10.30%

+2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-12.81%

-16.91%

+4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

-22.84%

-1.73%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

-37.48%

-4.86%

Current Drawdown

Current decline from peak

-1.85%

-0.43%

-1.42%

Average Drawdown

Average peak-to-trough decline

-29.15%

-5.89%

-23.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.71%

-0.15%

Volatility

IDVY.AS vs. TEET.AS - Volatility Comparison

The current volatility for iShares Euro Dividend UCITS ETF (IDVY.AS) is 2.69%, while VanEck Sustainable European Equal Weight UCITS ETF (TEET.AS) has a volatility of 3.97%. This indicates that IDVY.AS experiences smaller price fluctuations and is considered to be less risky than TEET.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.ASTEET.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

3.97%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

12.13%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.83%

14.27%

-2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

15.18%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

16.45%

+0.53%

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

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


Dividends

IDVY.AS vs. TEET.AS - Dividend Comparison

IDVY.AS's dividend yield for the trailing twelve months is around 4.56%, more than TEET.AS's 2.63% yield.


PositionTTM20252024202320222021202020192018201720162015
IDVY.AS
iShares Euro Dividend UCITS ETF
4.56%4.36%5.85%5.84%5.28%3.68%3.57%4.84%4.76%3.91%3.97%3.99%
TEET.AS
VanEck Sustainable European Equal Weight UCITS ETF
2.63%2.47%2.71%2.68%2.97%2.48%2.37%3.72%3.66%2.39%3.17%2.51%

Frequently Asked Questions


IDVY.AS and TEET.AS have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

IDVY.AS tracks MSCI EMU NR EUR, while TEET.AS tracks MSCI Europe NR EUR. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.40% for IDVY.AS and 0.20% for TEET.AS.

Portfolio Optimizer

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